/** * @file RunningStat.cpp * @brief B. P. Welford Computation of Mean and Variance download at: http://www.johndcook.com/standard_deviation.html * @author Michael Koch * @date 18/02/2009 */ #include "core/image/ImageT.h" #include "core/vector/VectorT.h" #include "core/vector/MatrixT.h" #include "vislearning/baselib/RunningStat.h" using namespace OBJREC; using namespace std; using namespace NICE; void RunningStat::Clear() { m_n = 0; } void RunningStat::Push(double x) { m_n++; // See Knuth TAOCP vol 2, 3rd edition, page 232 if (m_n == 1) { m_oldM = m_newM = x; m_oldS = 0.0; } else { m_newM = m_oldM + (x - m_oldM)/m_n; m_newS = m_oldS + (x - m_oldM)*(x - m_newM); // set up for next iteration m_oldM = m_newM; m_oldS = m_newS; } } size_t RunningStat::NumDataValues() const { return m_n; } double RunningStat::Mean() const { return (m_n > 0) ? m_newM : 0.0; } double RunningStat::Variance() const { return ( (m_n > 1) ? m_newS/(m_n - 1) : 0.0 ); } double RunningStat::StandardDeviation() const { return sqrt( Variance() ); }