npstat::WeightedSampleAccumulator< Numeric, Precise > Class Template Reference

#include <WeightedSampleAccumulator.hh>

Public Types
typedef Numeric	value_type
typedef Precise	precise_type

Public Member Functions
double	maxWeight () const
unsigned long	ncalls () const
unsigned long	nfills () const
double	count () const
Numeric	min () const
Numeric	max () const
Precise	mean () const
Precise	stdev () const
Precise	meanUncertainty () const
Numeric	median () const
double	cdf (Numeric value) const
double	weightBelow (Numeric value) const
Numeric	quantile (double x) const
Numeric	location () const
Numeric	rangeDown () const
Numeric	rangeUp () const
Numeric	sigmaRange () const
Precise	noThrowMean (const Precise &valueIfNoData) const
Precise	noThrowStdev (const Precise &valueIfNoData) const
Precise	noThrowMeanUncertainty (const Precise &valueIfNoData) const
double	averageWeight () const
double	sumOfWeights () const
double	sumOfSquaredWeights () const
const std::pair< Numeric, double > *	data () const
bool	operator== (const WeightedSampleAccumulator &r) const
bool	operator!= (const WeightedSampleAccumulator &r) const
void	accumulate (const Numeric &value, double weight)
void	accumulate (const WeightedSampleAccumulator &acc)
template<typename Pair >
void	accumulate (const Pair *values, unsigned long n)
template<typename Pair >
void	accumulate (const Pair &pair)
template<typename Pair >
WeightedSampleAccumulator &	operator+= (const Pair &pair)
WeightedSampleAccumulator &	operator+= (const WeightedSampleAccumulator &r)
template<typename Num2 >
WeightedSampleAccumulator &	operator*= (const Num2 &r)
template<typename Num2 >
WeightedSampleAccumulator &	operator/= (const Num2 &r)
WeightedSampleAccumulator	operator+ (const WeightedSampleAccumulator &r) const
template<typename Num2 >
WeightedSampleAccumulator	operator* (const Num2 &r) const
template<typename Num2 >
WeightedSampleAccumulator	operator/ (const Num2 &r) const
WeightedSampleAccumulator &	scaleWeights (double r)
void	reset ()
void	reserve (const unsigned long n)
gs::ClassId	classId () const
bool	write (std::ostream &of) const

Static Public Member Functions
static const char *	classname ()
static unsigned	version ()
static void	restore (const gs::ClassId &id, std::istream &in, WeightedSampleAccumulator *acc)

Detailed Description

template<typename Numeric, typename Precise = typename PreciseType<Numeric>::type>
class npstat::WeightedSampleAccumulator< Numeric, Precise >

Accumulator of weighted points for the purpose of calculating statistical summaries in a numerically stable manner

Member Function Documentation

accumulate() [1/3]

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

void npstat::WeightedSampleAccumulator< Numeric, Precise >::accumulate	(	const Numeric &	value,
		double	weight
	)

Accumulate the sample. Weights must be non-negative. Run-time error will be generated for negative weights.

accumulate() [2/3]

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

template<typename Pair >

void npstat::WeightedSampleAccumulator< Numeric, Precise >::accumulate	(	const Pair *	values,
		unsigned long	n
	)

In this method, it is assumed that the first element of the pair is the value of type Numeric and the second is the weight which can be automatically converted to double

accumulate() [3/3]

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

void npstat::WeightedSampleAccumulator< Numeric, Precise >::accumulate

(

const WeightedSampleAccumulator< Numeric, Precise > &

acc

)

Accumulate the sample from another accumulator

averageWeight()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::averageWeight

(

)

const

Average weight (fills with 0 weight are ignored)

cdf()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::cdf

(

Numeric

value

)

const

Empirical cumulative distribuition function

classId()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

gs::ClassId npstat::WeightedSampleAccumulator< Numeric, Precise >::classId ( ) const

inline

Method related to "geners" I/O

count()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::count

(

)

const

This method returns the effective number of counts which is (squared sum of weights)/(sum of squared weights)

data()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

const std::pair<Numeric,double>* npstat::WeightedSampleAccumulator< Numeric, Precise >::data ( ) const

inline

Note that the result returned by this method can be invalidated by a call to any non-const method. The data will include only the points with non-zero weights.

location()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Numeric npstat::WeightedSampleAccumulator< Numeric, Precise >::location ( ) const

inline

Standard plotting accessor

max()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Numeric npstat::WeightedSampleAccumulator< Numeric, Precise >::max

(

)

const

Maximum value in the accumulated sample

maxWeight()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::maxWeight ( ) const

inline

Maximum weight among those accumulate so far

mean()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Precise npstat::WeightedSampleAccumulator< Numeric, Precise >::mean

(

)

const

Accumulated sample average

meanUncertainty()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Precise npstat::WeightedSampleAccumulator< Numeric, Precise >::meanUncertainty

(

)

const

Uncertainty of the population mean

median()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Numeric npstat::WeightedSampleAccumulator< Numeric, Precise >::median

(

)

const

Accumulated sample median

min()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Numeric npstat::WeightedSampleAccumulator< Numeric, Precise >::min

(

)

const

Minimum value in the accumulated sample

ncalls()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

unsigned long npstat::WeightedSampleAccumulator< Numeric, Precise >::ncalls ( ) const

inline

This method returns the total number of times the "accumulate" method was called on individual points since the last reset (or since the object was created)

nfills()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

unsigned long npstat::WeightedSampleAccumulator< Numeric, Precise >::nfills ( ) const

inline

This method returns the number of times the "accumulate" method was called with a positive weight

noThrowMean()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Precise npstat::WeightedSampleAccumulator< Numeric, Precise >::noThrowMean

(

const Precise &

valueIfNoData

)

const

Accumulated sample average. Will not throw an exception if no data is accumulated. Instead, the provided function argument will be returned.

noThrowMeanUncertainty()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Precise npstat::WeightedSampleAccumulator< Numeric, Precise >::noThrowMeanUncertainty

(

const Precise &

valueIfNoData

)

const

Uncertainty of the mean. Will not throw an exception if no data is accumulated. Instead, the provided function argument will be returned.

noThrowStdev()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Precise npstat::WeightedSampleAccumulator< Numeric, Precise >::noThrowStdev

(

const Precise &

valueIfNoData

)

const

Standard deviation estimate. Will not throw an exception if no data is accumulated. Instead, the provided function argument will be returned.

operator!=()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

bool npstat::WeightedSampleAccumulator< Numeric, Precise >::operator!=

(

const WeightedSampleAccumulator< Numeric, Precise > &

r

)

const

Logical negation of operator==

operator*=()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

template<typename Num2 >

WeightedSampleAccumulator& npstat::WeightedSampleAccumulator< Numeric, Precise >::operator*=

(

const Num2 &

r

)

The effect of "operator*=" is the same as if all values were multiplied by "r" for each "accumulate" call

operator+=()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

WeightedSampleAccumulator& npstat::WeightedSampleAccumulator< Numeric, Precise >::operator+= ( const WeightedSampleAccumulator< Numeric, Precise > &  r )

inline

Add the sample from another accumulator

operator/=()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

template<typename Num2 >

WeightedSampleAccumulator& npstat::WeightedSampleAccumulator< Numeric, Precise >::operator/=

(

const Num2 &

r

)

The effect of "operator/=" is the same as if all values were divided by "r" for each "accumulate" call

operator==()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

bool npstat::WeightedSampleAccumulator< Numeric, Precise >::operator==

(

const WeightedSampleAccumulator< Numeric, Precise > &

r

)

const

Comparison for equality

quantile()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Numeric npstat::WeightedSampleAccumulator< Numeric, Precise >::quantile

(

double

x

)

const

Empirical quantile function

reserve()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

void npstat::WeightedSampleAccumulator< Numeric, Precise >::reserve ( const unsigned long  n )

inline

Reserve memory for points to be accumulated in the future

reset()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

void npstat::WeightedSampleAccumulator< Numeric, Precise >::reset

(

)

Clear all accumulated data

scaleWeights()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

WeightedSampleAccumulator& npstat::WeightedSampleAccumulator< Numeric, Precise >::scaleWeights

(

double

r

)

Scale the weights. The effect is the same as if all weights were multiplied by "r" for each "accumulate" call. Note that r can not be negative for this method.

sigmaRange()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Numeric npstat::WeightedSampleAccumulator< Numeric, Precise >::sigmaRange ( ) const

inline

Robust scale corresponding to the standard deviation for points distributed according to the Gaussian distribution

stdev()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

Precise npstat::WeightedSampleAccumulator< Numeric, Precise >::stdev

(

)

const

Estimate of the population standard deviation

sumOfSquaredWeights()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::sumOfSquaredWeights

(

)

const

Sum of squared weights accumulated so far

sumOfWeights()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::sumOfWeights

(

)

const

Sum of weights accumulated so far

weightBelow()

template<typename Numeric , typename Precise = typename PreciseType<Numeric>::type>

double npstat::WeightedSampleAccumulator< Numeric, Precise >::weightBelow

(

Numeric

value

)

const

Sum of weights below the given coordinate

---

The documentation for this class was generated from the following file:

• stat/WeightedSampleAccumulator.hh