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UtilRunningAverageVector Class Reference
[Util]

A vector version of UtilRunningAverage. More...

#include <UtilRunningAverageVector.h>

Inheritance diagram for UtilRunningAverageVector:

UtilBlockedRunningAverageVector List of all members.

Public Member Functions

 UtilRunningAverageVector (int vector_size, int target_sample_size=10)
 Create a UtilRunningAverage with optional sample size.
virtual ~UtilRunningAverageVector ()
virtual void SetSampleSize (int size)
 Set the number of samples to retain.
virtual int GetSampleSize () const
 Get the current sample size.
int GetPopulationSize () const
 Get the current population size.
bool IsSampleFull () const
 Return true if the sample set is up to the configured size.
virtual int Add (const std::vector< double > &val)
std::vector< double > SampleMean () const
std::vector< double > PopulationMean () const
 As above but for the population.
std::vector< double > SampleSigma () const
std::vector< double > PopulationSigma () const
 As above but for the population.
virtual std::vector< double > LastSample () const
 Return the last sample. Returns empty vector if there are no samples.
virtual void Clear (bool clear_population=true)
std::vector< double > SampleDeviation (const std::vector< double > &value) const
std::vector< double > PopulationDeviation (const std::vector< double > &value) const
 Same as above but for the population.

Protected Attributes

std::deque< std::vector< double > > fSamples
std::vector< double > fSx
std::vector< double > fSxx
std::vector< double > fPx
std::vector< double > fPxx
size_t fSampleTargetSize
size_t fSn
size_t fPn

Detailed Description

A vector version of UtilRunningAverage.

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 10:16:28 2005

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

Definition at line 29 of file UtilRunningAverageVector.h.

Constructor & Destructor Documentation

UtilRunningAverageVector::UtilRunningAverageVector (  int  vector_size,
int  target_sample_size = 10
) 
 

Create a UtilRunningAverage with optional sample size.

Definition at line 8 of file UtilRunningAverageVector.cxx.

References SetSampleSize().

00010     :fSx(vector_size,0),fSxx(vector_size,0)
00011     , fPx(vector_size,0),fPxx(vector_size,0)
00012     , fSampleTargetSize(0), fSn(0), fPn(0)
00013 {
00014     this->SetSampleSize(target_sample_size);
00015 }

UtilRunningAverageVector::~UtilRunningAverageVector (   )  [virtual]
 

Definition at line 16 of file UtilRunningAverageVector.cxx.

00017 {
00018 }

Member Function Documentation

int UtilRunningAverageVector::Add (  const std::vector< double > &  val  )  [virtual]
 

Add a new value to the sample and population. Returns the size of the sample set after this addition.

Reimplemented in UtilBlockedRunningAverageVector.

Definition at line 46 of file UtilRunningAverageVector.cxx.

References fPx, fPxx, fSamples, fSn, fSx, and fSxx.

00047 {
00048     // Remove effect of oldest sample if sample set is full
00049     if (fSn == fSampleTargetSize) {
00050         vector<double>& old = fSamples.back();
00051         for (size_t ind=0; ind<old.size(); ++ind) {
00052             fSx[ind] -= old[ind];
00053             fSxx[ind] -= old[ind]*old[ind];
00054         }
00055         --fSn;
00056         fSamples.pop_back();
00057     }
00058 
00059     // Add new sample
00060     fSamples.push_front(val);
00061     ++fSn;
00062     ++fPn;
00063     for (size_t ind=0; ind<val.size(); ++ind) {
00064         fSx[ind] += val[ind];
00065         fSxx[ind] += val[ind]*val[ind];
00066 
00067         fPx[ind] += val[ind];
00068         fPxx[ind] += val[ind]*val[ind];
00069     }
00070     return fSn;
00071 }

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

Clear all samples. If clear_population is false, only the sample set is cleared.

Reimplemented in UtilBlockedRunningAverageVector.

Definition at line 126 of file UtilRunningAverageVector.cxx.

References fPn, fPx, fPxx, fSamples, fSn, fSx, and fSxx.

Referenced by UtilBlockedRunningAverageVector::Clear().

00127 {
00128     fSamples.clear();
00129     fSn = 0;
00130 
00131     size_t siz = fSx.size();
00132     for (size_t ind = 0; ind<siz; ++ind) {
00133         fSx[ind] = 0;
00134         fSxx[ind] = 0;
00135     }
00136 
00137     if (clear_population) {
00138         for (size_t ind = 0; ind<siz; ++ind) {
00139             fPx[ind] = 0;
00140             fPxx[ind] = 0;
00141         }
00142         fPn = 0;
00143     }
00144 }

int UtilRunningAverageVector::GetPopulationSize (   )  const
 

Get the current population size.

Definition at line 36 of file UtilRunningAverageVector.cxx.

Referenced by BeamMonSwicPedsDbuModule::Dump(), and BDSwicPedAccessor::GetPeds().

00037 {
00038     return fPn;
00039 }

int UtilRunningAverageVector::GetSampleSize (   )  const [virtual]
 

Get the current sample size.

Definition at line 32 of file UtilRunningAverageVector.cxx.

00033 {
00034     return fSn;
00035 }

bool UtilRunningAverageVector::IsSampleFull (   )  const
 

Return true if the sample set is up to the configured size.

Definition at line 41 of file UtilRunningAverageVector.cxx.

References fSn.

Referenced by BDSwicPedAccessor::SetSpillTime().

00042 {
00043     return fSn >= fSampleTargetSize;
00044 }

vector< double > UtilRunningAverageVector::LastSample (   )  const [virtual]
 

Return the last sample. Returns empty vector if there are no samples.

Reimplemented in UtilBlockedRunningAverageVector.

Definition at line 120 of file UtilRunningAverageVector.cxx.

References fSamples.

00121 {
00122     if (!fSn) return vector<double>();
00123     return fSamples.front();
00124 }

vector< double > UtilRunningAverageVector::PopulationDeviation (  const std::vector< double > &  value  )  const
 

Same as above but for the population.

Definition at line 166 of file UtilRunningAverageVector.cxx.

References PopulationMean(), and PopulationSigma().

00167 {
00168     vector<double> ret;
00169 
00170     vector<double> mean = this->PopulationMean();
00171     size_t siz = mean.size();
00172     if (!siz) return ret;
00173     vector<double> sig = this->PopulationSigma();
00174     for (size_t ind=0; ind<siz; ++ind) {
00175         double sigind = sig[ind];
00176         if (sigind == 0.0) {
00177             if (value[ind] > mean[ind])
00178                 sigind = +numeric_limits<double>::infinity();
00179             else
00180                 sigind = -numeric_limits<double>::infinity();
00181         }
00182         ret.push_back((mean[ind]-value[ind])/sigind);
00183     }
00184     return ret;
00185 }

vector< double > UtilRunningAverageVector::PopulationMean (   )  const
 

As above but for the population.

Definition at line 82 of file UtilRunningAverageVector.cxx.

References fPn, and fPx.

Referenced by BeamMonSwicPedsDbuModule::Dump(), BDSwicPedAccessor::GetPeds(), and PopulationDeviation().

00083 {
00084     if (!fPn) return vector<double>();
00085 
00086     size_t siz= fPx.size();
00087 
00088     vector<double> ret(siz,1.0/fPn);
00089     for (size_t ind=0; ind<siz; ++ind) ret[ind] *= fPx[ind];
00090     return ret;
00091 }

vector< double > UtilRunningAverageVector::PopulationSigma (   )  const
 

As above but for the population.

Definition at line 106 of file UtilRunningAverageVector.cxx.

References fPn, fPx, and fPxx.

Referenced by BeamMonSwicPedsDbuModule::Dump(), BDSwicPedAccessor::GetPeds(), and PopulationDeviation().

00107 {
00108     if (fPn<=1) return vector<double>();
00109     size_t siz = fPx.size();
00110     vector<double> ret(siz,0);
00111     for (size_t ind=0; ind<siz; ++ind) {
00112         double dif = fPxx[ind] - fPx[ind]*fPx[ind]/fPn;
00113         if (dif < 0) dif = 0;
00114         double var = (dif)/(fPn-1);
00115         ret[ind] = sqrt(var);
00116     }
00117     return ret;
00118 }

vector< double > UtilRunningAverageVector::SampleDeviation (  const std::vector< double > &  value  )  const
 

Convenience routine to return the number of sigma the value is away from the mean. The sign of the result reflects if the value is smaller or larger than the mean. The value can be +/- std::numeric_limits<double>::infinity() if Sigma is zero (either because of two few samples, or accidently).

Definition at line 146 of file UtilRunningAverageVector.cxx.

References SampleMean(), and SampleSigma().

00147 {
00148     vector<double> ret;
00149 
00150     vector<double> mean = this->SampleMean();
00151     size_t siz = mean.size();
00152     if (!siz) return ret;
00153     vector<double> sig = this->SampleSigma();
00154     for (size_t ind=0; ind<siz; ++ind) {
00155         double sigind = sig[ind];
00156         if (sigind == 0.0) {
00157             if (value[ind] > mean[ind])
00158                 sigind = +numeric_limits<double>::infinity();
00159             else
00160                 sigind = -numeric_limits<double>::infinity();
00161         }
00162         ret.push_back((mean[ind]-value[ind])/sigind);
00163     }
00164     return ret;
00165 }

vector< double > UtilRunningAverageVector::SampleMean (   )  const
 

Return the arithmetic mean. Will use the number of samples actually collected and will return empty vector if there are no samples.

Definition at line 73 of file UtilRunningAverageVector.cxx.

References fSn, and fSx.

Referenced by SampleDeviation().

00074 {
00075     if (!fSn) return vector<double>();
00076 
00077     size_t siz= fSx.size();
00078     vector<double> ret(siz,1.0/fSn);
00079     for (size_t ind=0; ind<siz; ++ind) ret[ind] *= fSx[ind];
00080     return ret;
00081 }

vector< double > UtilRunningAverageVector::SampleSigma (   )  const
 

Return the standard deviation of the arithmetic mean. Will use the number of samples actually collected and will return an empty vector if there are not more than 1 sample.

Definition at line 93 of file UtilRunningAverageVector.cxx.

References fSn, fSx, and fSxx.

Referenced by SampleDeviation().

00094 {
00095     if (fSn<=1) return vector<double>();
00096     size_t siz = fSx.size();
00097     vector<double> ret(siz,0);
00098     for (size_t ind=0; ind<siz; ++ind) {
00099         double dif = fSxx[ind] - fSx[ind]*fSx[ind]/fSn;
00100         if (dif < 0) dif = 0;
00101         double var = (dif)/(fSn-1);
00102         ret[ind] = sqrt(var);
00103     }
00104     return ret;
00105 }

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

Set the number of samples to retain.

Reimplemented in UtilBlockedRunningAverageVector.

Definition at line 19 of file UtilRunningAverageVector.cxx.

References fSamples, fSampleTargetSize, fSn, fSx, and fSxx.

Referenced by UtilRunningAverageVector().

00020 {
00021     fSampleTargetSize = size;
00022     while (fSn > fSampleTargetSize) {
00023         vector<double>& old = fSamples.back();
00024         for (size_t ind=0; ind<old.size(); ++ind) {
00025             fSx[ind] -= old[ind];
00026             fSxx[ind] -= old[ind]*old[ind];
00027             --fSn;
00028         }
00029         fSamples.pop_back();
00030     }
00031 }

Member Data Documentation

size_t UtilRunningAverageVector::fPn [protected]
 

Definition at line 89 of file UtilRunningAverageVector.h.

Referenced by Clear(), PopulationMean(), and PopulationSigma().

std::vector<double> UtilRunningAverageVector::fPx [protected]
 

Definition at line 86 of file UtilRunningAverageVector.h.

Referenced by Add(), Clear(), PopulationMean(), and PopulationSigma().

std::vector<double> UtilRunningAverageVector::fPxx [protected]
 

Definition at line 86 of file UtilRunningAverageVector.h.

Referenced by Add(), Clear(), and PopulationSigma().

std::deque<std::vector<double> > UtilRunningAverageVector::fSamples [protected]
 

Definition at line 85 of file UtilRunningAverageVector.h.

Referenced by Add(), Clear(), LastSample(), and SetSampleSize().

size_t UtilRunningAverageVector::fSampleTargetSize [protected]
 

Definition at line 89 of file UtilRunningAverageVector.h.

Referenced by SetSampleSize().

size_t UtilRunningAverageVector::fSn [protected]
 

Definition at line 89 of file UtilRunningAverageVector.h.

Referenced by Add(), Clear(), IsSampleFull(), SampleMean(), SampleSigma(), and SetSampleSize().

std::vector<double> UtilRunningAverageVector::fSx [protected]
 

Definition at line 86 of file UtilRunningAverageVector.h.

Referenced by Add(), Clear(), SampleMean(), SampleSigma(), and SetSampleSize().

std::vector<double> UtilRunningAverageVector::fSxx [protected]
 

Definition at line 86 of file UtilRunningAverageVector.h.

Referenced by Add(), Clear(), SampleSigma(), and SetSampleSize().

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