Indoor/math/stats/Statistics.h

/*
 * © Copyright 2014 – Urheberrechtshinweis
 * Alle Rechte vorbehalten / All Rights Reserved
 *
 * Programmcode ist urheberrechtlich geschuetzt.
 * Das Urheberrecht liegt, soweit nicht ausdruecklich anders gekennzeichnet, bei Frank Ebner.
 * Keine Verwendung ohne explizite Genehmigung.
 * (vgl. § 106 ff UrhG / § 97 UrhG)
 */

#ifndef STATISTICS_H
#define STATISTICS_H

#include <set>
#include <cstdint>
#include <sstream>
#include <cmath>

namespace Stats {

        /**
         * store values here and get statistics about their
         * avg, median, std-dev, etc.
         */
        template <typename T> class Statistics {

        public:

                /** ctor */
                Statistics() : sum(), sumSquared(), cnt() {;}

                /** dtor */
                ~Statistics() {;}

                /** add a new value */
                void add(T value) {
                        ++cnt;
                        sum += value;
                        sumSquared += (value*value);
                        values.insert(value);
                }

                /** add all values from the given statistics instance */
                void add(const Statistics<T>& other) {
                        for (const T val : other.values) {
                                this->add(val);
                        }
                }

                /** get the std-dev of all values */
                T getStdDev() const {
                        double E1 = sumSquared / (double) cnt;
                        double E2 = getAvg();
                        return std::sqrt(E1 - (E2*E2));
                }

                /** get average value */
                T getAvg() const {
                        return sum / (double) cnt;
                }

                T getSquaredSumAvg() const {
                    return sumSquared / (double)cnt;
                }

                /** get the given quantile (e.g. 0.5 for median) */
                T getQuantile(const double q) const {
                        if (q < 0) {return *values.begin();}
                        if (q >= 1) {return *(--values.end());}
                        uint32_t pos = cnt * q;
                        uint32_t curPos = 0;
                        for (auto val : values) {
                                if (curPos == pos) {return val;}
                                ++curPos;
                        }
                        return -1;
                }

                /** get the median value (= Quantile 0.5) */
                T getMedian() const {
                        return getQuantile(0.5f);
                }

                /** get smallest value */
                T getMin() const {
                        if (values.empty()) {return -1;}
                        return *(values.begin());
                }

                /** get largest value */
                T getMax() const {
                        if (values.empty()) {return -1;}
                        return *(--values.end());
                }

                /** get the range between min an max */
                T getRange() const {
                        return getMax() - getMin();
                }

                /** get the squared sum */
                T getSquaredSum() const {
                        return sumSquared;
                }


                /** get the sum of all values */
                T getSum() const {
                        return sum;
                }

                /** get number of stored values */
                uint32_t getCount() const {
                        return cnt;
                }

                /** get the number of values that are below "val" */
                T getNumValuesBelow(uint32_t val) const {
                        uint32_t numFound = 0;
                        for (auto curVal : values) {
                                if (curVal > val) {return numFound;}
                                ++numFound;
                        }
                        return numFound;
                }

                /** get all contained values in ascending order */
                const std::multiset<T>& getAll() const {
                        return values;
                }

                /** get as string */
                std::string asString() const {
                        std::stringstream ss;
                        appendTo(ss);
                        return ss.str();
                }

                /** send to the given stream */
                void appendTo(std::ostream& out) const {
                        out.precision(6);
                        out.setf( std::ios::fixed, std:: ios::floatfield );
                        out << "cnt(" << getCount() << ")\t";
                        out << "min(" << getMin() << ")\t";
                        out << "max(" << getMax() << ")\t";
                        out << "range(" << getRange() << ")\t";
                        out << "med(" << getMedian() << ")\t";
                        out << "avg(" << getAvg() << ")\t";
                        out << "stdDev(" << getStdDev() << ")\t";
                }

                /** send to stream */
                inline std::ostream& operator << (std::ostream& out) const {
                        appendTo(out); return out;
                }

                /** reset all statistics */
                void reset() {
                        sum = T();
                        sumSquared = T();
                        cnt = 0;
                        values.clear();
                }

        private:

                /** sum of all added values */
                T sum;

                /** squared sum of all added values (for std-dev) */
                T sumSquared;

                /** the number of added values */
                uint32_t cnt;

                /** multiset to sort all values */
                std::multiset<T> values;

        };

}

#endif // STATISTICS_H