Moments Class Reference

#include <genesis/utils/math/moments.hpp>

Detailed Description

Compute running mean and variance for an input.

The class allows to keep a running mean and variance for some input, without having to know the number of elements beforehand, and in a single pass.

This class is modelled after Knuth's algorithm in TAOCP vol 2, 3rd edition, page 232. See also https://www.johndcook.com/blog/standard_deviation/ and https://stackoverflow.com/q/2341340

Definition at line 54 of file moments.hpp.

Public Member Functions
template<class It >
	Moments (It first, It last, size_t ddof=0)
	Compute Momemnts by iteration over a range of double. More...
	Moments (Moments &&)=default
	Moments (Moments const &)=default
	Moments (size_t ddof=0)
	Construct empty Moments. More...
	Moments (std::initializer_list< double > list, size_t ddof=0)
	Compute Moments, over an initializer list of values. More...
	~Moments ()=default
size_t	count () const
double	mean () const
Moments &	operator= (Moments &&)=default
Moments &	operator= (Moments const &)=default
void	push (double val)
double	standard_deviation () const
double	stddev () const
double	variance () const

Constructor & Destructor Documentation

Moments() [1/5]

Moments ( size_t  ddof = 0 )

inlineexplicit

Construct empty Moments.

Takes the ddof "Delta Degrees of Freedom": the divisor used in the calculation of the variance is N - ddof, where N represents the number of elements. By default ddof is zero, meaning that we are computing the population variance (and standard deviation), instead of the sample variance. See for instance https://numpy.org/doc/stable/reference/generated/numpy.var.html for details.

Definition at line 71 of file moments.hpp.

Moments() [2/5]

Moments ( It  first, It  last, size_t  ddof = 0  )

inline

Compute Momemnts by iteration over a range of double.

The given iterator pair first to last needs to dereference to values that are convertible to double.

Definition at line 82 of file moments.hpp.

Moments() [3/5]

Moments ( std::initializer_list< double >  list, size_t  ddof = 0  )

inline

Compute Moments, over an initializer list of values.

Definition at line 94 of file moments.hpp.

~Moments()

~Moments ( )

default

Moments() [4/5]

Moments ( Moments const &  )

default

Moments() [5/5]

Moments ( Moments &&  )

default

Member Function Documentation

count()

size_t count ( ) const

inline

Definition at line 128 of file moments.hpp.

mean()

double mean ( ) const

inline

Definition at line 133 of file moments.hpp.

operator=() [1/2]

Moments& operator= ( Moments &&  )

default

operator=() [2/2]

Moments& operator= ( Moments const &  )

default

push()

void push ( double  val )

inline

Definition at line 114 of file moments.hpp.

standard_deviation()

double standard_deviation ( ) const

inline

Definition at line 148 of file moments.hpp.

stddev()

double stddev ( ) const

inline

Definition at line 143 of file moments.hpp.

variance()

double variance ( ) const

inline

Definition at line 138 of file moments.hpp.

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

• moments.hpp