statistic.hpp File Reference

Support for generic statistics calculations. More...

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Description

Support for generic statistics calculations.

• average over the N last elements in a data sequence
• simple linear regression with weights (single predictor variable)
• also over a time series with zero-based indices

Definition in file statistic.hpp.

#include "lib/error.hpp"
#include "lib/nocopy.hpp"
#include "lib/iter-adapter.hpp"
#include "lib/format-string.hpp"
#include "lib/util.hpp"
#include <utility>
#include <vector>
#include <array>
#include <tuple>
#include <cmath>

Namespaces
namespace	lib
	Implementation namespace for support and library code.
namespace	lib::stat

Typedefs
using	VecD = std::vector< double >
using	RegressionData = std::vector< RegressionPoint >

Classes
class	DataSpan< D >
	Read-only view into a segment within a sequence of data. More...
struct	RegressionPoint
	Single data point used for linear regression. More...

Functions
template<typename TUP >
constexpr auto	array_from_tuple (TUP &&tuple)
	helper to unpack a std::tuple into a homogeneous std::array
template<size_t places>
double	round (double val)
template<class CON >
	DataSpan (CON const &container) -> DataSpan< typename lib::meta::ValueTypeBinding< CON >::value_type >
	deduction guide: derive content from container.
template<typename... NUMS>
double	errorSum (NUMS ...vals)
	summation of variances, for error propagation: √Σe²
template<typename D >
double	average (DataSpan< D > const &data)
template<typename D >
double	sdev (DataSpan< D > const &data, D mean)
double	sdev (VecD const &data, double mean)
DataSpan< double >	lastN (VecD const &data, size_t n)
double	averageLastN (VecD const &data, size_t n)
double	sdevLastN (VecD const &data, size_t n, double mean)
template<typename D >
auto	computeStatSums (DataSpan< D > const &series)
	"building blocks" for mean, variance and covariance of time series data
auto	computeWeightedStatSums (DataSpan< RegressionPoint > const &points)
	"building blocks" for weighted mean, weighted variance and covariance
auto	computeLinearRegression (DataSpan< RegressionPoint > const &points)
	Compute simple linear regression with a single predictor variable (x).
auto	computeLinearRegression (RegressionData const &points)
template<typename D >
auto	computeTimeSeriesLinearRegression (DataSpan< D > const &series)
	Compute linear regression over a time series with zero-based indices.
auto	computeTimeSeriesLinearRegression (VecD const &series)