Calculate running aggregate statistics: feed it with values, and it will keep the minimum, the maximum, the average, the value number, and the standard deviation is values. More...

#include <aggregate.hpp>

Public Types
using	Type = Type_

Public Member Functions
	Aggregate ()=default
	default constructor More...

	Aggregate (size_t count, const double &mean, const double &nvar, const Type &min, const Type &max) noexcept
	initializing constructor More...

Aggregate &	add (const Type &value) noexcept
	add a value to the running aggregation More...

size_t	count () const noexcept
	return number of values aggregated More...

const Type	sum () const
	return sum over all values aggregated More...

const Type	total () const
	return sum over all values aggregated More...

double	average () const noexcept
	return the average over all values aggregated More...

double	avg () const noexcept
	return the average over all values aggregated More...

double	mean () const noexcept
	return the average over all values aggregated More...

const Type &	min () const noexcept
	return minimum over all values aggregated More...

const Type &	max () const noexcept
	return maximum over all values aggregated More...

Type	span () const noexcept
	return maximum - minimum over all values aggregated More...

double	variance (size_t ddof=1) const
	return the variance of all values aggregated. More...

double	var (size_t ddof=1) const
	return the variance of all values aggregated. More...

double	standard_deviation (size_t ddof=1) const
	return the standard deviation of all values aggregated. More...

double	stdev (size_t ddof=1) const
	return the standard deviation of all values aggregated. More...

Aggregate	operator+ (const Aggregate &a) const noexcept
	operator + to combine two Aggregate<> More...

Aggregate &	operator+= (const Aggregate &a) noexcept
	operator += to combine two Aggregate<> More...

template<typename Archive >
void	serialize (Archive &archive)
	serialization method for cereal. More...

Private Member Functions
double	combine_means (const Aggregate &a) const noexcept
	combine means, check if either count is zero. fix problems with NaN More...

double	combine_variance (const Aggregate &other) const noexcept
	T. More...

Private Attributes
size_t	count_
	number of values aggregated More...

double	mean_
	mean of values More...

double	nvar_
	approximate count * variance; stddev = sqrt(nvar / (count-1)) More...

Type	min_
	minimum value More...

Type	max_
	maximum value More...

Detailed Description

template<typename Type_>
class tlx::Aggregate< Type_ >

Calculate running aggregate statistics: feed it with values, and it will keep the minimum, the maximum, the average, the value number, and the standard deviation is values.

Definition at line 31 of file aggregate.hpp.

Member Typedef Documentation

using Type = Type_

Definition at line 34 of file aggregate.hpp.

Constructor & Destructor Documentation

Aggregate ( )

default

default constructor

Aggregate	(	size_t	count,
		const double &	mean,
		const double &	nvar,
		const Type &	min,
		const Type &	max
	)

inlinenoexcept

initializing constructor

Definition at line 40 of file aggregate.hpp.

Member Function Documentation

Aggregate& add ( const Type & value )

inlinenoexcept

add a value to the running aggregation

Definition at line 46 of file aggregate.hpp.

double average ( ) const

inlinenoexcept

return the average over all values aggregated

Definition at line 70 of file aggregate.hpp.

double avg ( ) const

inlinenoexcept

return the average over all values aggregated

Definition at line 73 of file aggregate.hpp.

double combine_means ( const Aggregate< Type_ > & a ) const

inlineprivatenoexcept

combine means, check if either count is zero. fix problems with NaN

Definition at line 149 of file aggregate.hpp.

double combine_variance ( const Aggregate< Type_ > & other ) const

inlineprivatenoexcept

T.

Chan et al 1979, "Updating Formulae and a Pairwise Algorithm for Computing Sample Variances"

Definition at line 159 of file aggregate.hpp.

size_t count ( ) const

inlinenoexcept

return number of values aggregated

Definition at line 60 of file aggregate.hpp.

const Type& max ( ) const

inlinenoexcept

return maximum over all values aggregated

Definition at line 82 of file aggregate.hpp.

double mean ( ) const

inlinenoexcept

return the average over all values aggregated

Definition at line 76 of file aggregate.hpp.

const Type& min ( ) const

inlinenoexcept

return minimum over all values aggregated

Definition at line 79 of file aggregate.hpp.

Aggregate operator+ ( const Aggregate< Type_ > & a ) const

inlinenoexcept

operator + to combine two Aggregate<>

Definition at line 119 of file aggregate.hpp.

Aggregate& operator+= ( const Aggregate< Type_ > & a )

inlinenoexcept

operator += to combine two Aggregate<>

Definition at line 132 of file aggregate.hpp.

void serialize ( Archive & archive )

inline

serialization method for cereal.

Definition at line 143 of file aggregate.hpp.

Type span ( ) const

inlinenoexcept

return maximum - minimum over all values aggregated

Definition at line 85 of file aggregate.hpp.

double standard_deviation ( size_t ddof = 1 ) const

inline

return the standard deviation of all values aggregated.

ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 108 of file aggregate.hpp.

double stdev ( size_t ddof = 1 ) const

inline

return the standard deviation of all values aggregated.

ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 116 of file aggregate.hpp.

const Type sum ( ) const

inline

return sum over all values aggregated

Definition at line 64 of file aggregate.hpp.

const Type total ( ) const

inline

return sum over all values aggregated

Definition at line 67 of file aggregate.hpp.

double var ( size_t ddof = 1 ) const

inline

return the variance of all values aggregated.

ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 100 of file aggregate.hpp.

double variance ( size_t ddof = 1 ) const

inline

return the variance of all values aggregated.

ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 91 of file aggregate.hpp.

Member Data Documentation

size_t count_

private

number of values aggregated

Definition at line 166 of file aggregate.hpp.

Type max_

private

maximum value

Definition at line 178 of file aggregate.hpp.

double mean_

private

mean of values

Definition at line 169 of file aggregate.hpp.

Type min_

private

minimum value

Definition at line 175 of file aggregate.hpp.

double nvar_

private

approximate count * variance; stddev = sqrt(nvar / (count-1))

Definition at line 172 of file aggregate.hpp.

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

tlx/math/aggregate.hpp

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

template<typename Type_> class tlx::Aggregate< Type_ >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename Type_>
class tlx::Aggregate< Type_ >