Detailed Description

template<typename Type_>
class tlx::Aggregate< Type_ >

Calculate running aggregate statistics: feed it with values, and it will keep the minimum, the maximum, the average, the value number, and the standard deviation is values.

Definition at line 31 of file aggregate.hpp.

#include <aggregate.hpp>

Public Types
using	Type = Type_

Public Member Functions
	Aggregate ()=default
	default constructor More...

	Aggregate (size_t count, const double &mean, const double &nvar, const Type &min, const Type &max) noexcept
	initializing constructor More...

Aggregate &	add (const Type &value) noexcept
	add a value to the running aggregation More...

double	average () const noexcept
	return the average over all values aggregated More...

double	avg () const noexcept
	return the average over all values aggregated More...

size_t	count () const noexcept
	return number of values aggregated More...

const Type &	max () const noexcept
	return maximum over all values aggregated More...

double	mean () const noexcept
	return the average over all values aggregated More...

const Type &	min () const noexcept
	return minimum over all values aggregated More...

Aggregate	operator+ (const Aggregate &a) const noexcept
	operator + to combine two Aggregate<> More...

Aggregate &	operator+= (const Aggregate &a) noexcept
	operator += to combine two Aggregate<> More...

template<typename Archive >
void	serialize (Archive &archive)
	serialization method for cereal. More...

Type	span () const noexcept
	return maximum - minimum over all values aggregated More...

double	standard_deviation (size_t ddof=1) const

double	stdev (size_t ddof=1) const

const Type	sum () const
	return sum over all values aggregated More...

const Type	total () const
	return sum over all values aggregated More...

double	var (size_t ddof=1) const

double	variance (size_t ddof=1) const

Private Member Functions
double	combine_means (const Aggregate &a) const noexcept
	combine means, check if either count is zero. fix problems with NaN More...

double	combine_variance (const Aggregate &other) const noexcept

Private Attributes
size_t	count_ = 0
	number of values aggregated More...

Type	max_ = std::numeric_limits<Type>::lowest()
	maximum value More...

double	mean_ = 0.0
	mean of values More...

Type	min_ = std::numeric_limits<Type>::max()
	minimum value More...

double	nvar_ = 0.0
	approximate count * variance; stddev = sqrt(nvar / (count-1)) More...

Member Typedef Documentation

◆ Type

using Type = Type_

Definition at line 34 of file aggregate.hpp.

Constructor & Destructor Documentation

◆ Aggregate() [1/2]

Aggregate ( )

default

default constructor

Referenced by Aggregate< Type_ >::operator+().

◆ Aggregate() [2/2]

Aggregate	(	size_t	count,
		const double &	mean,
		const double &	nvar,
		const Type &	min,
		const Type &	max
	)

inlinenoexcept

initializing constructor

Definition at line 40 of file aggregate.hpp.

Member Function Documentation

◆ add()

Aggregate& add ( const Type & value )

inlinenoexcept

add a value to the running aggregation

Definition at line 46 of file aggregate.hpp.

References Aggregate< Type_ >::count_, examples::select::delta, max(), Aggregate< Type_ >::max_, Aggregate< Type_ >::mean_, min(), Aggregate< Type_ >::min_, Aggregate< Type_ >::nvar_, and gen_data::value.

◆ average()

double average ( ) const

inlinenoexcept

return the average over all values aggregated

Definition at line 70 of file aggregate.hpp.

References Aggregate< Type_ >::mean_.

Referenced by Aggregate< Type_ >::avg(), and Aggregate< Type_ >::mean().

◆ avg()

double avg ( ) const

inlinenoexcept

return the average over all values aggregated

Definition at line 73 of file aggregate.hpp.

References Aggregate< Type_ >::average().

◆ combine_means()

double combine_means ( const Aggregate< Type_ > & a ) const

inlineprivatenoexcept

combine means, check if either count is zero. fix problems with NaN

Definition at line 149 of file aggregate.hpp.

References Aggregate< Type_ >::count_, and Aggregate< Type_ >::mean_.

Referenced by Aggregate< Type_ >::operator+(), and Aggregate< Type_ >::operator+=().

◆ combine_variance()

double combine_variance ( const Aggregate< Type_ > & other ) const

inlineprivatenoexcept

T. Chan et al 1979, "Updating Formulae and a Pairwise Algorithm for Computing Sample Variances"

Definition at line 159 of file aggregate.hpp.

References Aggregate< Type_ >::count_, examples::select::delta, Aggregate< Type_ >::mean_, and Aggregate< Type_ >::nvar_.

Referenced by Aggregate< Type_ >::operator+(), and Aggregate< Type_ >::operator+=().

◆ count()

size_t count ( ) const

inlinenoexcept

return number of values aggregated

Definition at line 60 of file aggregate.hpp.

References Aggregate< Type_ >::count_.

◆ max()

const Type& max ( ) const

inlinenoexcept

return maximum over all values aggregated

Definition at line 82 of file aggregate.hpp.

References Aggregate< Type_ >::max_.

◆ mean()

double mean ( ) const

inlinenoexcept

return the average over all values aggregated

Definition at line 76 of file aggregate.hpp.

References Aggregate< Type_ >::average().

◆ min()

const Type& min ( ) const

inlinenoexcept

return minimum over all values aggregated

Definition at line 79 of file aggregate.hpp.

References Aggregate< Type_ >::min_.

◆ operator+()

Aggregate operator+ ( const Aggregate< Type_ > & a ) const

inlinenoexcept

operator + to combine two Aggregate<>

Definition at line 119 of file aggregate.hpp.

References Aggregate< Type_ >::Aggregate(), Aggregate< Type_ >::combine_means(), Aggregate< Type_ >::combine_variance(), Aggregate< Type_ >::count_, max(), Aggregate< Type_ >::max_, min(), and Aggregate< Type_ >::min_.

◆ operator+=()

Aggregate& operator+= ( const Aggregate< Type_ > & a )

inlinenoexcept

operator += to combine two Aggregate<>

Definition at line 132 of file aggregate.hpp.

References Aggregate< Type_ >::combine_means(), Aggregate< Type_ >::combine_variance(), Aggregate< Type_ >::count_, max(), Aggregate< Type_ >::max_, Aggregate< Type_ >::mean_, min(), Aggregate< Type_ >::min_, and Aggregate< Type_ >::nvar_.

◆ serialize()

void serialize ( Archive & archive )

inline

serialization method for cereal.

Definition at line 143 of file aggregate.hpp.

References Aggregate< Type_ >::count_, Aggregate< Type_ >::max_, Aggregate< Type_ >::mean_, Aggregate< Type_ >::min_, and Aggregate< Type_ >::nvar_.

◆ span()

Type span ( ) const

inlinenoexcept

return maximum - minimum over all values aggregated

Definition at line 85 of file aggregate.hpp.

References Aggregate< Type_ >::max_, and Aggregate< Type_ >::min_.

◆ standard_deviation()

double standard_deviation ( size_t ddof = 1 ) const

inline

return the standard deviation of all values aggregated. ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 108 of file aggregate.hpp.

References Aggregate< Type_ >::variance().

Referenced by Aggregate< Type_ >::stdev().

◆ stdev()

double stdev ( size_t ddof = 1 ) const

inline

return the standard deviation of all values aggregated. ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 116 of file aggregate.hpp.

References Aggregate< Type_ >::standard_deviation().

◆ sum()

const Type sum ( ) const

inline

return sum over all values aggregated

Definition at line 64 of file aggregate.hpp.

References Aggregate< Type_ >::count_, and Aggregate< Type_ >::mean_.

Referenced by Aggregate< Type_ >::total().

◆ total()

const Type total ( ) const

inline

return sum over all values aggregated

Definition at line 67 of file aggregate.hpp.

References Aggregate< Type_ >::sum().

◆ var()

double var ( size_t ddof = 1 ) const

inline

return the variance of all values aggregated. ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 100 of file aggregate.hpp.

References Aggregate< Type_ >::variance().

◆ variance()

double variance ( size_t ddof = 1 ) const

inline

return the variance of all values aggregated. ddof = delta degrees of freedom Set to 0 if you have the entire distribution Set to 1 if you have a sample (to correct for bias)

Definition at line 91 of file aggregate.hpp.

References Aggregate< Type_ >::count_, and Aggregate< Type_ >::nvar_.

Referenced by Aggregate< Type_ >::standard_deviation(), and Aggregate< Type_ >::var().

Member Data Documentation

◆ count_

size_t count_ = 0

private

number of values aggregated

Definition at line 166 of file aggregate.hpp.

Referenced by Aggregate< Type_ >::add(), Aggregate< Type_ >::combine_means(), Aggregate< Type_ >::combine_variance(), Aggregate< Type_ >::count(), Aggregate< Type_ >::operator+(), Aggregate< Type_ >::operator+=(), Aggregate< Type_ >::serialize(), Aggregate< Type_ >::sum(), and Aggregate< Type_ >::variance().

◆ max_

Type max_ = std::numeric_limits<Type>::lowest()

private

maximum value

Definition at line 178 of file aggregate.hpp.

Referenced by Aggregate< Type_ >::add(), Aggregate< Type_ >::max(), Aggregate< Type_ >::operator+(), Aggregate< Type_ >::operator+=(), Aggregate< Type_ >::serialize(), and Aggregate< Type_ >::span().

◆ mean_

double mean_ = 0.0

private

mean of values

Definition at line 169 of file aggregate.hpp.

Referenced by Aggregate< Type_ >::add(), Aggregate< Type_ >::average(), Aggregate< Type_ >::combine_means(), Aggregate< Type_ >::combine_variance(), Aggregate< Type_ >::operator+=(), Aggregate< Type_ >::serialize(), and Aggregate< Type_ >::sum().

◆ min_

Type min_ = std::numeric_limits<Type>::max()

private

minimum value

Definition at line 175 of file aggregate.hpp.

Referenced by Aggregate< Type_ >::add(), Aggregate< Type_ >::min(), Aggregate< Type_ >::operator+(), Aggregate< Type_ >::operator+=(), Aggregate< Type_ >::serialize(), and Aggregate< Type_ >::span().

◆ nvar_

double nvar_ = 0.0

private

approximate count * variance; stddev = sqrt(nvar / (count-1))

Definition at line 172 of file aggregate.hpp.

Referenced by Aggregate< Type_ >::add(), Aggregate< Type_ >::combine_variance(), Aggregate< Type_ >::operator+=(), Aggregate< Type_ >::serialize(), and Aggregate< Type_ >::variance().

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

extlib/tlx/tlx/math/aggregate.hpp

Detailed Description

template<typename Type_> class tlx::Aggregate< Type_ >

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Member Typedef Documentation

◆ Type

Constructor & Destructor Documentation

◆ Aggregate() [1/2]

◆ Aggregate() [2/2]

Member Function Documentation

◆ add()

◆ average()

◆ avg()

◆ combine_means()

◆ combine_variance()

◆ count()

◆ max()

◆ mean()

◆ min()

◆ operator+()

◆ operator+=()

◆ serialize()

◆ span()

◆ standard_deviation()

◆ stdev()

◆ sum()

◆ total()

◆ var()

◆ variance()

Member Data Documentation

◆ count_

◆ max_

◆ mean_

◆ min_

◆ nvar_

template<typename Type_>
class tlx::Aggregate< Type_ >