Statistics.h

Go to the documentation of this file.

#ifndef _STATISTICS_H
#define _STATISTICS_H

#include "../util/defines.h"

class Statistics
{
        private:
                // these are all helper variables for incrementally computing the statistical values
                unsigned long num;
                double sum;
                double squaresum;
                const unsigned int maxAcfOrder;
                double* acfSums;
                double* acfLagSums;
                list<double> acfWindow;
                unsigned long numTurningPoints;
                unsigned long numPositiveDifferences;
                double lastVal1, lastVal2;

        public:
                Statistics(unsigned int maxAcfOrder, bool useExactCalculation = true);
                ~Statistics();

                void nextSample(double value);

                unsigned long getNum() const;

                double getMean() const;

                double getVariance() const;

                double getAcf(unsigned int lag) const;

                static void testIncrementalAcf(unsigned int maxAcfOrder, double* values, unsigned int len, double accuracy);

                bool isIidAcf() const;

                bool isIidTurningPoint() const;

                bool isIidDifferenceSign() const;

                bool isIid() const;

                unsigned int getMaModelOrder() const;

};

#endif

---