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1 // (C) Copyright John Maddock 2005-2006.
2 // Use, modification and distribution are subject to the
3 // Boost Software License, Version 1.0. (See accompanying file
4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
5
6 #ifndef BOOST_MATH_TOOLS_STATS_INCLUDED
7 #define BOOST_MATH_TOOLS_STATS_INCLUDED
8
9 #ifdef _MSC_VER
10 #pragma once
11 #endif
12
13 #include <boost/config/no_tr1/cmath.hpp>
14 #include <boost/cstdint.hpp>
15 #include <boost/math/tools/precision.hpp>
16
17 namespace boost{ namespace math{ namespace tools{
18
19 template <class T>
20 class stats
21 {
22 public:
23 stats()
24 : m_min(tools::max_value<T>()),
25 m_max(-tools::max_value<T>()),
26 m_total(0),
27 m_squared_total(0),
28 m_count(0)
29 {}
30 void add(const T& val)
31 {
32 if(val < m_min)
33 m_min = val;
34 if(val > m_max)
35 m_max = val;
36 m_total += val;
37 ++m_count;
38 m_squared_total += val*val;
39 }
40 T min BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_min; }
41 T max BOOST_PREVENT_MACRO_SUBSTITUTION()const{ return m_max; }
42 T total()const{ return m_total; }
43 T mean()const{ return m_total / static_cast<T>(m_count); }
44 boost::uintmax_t count()const{ return m_count; }
45 T variance()const
46 {
47 BOOST_MATH_STD_USING
48
49 T t = m_squared_total - m_total * m_total / m_count;
50 t /= m_count;
51 return t;
52 }
53 T variance1()const
54 {
55 BOOST_MATH_STD_USING
56
57 T t = m_squared_total - m_total * m_total / m_count;
58 t /= (m_count-1);
59 return t;
60 }
61 T rms()const
62 {
63 BOOST_MATH_STD_USING
64
65 return sqrt(m_squared_total / static_cast<T>(m_count));
66 }
67 stats& operator+=(const stats& s)
68 {
69 if(s.m_min < m_min)
70 m_min = s.m_min;
71 if(s.m_max > m_max)
72 m_max = s.m_max;
73 m_total += s.m_total;
74 m_squared_total += s.m_squared_total;
75 m_count += s.m_count;
76 return *this;
77 }
78 private:
79 T m_min, m_max, m_total, m_squared_total;
80 boost::uintmax_t m_count;
81 };
82
83 } // namespace tools
84 } // namespace math
85 } // namespace boost
86
87 #endif
88