tlx

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 / (count1)) More...  
Type  min_ 
minimum value More...  
Type  max_ 
maximum value More...  
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.
using Type = Type_ 
Definition at line 34 of file aggregate.hpp.

default 
default constructor

inlinenoexcept 
initializing constructor
Definition at line 40 of file aggregate.hpp.
add a value to the running aggregation
Definition at line 46 of file aggregate.hpp.

inlinenoexcept 
return the average over all values aggregated
Definition at line 70 of file aggregate.hpp.

inlinenoexcept 
return the average over all values aggregated
Definition at line 73 of file aggregate.hpp.

inlineprivatenoexcept 
combine means, check if either count is zero. fix problems with NaN
Definition at line 149 of file aggregate.hpp.

inlineprivatenoexcept 
T.
Chan et al 1979, "Updating Formulae and a Pairwise Algorithm for Computing Sample Variances"
Definition at line 159 of file aggregate.hpp.

inlinenoexcept 
return number of values aggregated
Definition at line 60 of file aggregate.hpp.

inlinenoexcept 
return maximum over all values aggregated
Definition at line 82 of file aggregate.hpp.

inlinenoexcept 
return the average over all values aggregated
Definition at line 76 of file aggregate.hpp.

inlinenoexcept 
return minimum over all values aggregated
Definition at line 79 of file aggregate.hpp.
operator + to combine two Aggregate<>
Definition at line 119 of file aggregate.hpp.
operator += to combine two Aggregate<>
Definition at line 132 of file aggregate.hpp.

inline 
serialization method for cereal.
Definition at line 143 of file aggregate.hpp.

inlinenoexcept 
return maximum  minimum over all values aggregated
Definition at line 85 of file aggregate.hpp.

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.

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.

inline 
return sum over all values aggregated
Definition at line 64 of file aggregate.hpp.

inline 
return sum over all values aggregated
Definition at line 67 of file aggregate.hpp.

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.

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.

private 
number of values aggregated
Definition at line 166 of file aggregate.hpp.

private 
maximum value
Definition at line 178 of file aggregate.hpp.

private 
mean of values
Definition at line 169 of file aggregate.hpp.

private 
minimum value
Definition at line 175 of file aggregate.hpp.

private 
approximate count * variance; stddev = sqrt(nvar / (count1))
Definition at line 172 of file aggregate.hpp.