variance.h

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/******************************************************************************
The MIT License(MIT)
 
Embedded Template Library.
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https://www.etlcpp.com
 
Copyright(c) 2021 John Wellbelove
 
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#ifndef ETL_VARIANCE_INCLUDED
#define ETL_VARIANCE_INCLUDED
 
#include "platform.h"
#include "functional.h"
#include "type_traits.h"
 
// #include <math.h>
#include <stdint.h>
 
namespace etl
{
  namespace private_variance
  {
    //***************************************************************************
    //***************************************************************************
    template <typename TInput, typename TCalc>
    struct variance_traits
    {
      typedef TCalc calc_t;
    };
 
    //***************************************************************************
    //***************************************************************************
    template <typename TCalc>
    struct variance_traits<float, TCalc>
    {
      typedef float calc_t;
    };
 
    //***************************************************************************
    //***************************************************************************
    template <typename TCalc>
    struct variance_traits<double, TCalc>
    {
      typedef double calc_t;
    };
  } // namespace private_variance
 
  //***************************************************************************
  //***************************************************************************
  namespace private_variance
  {
    template <typename T = void>
    struct variance_type_helper
    {
      static ETL_CONSTANT bool Sample     = false;
      static ETL_CONSTANT bool Population = true;
    };
 
    template <typename T>
    ETL_CONSTANT bool variance_type_helper<T>::Sample;
 
    template <typename T>
    ETL_CONSTANT bool variance_type_helper<T>::Population;
  } // namespace private_variance
 
  struct variance_type : public private_variance::variance_type_helper<>
  {
  };
 
  //***************************************************************************
  //***************************************************************************
  template <bool Variance_Type, typename TInput, typename TCalc = TInput>
  class variance
    : public private_variance::variance_traits<TInput, TCalc>
    , public etl::binary_function<TInput, TInput, void>
  {
  private:
 
    static ETL_CONSTANT int Adjustment = (Variance_Type == variance_type::Population) ? 0 : 1;
 
    typedef typename private_variance::variance_traits<TInput, TCalc>::calc_t calc_t;
 
  public:
 
    //*********************************
    //*********************************
    variance()
    {
      clear();
    }
 
    //*********************************
    //*********************************
    template <typename TIterator>
    variance(TIterator first, TIterator last)
    {
      clear();
      add(first, last);
    }
 
    //*********************************
    //*********************************
    void add(TInput value)
    {
      sum_of_squares += TCalc(value * value);
      sum += TCalc(value);
      ++counter;
      recalculate = true;
    }
 
    //*********************************
    //*********************************
    template <typename TIterator>
    void add(TIterator first, TIterator last)
    {
      while (first != last)
      {
        add(*first);
        ++first;
      }
    }
 
    //*********************************
    //*********************************
    void operator()(TInput value)
    {
      add(value);
    }
 
    //*********************************
    //*********************************
    template <typename TIterator>
    void operator()(TIterator first, TIterator last)
    {
      add(first, last);
    }
 
    //*********************************
    //*********************************
    double get_variance() const
    {
      if (recalculate)
      {
        variance_value = 0.0;
 
        if (counter != 0)
        {
          double n          = double(counter);
          double adjustment = 1.0 / (n * (n - Adjustment));
 
          double square_of_sum = sum * sum;
 
          variance_value = (n * sum_of_squares - square_of_sum) * adjustment;
        }
 
        recalculate = false;
      }
 
      return variance_value;
    }
 
    //*********************************
    //*********************************
    operator double() const
    {
      return get_variance();
    }
 
    //*********************************
    //*********************************
    size_t count() const
    {
      return size_t(counter);
    }
 
    //*********************************
    //*********************************
    void clear()
    {
      sum_of_squares = calc_t(0);
      sum            = calc_t(0);
      counter        = 0U;
      variance_value = 0.0;
      recalculate    = true;
    }
 
  private:
 
    calc_t         sum_of_squares;
    calc_t         sum;
    uint32_t       counter;
    mutable double variance_value;
    mutable bool   recalculate;
  };
} // namespace etl
 
#endif