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65<h1>misc_stat.h</h1><a href="misc__stat_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
66<a name="l00029"></a>00029 <span class="preprocessor">#ifndef MISC_STAT_H</span>
67<a name="l00030"></a>00030 <span class="preprocessor"></span><span class="preprocessor">#define MISC_STAT_H</span>
68<a name="l00031"></a>00031 <span class="preprocessor"></span>
69<a name="l00032"></a>00032 <span class="preprocessor">#include &lt;<a class="code" href="min__max_8h.html" title="Minimum and maximum functions on vectors and matrices.">itpp/base/math/min_max.h</a>&gt;</span>
70<a name="l00033"></a>00033 <span class="preprocessor">#include &lt;<a class="code" href="mat_8h.html" title="Matrix Class Definitions.">itpp/base/mat.h</a>&gt;</span>
71<a name="l00034"></a>00034 <span class="preprocessor">#include &lt;<a class="code" href="elem__math_8h.html" title="Elementary mathematical functions - header file.">itpp/base/math/elem_math.h</a>&gt;</span>
72<a name="l00035"></a>00035 <span class="preprocessor">#include &lt;<a class="code" href="matfunc_8h.html" title="Various functions on vectors and matrices - header file.">itpp/base/matfunc.h</a>&gt;</span>
73<a name="l00036"></a>00036
74<a name="l00037"></a>00037
75<a name="l00038"></a>00038 <span class="keyword">namespace </span>itpp
76<a name="l00039"></a>00039 {
77<a name="l00040"></a>00040
78<a name="l00043"></a>00043
79<a name="l00047"></a><a class="code" href="classitpp_1_1Stat.html">00047</a> <span class="keyword">class </span><a class="code" href="classitpp_1_1Stat.html" title="A class for sampling a signal and calculating statistics.">Stat</a>
80<a name="l00048"></a>00048 {
81<a name="l00049"></a>00049 <span class="keyword">public</span>:
82<a name="l00051"></a><a class="code" href="classitpp_1_1Stat.html#d781414e3ec20523c7bd355afe908e22">00051</a>   <a class="code" href="classitpp_1_1Stat.html#d781414e3ec20523c7bd355afe908e22" title="Default constructor.">Stat</a>() {<a class="code" href="classitpp_1_1Stat.html#cdfaa4bfae3327854005136a0dfa7026" title="Clear statistics.">clear</a>();}
83<a name="l00053"></a><a class="code" href="classitpp_1_1Stat.html#832adab0451106d22b36d5e0b460700f">00053</a>   <span class="keyword">virtual</span> <a class="code" href="classitpp_1_1Stat.html#832adab0451106d22b36d5e0b460700f" title="Destructor.">~Stat</a>() {}
84<a name="l00054"></a>00054
85<a name="l00056"></a><a class="code" href="classitpp_1_1Stat.html#cdfaa4bfae3327854005136a0dfa7026">00056</a>   <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Stat.html#cdfaa4bfae3327854005136a0dfa7026" title="Clear statistics.">clear</a>() {
86<a name="l00057"></a>00057     <a class="code" href="classitpp_1_1Stat.html#15e69c10d8957d93dc29b3c145d23499" title="Number of reported overflows.">_n_overflows</a> = 0;
87<a name="l00058"></a>00058     <a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18" title="Number of samples.">_n_samples</a> = 0;
88<a name="l00059"></a>00059     <a class="code" href="classitpp_1_1Stat.html#0a4ce59b6041d48ecf1ae866974ce16b" title="Number of zero samples.">_n_zeros</a> = 0;
89<a name="l00060"></a>00060     <a class="code" href="classitpp_1_1Stat.html#2828df78aa068db56d2df75a7c44ca3d" title="Maximum sample.">_max</a> = 0.0;
90<a name="l00061"></a>00061     <a class="code" href="classitpp_1_1Stat.html#c4dcea6464c6dcabc5256fff31ca9e6b" title="Minimum sample.">_min</a> = 0.0;
91<a name="l00062"></a>00062     <a class="code" href="classitpp_1_1Stat.html#422dc04de1247f7b0f997063f56ccc45" title="Squared sum of all samples.">_sqr_sum</a> = 0.0;
92<a name="l00063"></a>00063     <a class="code" href="classitpp_1_1Stat.html#a76336dbc124d5f8bf7c7b8ee4c42b93" title="Sum of all samples.">_sum</a> = 0.0;
93<a name="l00064"></a>00064   }
94<a name="l00065"></a>00065
95<a name="l00067"></a><a class="code" href="classitpp_1_1Stat.html#1c46f9aac1f49205b00fbb446d271270">00067</a>   <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Stat.html#1c46f9aac1f49205b00fbb446d271270" title="Register a sample and flag for overflow.">sample</a>(<span class="keyword">const</span> <span class="keywordtype">double</span> s, <span class="keyword">const</span> <span class="keywordtype">bool</span> overflow = <span class="keyword">false</span>) {
96<a name="l00068"></a>00068     <a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18" title="Number of samples.">_n_samples</a>++;
97<a name="l00069"></a>00069     <a class="code" href="classitpp_1_1Stat.html#a76336dbc124d5f8bf7c7b8ee4c42b93" title="Sum of all samples.">_sum</a> += s;
98<a name="l00070"></a>00070     <a class="code" href="classitpp_1_1Stat.html#422dc04de1247f7b0f997063f56ccc45" title="Squared sum of all samples.">_sqr_sum</a> += s * s;
99<a name="l00071"></a>00071     <span class="keywordflow">if</span> (s &lt; <a class="code" href="classitpp_1_1Stat.html#c4dcea6464c6dcabc5256fff31ca9e6b" title="Minimum sample.">_min</a>) <a class="code" href="classitpp_1_1Stat.html#c4dcea6464c6dcabc5256fff31ca9e6b" title="Minimum sample.">_min</a> = s;
100<a name="l00072"></a>00072     <span class="keywordflow">if</span> (s &gt; <a class="code" href="classitpp_1_1Stat.html#2828df78aa068db56d2df75a7c44ca3d" title="Maximum sample.">_max</a>) <a class="code" href="classitpp_1_1Stat.html#2828df78aa068db56d2df75a7c44ca3d" title="Maximum sample.">_max</a> = s;
101<a name="l00073"></a>00073     <span class="keywordflow">if</span> (overflow) <a class="code" href="classitpp_1_1Stat.html#15e69c10d8957d93dc29b3c145d23499" title="Number of reported overflows.">_n_overflows</a>++;
102<a name="l00074"></a>00074     <span class="keywordflow">if</span> (s == 0.0) <a class="code" href="classitpp_1_1Stat.html#0a4ce59b6041d48ecf1ae866974ce16b" title="Number of zero samples.">_n_zeros</a>++;
103<a name="l00075"></a>00075   }
104<a name="l00076"></a>00076
105<a name="l00078"></a><a class="code" href="classitpp_1_1Stat.html#301c5df70b97ec2c4c2ae40f535acdb2">00078</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Stat.html#301c5df70b97ec2c4c2ae40f535acdb2" title="Number of reported overflows.">n_overflows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#15e69c10d8957d93dc29b3c145d23499" title="Number of reported overflows.">_n_overflows</a>;}
106<a name="l00080"></a><a class="code" href="classitpp_1_1Stat.html#10c43f0205cd061b1d9b2acc0ddc29df">00080</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Stat.html#10c43f0205cd061b1d9b2acc0ddc29df" title="Number of samples.">n_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18" title="Number of samples.">_n_samples</a>;}
107<a name="l00082"></a><a class="code" href="classitpp_1_1Stat.html#7d15eeda67da9ba88747b77ae3bdd63a">00082</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Stat.html#7d15eeda67da9ba88747b77ae3bdd63a" title="Number of zero samples.">n_zeros</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#0a4ce59b6041d48ecf1ae866974ce16b" title="Number of zero samples.">_n_zeros</a>;}
108<a name="l00084"></a><a class="code" href="classitpp_1_1Stat.html#bb3230950e8f30d323f198b3fa064551">00084</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#bb3230950e8f30d323f198b3fa064551" title="Average over all samples.">avg</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#a76336dbc124d5f8bf7c7b8ee4c42b93" title="Sum of all samples.">_sum</a> / <a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18" title="Number of samples.">_n_samples</a>;}
109<a name="l00086"></a><a class="code" href="classitpp_1_1Stat.html#a9983bd5dc19c9dfc2ee6084e63070db">00086</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#a9983bd5dc19c9dfc2ee6084e63070db" title="Maximum sample.">max</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#2828df78aa068db56d2df75a7c44ca3d" title="Maximum sample.">_max</a>;}
110<a name="l00088"></a><a class="code" href="classitpp_1_1Stat.html#9cd72f5bb21cbeb50787603c03f3afd3">00088</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#9cd72f5bb21cbeb50787603c03f3afd3" title="Minimum sample.">min</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#c4dcea6464c6dcabc5256fff31ca9e6b" title="Minimum sample.">_min</a>;}
111<a name="l00090"></a><a class="code" href="classitpp_1_1Stat.html#0312ea0cfe45a39de56178b4f563e65e">00090</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#0312ea0cfe45a39de56178b4f563e65e" title="Standard deviation of all samples.">sigma</a>()<span class="keyword"> const </span>{
112<a name="l00091"></a>00091     <span class="keywordtype">double</span> sigma2 = <a class="code" href="classitpp_1_1Stat.html#422dc04de1247f7b0f997063f56ccc45" title="Squared sum of all samples.">_sqr_sum</a> / <a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18" title="Number of samples.">_n_samples</a> - <a class="code" href="classitpp_1_1Stat.html#bb3230950e8f30d323f198b3fa064551" title="Average over all samples.">avg</a>() * <a class="code" href="classitpp_1_1Stat.html#bb3230950e8f30d323f198b3fa064551" title="Average over all samples.">avg</a>();
113<a name="l00092"></a>00092     <span class="keywordflow">return</span> <a class="code" href="group__miscfunc.html#g20af7c97287e8275db8c2b0f650310ac" title="Square root of the elements.">std::sqrt</a>(sigma2 &lt; 0 ? 0 : sigma2);
114<a name="l00093"></a>00093   }
115<a name="l00095"></a><a class="code" href="classitpp_1_1Stat.html#e46dc4c19f7f588409e59a35105efda5">00095</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#e46dc4c19f7f588409e59a35105efda5" title="Squared sum of all samples.">sqr_sum</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#422dc04de1247f7b0f997063f56ccc45" title="Squared sum of all samples.">_sqr_sum</a>;}
116<a name="l00097"></a><a class="code" href="classitpp_1_1Stat.html#aad42fdd0ff086110c161cd1e4501707">00097</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#aad42fdd0ff086110c161cd1e4501707" title="Sum of all samples.">sum</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classitpp_1_1Stat.html#a76336dbc124d5f8bf7c7b8ee4c42b93" title="Sum of all samples.">_sum</a>;}
117<a name="l00099"></a><a class="code" href="classitpp_1_1Stat.html#a76b0f0638119d0289d58d0b1ba56886">00099</a>   vec <a class="code" href="classitpp_1_1Stat.html#a76b0f0638119d0289d58d0b1ba56886" title="Histogram over all samples (not implemented yet).">histogram</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> vec(0);}
118<a name="l00100"></a>00100
119<a name="l00101"></a>00101 <span class="keyword">protected</span>:
120<a name="l00103"></a><a class="code" href="classitpp_1_1Stat.html#15e69c10d8957d93dc29b3c145d23499">00103</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Stat.html#15e69c10d8957d93dc29b3c145d23499" title="Number of reported overflows.">_n_overflows</a>;
121<a name="l00105"></a><a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18">00105</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Stat.html#9e592280105100df158a7032ae233c18" title="Number of samples.">_n_samples</a>;
122<a name="l00107"></a><a class="code" href="classitpp_1_1Stat.html#0a4ce59b6041d48ecf1ae866974ce16b">00107</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Stat.html#0a4ce59b6041d48ecf1ae866974ce16b" title="Number of zero samples.">_n_zeros</a>;
123<a name="l00109"></a><a class="code" href="classitpp_1_1Stat.html#2828df78aa068db56d2df75a7c44ca3d">00109</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#2828df78aa068db56d2df75a7c44ca3d" title="Maximum sample.">_max</a>;
124<a name="l00111"></a><a class="code" href="classitpp_1_1Stat.html#c4dcea6464c6dcabc5256fff31ca9e6b">00111</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#c4dcea6464c6dcabc5256fff31ca9e6b" title="Minimum sample.">_min</a>;
125<a name="l00113"></a><a class="code" href="classitpp_1_1Stat.html#422dc04de1247f7b0f997063f56ccc45">00113</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#422dc04de1247f7b0f997063f56ccc45" title="Squared sum of all samples.">_sqr_sum</a>;
126<a name="l00115"></a><a class="code" href="classitpp_1_1Stat.html#a76336dbc124d5f8bf7c7b8ee4c42b93">00115</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Stat.html#a76336dbc124d5f8bf7c7b8ee4c42b93" title="Sum of all samples.">_sum</a>;
127<a name="l00116"></a>00116 };
128<a name="l00117"></a>00117
129<a name="l00118"></a>00118
130<a name="l00120"></a>00120 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> vec &amp;v);
131<a name="l00122"></a>00122 std::complex&lt;double&gt; <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> cvec &amp;v);
132<a name="l00124"></a>00124 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> svec &amp;v);
133<a name="l00126"></a>00126 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> ivec &amp;v);
134<a name="l00128"></a>00128 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> mat &amp;m);
135<a name="l00130"></a>00130 std::complex&lt;double&gt; <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> cmat &amp;m);
136<a name="l00132"></a>00132 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> smat &amp;m);
137<a name="l00134"></a>00134 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>(<span class="keyword">const</span> imat &amp;m);
138<a name="l00135"></a>00135
139<a name="l00137"></a>00137 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
140<a name="l00138"></a><a class="code" href="group__statistics.html#gb694fa4cd6dcdb3b4b2dfbb7dbf14eb5">00138</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g520b83173c482245fb13e718f94a6c82" title="The geometric mean of a matrix.">geometric_mean</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v)
141<a name="l00139"></a>00139 {
142<a name="l00140"></a>00140   <span class="keywordflow">return</span> <a class="code" href="group__logexpfunc.html#g7a3da29d4e6a8c814237453086793335" title="Exp of the elements of a complex matrix m.">std::exp</a>(<a class="code" href="group__logexpfunc.html#g320dc9f6d27a6cfe4e149633fd1ea566" title="The natural logarithm of the elements.">std::log</a>(static_cast&lt;double&gt;(<a class="code" href="group__matrix__functions.html#g22fdeace9f20483008cf4dc6d471cbc2" title="Product of elements in the matrix m.">prod</a>(v))) / v.<a class="code" href="classitpp_1_1Vec.html#44478ea086eda22a180102e77e352325" title="The size of the vector.">length</a>());
143<a name="l00141"></a>00141 }
144<a name="l00142"></a>00142
145<a name="l00144"></a>00144 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
146<a name="l00145"></a><a class="code" href="group__statistics.html#g520b83173c482245fb13e718f94a6c82">00145</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g520b83173c482245fb13e718f94a6c82" title="The geometric mean of a matrix.">geometric_mean</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Mat.html">Mat&lt;T&gt;</a> &amp;m)
147<a name="l00146"></a>00146 {
148<a name="l00147"></a>00147   <span class="keywordflow">return</span> <a class="code" href="group__logexpfunc.html#g7a3da29d4e6a8c814237453086793335" title="Exp of the elements of a complex matrix m.">std::exp</a>(<a class="code" href="group__logexpfunc.html#g320dc9f6d27a6cfe4e149633fd1ea566" title="The natural logarithm of the elements.">std::log</a>(static_cast&lt;double&gt;(<a class="code" href="group__matrix__functions.html#g22fdeace9f20483008cf4dc6d471cbc2" title="Product of elements in the matrix m.">prod</a>(<a class="code" href="group__matrix__functions.html#g22fdeace9f20483008cf4dc6d471cbc2" title="Product of elements in the matrix m.">prod</a>(m))))
149<a name="l00148"></a>00148                   / (m.<a class="code" href="classitpp_1_1Mat.html#f3028609c01e08fb07c5bf0bcd4c4e03" title="The number of rows.">rows</a>() * m.<a class="code" href="classitpp_1_1Mat.html#49680ef454d1d75b737e3ce157f1ac7b" title="The number of columns.">cols</a>()));
150<a name="l00149"></a>00149 }
151<a name="l00150"></a>00150
152<a name="l00152"></a>00152 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
153<a name="l00153"></a><a class="code" href="group__statistics.html#gfa60b547d34225cdd35adccf91775d9f">00153</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gfa60b547d34225cdd35adccf91775d9f" title="The median.">median</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v)
154<a name="l00154"></a>00154 {
155<a name="l00155"></a>00155   <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> invect(v);
156<a name="l00156"></a>00156   sort(invect);
157<a name="l00157"></a>00157   <span class="keywordflow">return</span> (<span class="keywordtype">double</span>)(invect[(invect.<a class="code" href="classitpp_1_1Vec.html#44478ea086eda22a180102e77e352325" title="The size of the vector.">length</a>()-1)/2] + invect[invect.<a class="code" href="classitpp_1_1Vec.html#44478ea086eda22a180102e77e352325" title="The size of the vector.">length</a>()/2]) / 2.0;
158<a name="l00158"></a>00158 }
159<a name="l00159"></a>00159
160<a name="l00161"></a>00161 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> cvec &amp;v);
161<a name="l00162"></a>00162
162<a name="l00164"></a>00164 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
163<a name="l00165"></a><a class="code" href="group__statistics.html#g2cd659a539e6a85709a6de1a143e4618">00165</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v)
164<a name="l00166"></a>00166 {
165<a name="l00167"></a>00167   <span class="keywordtype">double</span> E = 0.0;
166<a name="l00168"></a>00168   <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; v.<a class="code" href="classitpp_1_1Vec.html#a906c893cd6184a774e4da8a47217d6a" title="The size of the vector.">size</a>(); i++)
167<a name="l00169"></a>00169     E += <a class="code" href="group__miscfunc.html#gd0a08400c5087615cb59d95c3e05ba38" title="Square of elements.">sqr</a>(static_cast&lt;double&gt;(v[i]));
168<a name="l00170"></a>00170
169<a name="l00171"></a>00171   <span class="keywordflow">return</span> <a class="code" href="group__miscfunc.html#g20af7c97287e8275db8c2b0f650310ac" title="Square root of the elements.">std::sqrt</a>(E);
170<a name="l00172"></a>00172 }
171<a name="l00173"></a>00173
172<a name="l00175"></a>00175 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> cvec &amp;v, <span class="keywordtype">int</span> p);
173<a name="l00176"></a>00176
174<a name="l00178"></a>00178 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
175<a name="l00179"></a><a class="code" href="group__statistics.html#g1ca85f4f5c9bf6260a6b41e10a878e31">00179</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v, <span class="keywordtype">int</span> p)
176<a name="l00180"></a>00180 {
177<a name="l00181"></a>00181   <span class="keywordtype">double</span> E = 0.0;
178<a name="l00182"></a>00182   <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; v.<a class="code" href="classitpp_1_1Vec.html#a906c893cd6184a774e4da8a47217d6a" title="The size of the vector.">size</a>(); i++)
179<a name="l00183"></a>00183     E += <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">std::pow</a>(fabs(static_cast&lt;double&gt;(v[i])), <span class="keyword">static_cast&lt;</span><span class="keywordtype">double</span><span class="keyword">&gt;</span>(p));
180<a name="l00184"></a>00184
181<a name="l00185"></a>00185   <span class="keywordflow">return</span> <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">std::pow</a>(E, 1.0 / p);
182<a name="l00186"></a>00186 }
183<a name="l00187"></a>00187
184<a name="l00189"></a>00189 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> cvec &amp;v, <span class="keyword">const</span> std::string &amp;s);
185<a name="l00190"></a>00190
186<a name="l00192"></a>00192 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
187<a name="l00193"></a><a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8">00193</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v, <span class="keyword">const</span> std::string &amp;s)
188<a name="l00194"></a>00194 {
189<a name="l00195"></a>00195   <a class="code" href="group__errorhandlingfunc.html#gd5c34b291e5018534fd2344486e2b5a1" title="Abort if t is not true.">it_assert</a>(s == <span class="stringliteral">"fro"</span>, <span class="stringliteral">"norm(): Unrecognised norm"</span>);
190<a name="l00196"></a>00196
191<a name="l00197"></a>00197   <span class="keywordtype">double</span> E = 0.0;
192<a name="l00198"></a>00198   <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; v.<a class="code" href="classitpp_1_1Vec.html#a906c893cd6184a774e4da8a47217d6a" title="The size of the vector.">size</a>(); i++)
193<a name="l00199"></a>00199     E += <a class="code" href="group__miscfunc.html#gd0a08400c5087615cb59d95c3e05ba38" title="Square of elements.">sqr</a>(static_cast&lt;double&gt;(v[i]));
194<a name="l00200"></a>00200
195<a name="l00201"></a>00201   <span class="keywordflow">return</span> <a class="code" href="group__miscfunc.html#g20af7c97287e8275db8c2b0f650310ac" title="Square root of the elements.">std::sqrt</a>(E);
196<a name="l00202"></a>00202 }
197<a name="l00203"></a>00203
198<a name="l00212"></a>00212 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> mat &amp;m, <span class="keywordtype">int</span> p = 2);
199<a name="l00213"></a>00213
200<a name="l00222"></a>00222 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> cmat &amp;m, <span class="keywordtype">int</span> p = 2);
201<a name="l00223"></a>00223
202<a name="l00225"></a>00225 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> mat &amp;m, <span class="keyword">const</span> std::string &amp;s);
203<a name="l00226"></a>00226
204<a name="l00228"></a>00228 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(<span class="keyword">const</span> cmat &amp;m, <span class="keyword">const</span> std::string &amp;s);
205<a name="l00229"></a>00229
206<a name="l00230"></a>00230
207<a name="l00232"></a>00232 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g7a4799948ff9779eaeecabde0ce5fcbb" title="The variance of the elements in the vector. Normalized with N-1 to be unbiased.">variance</a>(<span class="keyword">const</span> cvec &amp;v);
208<a name="l00233"></a>00233
209<a name="l00235"></a>00235 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
210<a name="l00236"></a><a class="code" href="group__statistics.html#g7a4799948ff9779eaeecabde0ce5fcbb">00236</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g7a4799948ff9779eaeecabde0ce5fcbb" title="The variance of the elements in the vector. Normalized with N-1 to be unbiased.">variance</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v)
211<a name="l00237"></a>00237 {
212<a name="l00238"></a>00238   <span class="keywordtype">int</span> len = v.<a class="code" href="classitpp_1_1Vec.html#a906c893cd6184a774e4da8a47217d6a" title="The size of the vector.">size</a>();
213<a name="l00239"></a>00239   <span class="keyword">const</span> T *p = v.<a class="code" href="classitpp_1_1Vec.html#b467e00509668d5f812431dfa17cc2b6" title="Get the pointer to the internal structure. Not recommended for use.">_data</a>();
214<a name="l00240"></a>00240   <span class="keywordtype">double</span> <a class="code" href="group__matrix__functions.html#gfcf8f54c2f4fc257bbc3111700b08355" title="Sum of elements in the matrix m, either along columns or rows.">sum</a> = 0.0, sq_sum = 0.0;
215<a name="l00241"></a>00241
216<a name="l00242"></a>00242   <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i &lt; len; i++, p++) {
217<a name="l00243"></a>00243     sum += *p;
218<a name="l00244"></a>00244     sq_sum += *p * *p;
219<a name="l00245"></a>00245   }
220<a name="l00246"></a>00246
221<a name="l00247"></a>00247   <span class="keywordflow">return</span> (<span class="keywordtype">double</span>)(sq_sum - sum*sum / len) / (len - 1);
222<a name="l00248"></a>00248 }
223<a name="l00249"></a>00249
224<a name="l00251"></a>00251 <span class="keyword">template</span>&lt;<span class="keyword">class</span> T&gt;
225<a name="l00252"></a><a class="code" href="group__statistics.html#ga45f7193097f878a35b65b591690d0d0">00252</a> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#ga45f7193097f878a35b65b591690d0d0" title="Calculate the energy: squared 2-norm. energy(v)=sum(abs(v).^2).">energy</a>(<span class="keyword">const</span> <a class="code" href="classitpp_1_1Vec.html">Vec&lt;T&gt;</a> &amp;v)
226<a name="l00253"></a>00253 {
227<a name="l00254"></a>00254   <span class="keywordflow">return</span> <a class="code" href="group__miscfunc.html#gd0a08400c5087615cb59d95c3e05ba38" title="Square of elements.">sqr</a>(<a class="code" href="group__statistics.html#gc2a8340331beb29e8f97baa00b2e31b8" title="Calculate the Frobenius norm for s = &amp;quot;fro&amp;quot; (equal to 2-norm).">norm</a>(v));
228<a name="l00255"></a>00255 }
229<a name="l00256"></a>00256
230<a name="l00257"></a>00257
231<a name="l00259"></a><a class="code" href="group__statistics.html#g38b936ea401045e0667c193fb0e0da8c">00259</a> <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8" title="Return true if the input matrix X is elementwise within the tolerance tol of the...">within_tolerance</a>(<span class="keywordtype">double</span> x, <span class="keywordtype">double</span> xref, <span class="keywordtype">double</span> tol = 1e-14)
232<a name="l00260"></a>00260 {
233<a name="l00261"></a>00261   <span class="keywordflow">return</span> (fabs(x -xref) &lt;= tol) ? <span class="keyword">true</span> : <span class="keyword">false</span>;
234<a name="l00262"></a>00262 }
235<a name="l00263"></a>00263
236<a name="l00265"></a><a class="code" href="group__statistics.html#gd45b87b809750f8e464f2d518c7b9d89">00265</a> <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8" title="Return true if the input matrix X is elementwise within the tolerance tol of the...">within_tolerance</a>(std::complex&lt;double&gt; x, std::complex&lt;double&gt; xref, <span class="keywordtype">double</span> tol = 1e-14)
237<a name="l00266"></a>00266 {
238<a name="l00267"></a>00267   <span class="keywordflow">return</span> (<a class="code" href="group__fixed.html#ge0a38d51b2bf99a0ba07f2f8885e6adc" title="Absolute value.">abs</a>(x -xref) &lt;= tol) ? <span class="keyword">true</span> : <span class="keyword">false</span>;
239<a name="l00268"></a>00268 }
240<a name="l00269"></a>00269
241<a name="l00271"></a><a class="code" href="group__statistics.html#gd87b1fc7b3e0a18bd2d450dc2883a169">00271</a> <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8" title="Return true if the input matrix X is elementwise within the tolerance tol of the...">within_tolerance</a>(<span class="keyword">const</span> vec &amp;x, <span class="keyword">const</span> vec &amp;xref, <span class="keywordtype">double</span> tol = 1e-14)
242<a name="l00272"></a>00272 {
243<a name="l00273"></a>00273   <span class="keywordflow">return</span> (<a class="code" href="group__protocol.html#g3e4e78a5230c444344a135c661163ef2" title="ADD DOCUMENTATION HERE.">max</a>(<a class="code" href="group__fixed.html#ge0a38d51b2bf99a0ba07f2f8885e6adc" title="Absolute value.">abs</a>(x -xref)) &lt;= tol) ? <span class="keyword">true</span> : <span class="keyword">false</span>;
244<a name="l00274"></a>00274 }
245<a name="l00275"></a>00275
246<a name="l00277"></a><a class="code" href="group__statistics.html#g5acad6199520ccfc17fc956791e116f9">00277</a> <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8" title="Return true if the input matrix X is elementwise within the tolerance tol of the...">within_tolerance</a>(<span class="keyword">const</span> cvec &amp;x, <span class="keyword">const</span> cvec &amp;xref, <span class="keywordtype">double</span> tol = 1e-14)
247<a name="l00278"></a>00278 {
248<a name="l00279"></a>00279   <span class="keywordflow">return</span> (<a class="code" href="group__protocol.html#g3e4e78a5230c444344a135c661163ef2" title="ADD DOCUMENTATION HERE.">max</a>(<a class="code" href="group__fixed.html#ge0a38d51b2bf99a0ba07f2f8885e6adc" title="Absolute value.">abs</a>(x -xref)) &lt;= tol) ? <span class="keyword">true</span> : <span class="keyword">false</span>;
249<a name="l00280"></a>00280 }
250<a name="l00281"></a>00281
251<a name="l00283"></a><a class="code" href="group__statistics.html#gb35370c1a742e895ec4584e6fd6100ab">00283</a> <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8" title="Return true if the input matrix X is elementwise within the tolerance tol of the...">within_tolerance</a>(<span class="keyword">const</span> mat &amp;X, <span class="keyword">const</span> mat &amp;Xref, <span class="keywordtype">double</span> tol = 1e-14)
252<a name="l00284"></a>00284 {
253<a name="l00285"></a>00285   <span class="keywordflow">return</span> (<a class="code" href="group__protocol.html#g3e4e78a5230c444344a135c661163ef2" title="ADD DOCUMENTATION HERE.">max</a>(<a class="code" href="group__protocol.html#g3e4e78a5230c444344a135c661163ef2" title="ADD DOCUMENTATION HERE.">max</a>(<a class="code" href="group__fixed.html#ge0a38d51b2bf99a0ba07f2f8885e6adc" title="Absolute value.">abs</a>(X -Xref))) &lt;= tol) ? <span class="keyword">true</span> : <span class="keyword">false</span>;
254<a name="l00286"></a>00286 }
255<a name="l00287"></a>00287
256<a name="l00289"></a><a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8">00289</a> <span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code" href="group__statistics.html#g5a534abd4196839b8669b5679d5ab7c8" title="Return true if the input matrix X is elementwise within the tolerance tol of the...">within_tolerance</a>(<span class="keyword">const</span> cmat &amp;X, <span class="keyword">const</span> cmat &amp;Xref, <span class="keywordtype">double</span> tol = 1e-14)
257<a name="l00290"></a>00290 {
258<a name="l00291"></a>00291   <span class="keywordflow">return</span> (<a class="code" href="group__protocol.html#g3e4e78a5230c444344a135c661163ef2" title="ADD DOCUMENTATION HERE.">max</a>(<a class="code" href="group__protocol.html#g3e4e78a5230c444344a135c661163ef2" title="ADD DOCUMENTATION HERE.">max</a>(<a class="code" href="group__fixed.html#ge0a38d51b2bf99a0ba07f2f8885e6adc" title="Absolute value.">abs</a>(X -Xref))) &lt;= tol) ? <span class="keyword">true</span> : <span class="keyword">false</span>;
259<a name="l00292"></a>00292 }
260<a name="l00293"></a>00293
261<a name="l00305"></a>00305 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#gde571eebaa7dbd8289b6d7184fe625ca" title="Calculate the central moment of vector x.">moment</a>(<span class="keyword">const</span> vec &amp;x, <span class="keyword">const</span> <span class="keywordtype">int</span> r);
262<a name="l00306"></a>00306
263<a name="l00335"></a>00335 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g43f3c117ed93400ceed5bdacf37f49ea" title="Calculate the skewness excess of the input vector x.">skewness</a>(<span class="keyword">const</span> vec &amp;x);
264<a name="l00336"></a>00336
265<a name="l00337"></a>00337
266<a name="l00363"></a>00363 <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g00f842b0e850195093781692a6aaaac3" title="Calculate the kurtosis excess of the input vector x.">kurtosisexcess</a>(<span class="keyword">const</span> vec &amp;x);
267<a name="l00364"></a>00364
268<a name="l00378"></a><a class="code" href="group__statistics.html#g49dd4e3746500b1587bfd96fb54439f0">00378</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="group__statistics.html#g49dd4e3746500b1587bfd96fb54439f0" title="Calculate the kurtosis of the input vector x.">kurtosis</a>(<span class="keyword">const</span> vec &amp;x) {<span class="keywordflow">return</span> <a class="code" href="group__statistics.html#g00f842b0e850195093781692a6aaaac3" title="Calculate the kurtosis excess of the input vector x.">kurtosisexcess</a>(x) + 3;}
269<a name="l00379"></a>00379
270<a name="l00381"></a>00381
271<a name="l00382"></a>00382 } <span class="comment">// namespace itpp</span>
272<a name="l00383"></a>00383
273<a name="l00384"></a>00384 <span class="preprocessor">#endif // #ifndef MISC_STAT_H</span>
274</pre></div></div>
275<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:12 2009 for mixpp by&nbsp;
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277<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
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