1 #ifndef STATISTICS_DISTRIBUTION_COLLECTOR_H 2 #define STATISTICS_DISTRIBUTION_COLLECTOR_H 17 void operator << (Real x) { collect(x); }
18 void collect (Real x);
19 void weightedCollect (Real x,Real weight);
21 Real number()
const {
return n; }
22 Real minimum()
const {
return xmin; }
23 Real maximum()
const {
return xmax; }
24 Real average()
const {
return sum/n; }
25 Real mean()
const {
return sum/n; }
26 Real variance()
const {
28 return Max(sumsquared/n - avg*avg,Zero);
30 Real stddev()
const {
return Sqrt(variance()); }
31 Real skewness()
const;
32 Real moment(
int i,Real center)
const;
37 Real sum,sumsquared,sumcubed;
50 void operator << (
const Vector& x) { collect(x); }
51 void collect (
const Vector& x);
52 void weightedCollect (
const Vector& x,Real weight);
55 void collect (Real x1);
56 void collect (Real x1,Real x2);
57 void collect (Real x1,Real x2,Real x3);
58 void collect (Real x1,Real x2,Real x3,Real x4);
60 Real number()
const {
return n; }
61 const Vector& minimum()
const {
return xmin; }
62 const Vector& maximum()
const {
return xmax; }
63 void getMean(
Vector& mean)
const;
64 void getVariance(
Vector& var)
const;
65 void getCovariance(
Matrix& covar)
const;
66 void getStddev(
Vector& stddev)
const;
Incrementally collects samples from a multivariate distribution.
Definition: DistributionCollector.h:46
Incrementally collects samples from a univariate distribution.
Definition: DistributionCollector.h:14
Contains all definitions in the statistics directory.
Definition: BernoulliDistribution.h:6
Basic statistical utilities.