UtilBlockedRunningAverage Class Reference
[Util]

Maintain a blocked running average. More...

#include <UtilBlockedRunningAverage.h>

Inheritance diagram for UtilBlockedRunningAverage:

List of all members.

Public Member Functions
	UtilBlockedRunningAverage (int size=10)
virtual	~UtilBlockedRunningAverage ()
void	SetSampleSize (int size)
int	Add (double val)
int	Add (double mean, double sigma, int nsamples)
double	LastSample () const
virtual void	Clear (bool clear_population=true)
Private Attributes
std::deque< double >	fMeans
std::deque< double >	fSigmas
std::deque< size_t >	fNsamples

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Detailed Description

Maintain a blocked running average.

This class is like UtilRunningAverage but instead of only allowing single samples to be accumulated, it allows blocks of samples that already have statistics calculated on them to be accumulated such that correct statistics can be formed on the union of all blocks.

In this class, the "population" statistics will be identical to that of UtilRunningAverage.

The "sample" statistics will in general differ because a different rule governs the sample size. Namely this class will keep all blocked samples such that removing the oldest does not bring the sample size below the target.

All blocked samples are retained so that the statistics can be calculated in O(1) time.

Note:

Although the labels "sample" and "population" are used, both are treated as samples for the purpose of statistic calculations.

This class uses UtilRunningAverage to perform some of the lifting.

Author:

(last to touch it)

Author

bv

Version:

Revision

1.2

Date:

Date

2005/04/15 14:19:15

Contact: bv@bnl.gov

Created on: Fri Apr 15 10:13:08 2005

Id

UtilBlockedRunningAverage.h,v 1.2 2005/04/15 14:19:15 bv Exp

Definition at line 49 of file UtilBlockedRunningAverage.h.

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Constructor & Destructor Documentation

UtilBlockedRunningAverage::UtilBlockedRunningAverage (  int  size = 10  )

Definition at line 3 of file UtilBlockedRunningAverage.cxx. : UtilRunningAverage(size) { }

virtual UtilBlockedRunningAverage::~UtilBlockedRunningAverage (   )  [inline, virtual]

Definition at line 52 of file UtilBlockedRunningAverage.h. {}

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Member Function Documentation

int UtilBlockedRunningAverage::Add (  double  mean, double  sigma, int  nsamples )

Add a new block of samples. Return the size of the sample set after this addition. Note, this size be be smaller than before the addition if a larger block is pushed out of the set. However, once the sample size is larger than the target, it will never be allowed to go smaller than the target. Definition at line 40 of file UtilBlockedRunningAverage.cxx. References fMeans, fNsamples, fSigmas, and SetSampleSize(). { fNsamples.push_front(nsamples); fMeans.push_front(mean); fSigmas.push_front(sigma); double x = nsamples*mean; double xx = sigma*sigma*(nsamples-1) + nsamples*mean*mean; fSx += x; fSxx += xx; fPx += x; fPxx += xx; fPn += nsamples; fSn += nsamples; this->SetSampleSize(fSampleTargetSize); // remove any blocks if total sample is full return fSn; }

int UtilBlockedRunningAverage::Add (  double  val  )  [virtual]

Add a new single (not blocked!) value to the sample and population. Returns the size of the sample set after this addition. Reimplemented from UtilRunningAverage. Definition at line 36 of file UtilBlockedRunningAverage.cxx. { return this->Add(val,0,1); }

void UtilBlockedRunningAverage::Clear (  bool  clear_population = true  )  [virtual]

Clear all samples. If clear_population is false, only the sample set is cleared. Reimplemented from UtilRunningAverage. Definition at line 67 of file UtilBlockedRunningAverage.cxx. References UtilRunningAverage::Clear(), fMeans, fNsamples, and fSigmas. { this->UtilRunningAverage::Clear(clear_population); fMeans.clear(); fSigmas.clear(); fNsamples.clear(); }

double UtilBlockedRunningAverage::LastSample (   )  const [virtual]

Return the last sample, ie, the last mean added. Returns 0.0 if samples are empty. Reimplemented from UtilRunningAverage. Definition at line 61 of file UtilBlockedRunningAverage.cxx. References fMeans. { if (!fMeans.size()) return 0; return fMeans.back(); }

void UtilBlockedRunningAverage::SetSampleSize (  int  size  )  [virtual]

Set the target sample size. The actual sample size may be temporarily smaller than this. Once full, the actual sample size will never go below this but in general will fluctuate higher as more blocks of samples are added or removed. Reimplemented from UtilRunningAverage. Definition at line 7 of file UtilBlockedRunningAverage.cxx. References fMeans, fNsamples, and fSigmas. Referenced by Add(). { fSampleTargetSize = size; // target size size_t current_size = fNsamples.size(); if (!current_size) return; size_t nlost = fNsamples.back(); while (fSn - nlost >= fSampleTargetSize) { double lost_mean = fMeans.back(); double lost_sigma = fSigmas.back(); double x = nlost*lost_mean; double xx = lost_sigma*lost_sigma*(nlost-1) + nlost*lost_mean*lost_mean; fSn -= nlost; fSx -= x; fSxx -= xx; fNsamples.pop_back(); fMeans.pop_back(); fSigmas.pop_back(); if (!fNsamples.size()) break; nlost = fNsamples.back(); } }

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Member Data Documentation

std::deque<double> UtilBlockedRunningAverage::fMeans [private]

Definition at line 82 of file UtilBlockedRunningAverage.h. Referenced by Add(), Clear(), LastSample(), and SetSampleSize().

std::deque<size_t> UtilBlockedRunningAverage::fNsamples [private]

Definition at line 83 of file UtilBlockedRunningAverage.h. Referenced by Add(), Clear(), and SetSampleSize().

std::deque<double> UtilBlockedRunningAverage::fSigmas [private]

Definition at line 82 of file UtilBlockedRunningAverage.h. Referenced by Add(), Clear(), and SetSampleSize().

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

• UtilBlockedRunningAverage.h
• UtilBlockedRunningAverage.cxx

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