Diffpack Documentation

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empirstat.h

Go to the documentation of this file.

class EmpiricalStatistics

{
protected:
  int  nsamples;
  String response_name;        

  bool new_samples_collected;  

  EmpiricalStatistics ();

  void init ()     { nsamples = 0; new_samples_collected = true; }

public:
  virtual ~EmpiricalStatistics ();
  int    getNoSamples ()                          { return nsamples;      }
  void   setResponseName (const String& name)     { response_name = name; }
  String getResponseName ()                       { return response_name; }
};


class ExpecVar : public EmpiricalStatistics

{
protected:

  real zm1;
  real zm2;

  real exp;
  real var;

  void estimator ();

public:

  ExpecVar ()
    : EmpiricalStatistics () { zm1 = zm2 = 0; }
 ~ExpecVar () { }

  void init ()     { zm1 = zm2 = nsamples = 0; }
  void update (real random_variable);
  void printResults (Os os);
  void intermediateResults (Os os);

  real getExpec ()     { estimator(); return exp; }
  real getStDev ()     { estimator(); return sqrt(var); }
};


class Moments : public ExpecVar

{
protected:
  real zm3;
  real zm4;

  real skew;
  real kurt;

  void estimator ();

public:

  Moments () : ExpecVar() { zm3 = zm3 = 0; }
 ~Moments ();

  void init ();
  void update (real random_variable);

  void printResults (Os os);
  void intermediateResults (Os os);

  real getSkewness ()      { estimator(); return skew; }
  real getKurtosis ()      { estimator(); return kurt; }
};


class Extremes : public ExpecVar

{
protected:
  real min;
  real max;
  int  min_sample_no;  
  int  max_sample_no;  

public:

  Extremes () : ExpecVar() { min = INFINITY; max = -min; }
 ~Extremes ();

  void init ();
  void update (real sample);

  void printResults (Os os);
  void intermediateResults (Os os);

  real getMax ()      { return max; }
  real getMin ()      { return min; }
};

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