cass::MovingStatisticsCalculator< Type > Class Template Reference

statistics calculator for a exponential moving statistics More...

#include <statistics_calculator.hpp>

Public Types
typedef Type	value_type
	define the value type More...

Public Member Functions
	MovingStatisticsCalculator (unsigned int nAverages=200)
	constructor More...
void	addDatum (const value_type &datum)
	add a datum to the distribution More...
value_type	mean () const
	retrieve the mean of the distribution More...
value_type	variance () const
	retrieve the variance of the distribution More...
value_type	stdv () const
	retrieve the standart deviation of the distribution More...
void	reset ()
	reset the statistics More...
void	nbrAverages (unsigned int nAverages)
	set the nbr of averages More...

Private Attributes
value_type	_mean
	the current mean value More...
value_type	_stdv
	the stdv value More...
value_type	_alpha
	how much should the current datum be weighted More...
bool	_firstdatum
	flag to see whether first datum is added More...

Detailed Description

template<typename Type>
class cass::MovingStatisticsCalculator< Type >

statistics calculator for a exponential moving statistics

The algorithms used by this class are based on a discussion found here: jttp://mathforum.org/kb/message.jspa?messageID=1637905

Template Parameters

type	of the values for the average, defines the precision

Author

Lutz Foucar

Definition at line 373 of file statistics_calculator.hpp.

Member Typedef Documentation

template<typename Type >

typedef Type cass::MovingStatisticsCalculator< Type >::value_type

define the value type

Definition at line 377 of file statistics_calculator.hpp.

Constructor & Destructor Documentation

template<typename Type >

cass::MovingStatisticsCalculator< Type >::MovingStatisticsCalculator ( unsigned int  nAverages = 200 )

inline

constructor

Parameters

nAverages

the last how many datums should have highest contribution to this.

Definition at line 384 of file statistics_calculator.hpp.

References cass::CummulativeStatisticsNoOutlier< Type >::reset().

Member Function Documentation

template<typename Type >

void cass::MovingStatisticsCalculator< Type >::addDatum ( const value_type &  datum )

inline

add a datum to the distribution

Parameters

datum

The datum to be added

Definition at line 394 of file statistics_calculator.hpp.

References cass::CummulativeStatisticsNoOutlier< Type >::_mean, cass::CummulativeStatisticsNoOutlier< Type >::_stdv, and cass::CummulativeStatisticsNoOutlier< Type >::mean().

template<typename Type >

value_type cass::MovingStatisticsCalculator< Type >::mean ( ) const

inline

retrieve the mean of the distribution

Returns

mean of the distribution

Definition at line 404 of file statistics_calculator.hpp.

References cass::CummulativeStatisticsNoOutlier< Type >::_mean.

template<typename Type >

void cass::MovingStatisticsCalculator< Type >::nbrAverages ( unsigned int  nAverages )

inline

set the nbr of averages

convert the nbr of averages to the alpha for the statistic calculation

Parameters

nAverages

the last how many datums should have highest contribution to this.

Definition at line 441 of file statistics_calculator.hpp.

template<typename Type >

void cass::MovingStatisticsCalculator< Type >::reset ( )

inline

reset the statistics

Definition at line 428 of file statistics_calculator.hpp.

References cass::CummulativeStatisticsNoOutlier< Type >::_mean, and cass::CummulativeStatisticsNoOutlier< Type >::_stdv.

template<typename Type >

value_type cass::MovingStatisticsCalculator< Type >::stdv ( ) const

inline

retrieve the standart deviation of the distribution

Returns

standart deviation of the distribution

Definition at line 422 of file statistics_calculator.hpp.

References cass::CummulativeStatisticsNoOutlier< Type >::stdv().

template<typename Type >

value_type cass::MovingStatisticsCalculator< Type >::variance ( ) const

inline

retrieve the variance of the distribution

Returns

variance of the distribution

Definition at line 413 of file statistics_calculator.hpp.

References cass::CummulativeStatisticsNoOutlier< Type >::_stdv.

Member Data Documentation

template<typename Type >

value_type cass::MovingStatisticsCalculator< Type >::_alpha

private

how much should the current datum be weighted

Definition at line 454 of file statistics_calculator.hpp.

template<typename Type >

bool cass::MovingStatisticsCalculator< Type >::_firstdatum

private

flag to see whether first datum is added

Definition at line 457 of file statistics_calculator.hpp.

template<typename Type >

value_type cass::MovingStatisticsCalculator< Type >::_mean

private

the current mean value

Definition at line 448 of file statistics_calculator.hpp.

template<typename Type >

value_type cass::MovingStatisticsCalculator< Type >::_stdv

private

the stdv value

Definition at line 451 of file statistics_calculator.hpp.

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

• statistics_calculator.hpp