Numeric algorithms and constants module
#include "diplib/accumulators.h"
dip::FastVarianceAccumulator class

FastVarianceAccumulator computes mean and standard deviation by accumulating the sum of sample values and the sum of the square of sample values.

Contents

Samples are added one by one, using the Push method. Other members are used to retrieve estimates of the population statistics based on the samples seen up to that point. Formula used to compute population statistics are corrected, though the standard deviation is not an unbiased estimator. The accumulator uses a simple algorithm that could result in catastrophic cancellation if the variance is very small with respect to the mean; use dip::VarianceAccumulator to prevent it.

It is possible to accumulate samples in different objects (e.g. when processing with multiple threads), and add the accumulators together using the + operator.

It is also possible to remove a sample from the accumulator, using the Pop method. It is assumed that the particular value passed to this method had been added previously to the accumulator. If this is not the case, resulting means and variances are no longer correct.

Functions

auto Mean() const -> dip::dfloat
Unbiased estimator of population mean
auto Number() const -> dip::uint
Number of samples
void Pop(dip::dfloat x)
Remove a sample from the accumulator
void Push(dip::dfloat x)
Add a sample to the accumulator
void Reset()
Reset the accumulator, leaving it as if newly allocated.
auto StandardDeviation() const -> dip::dfloat
Estimator of population standard deviation (it is not possible to derive an unbiased estimator)
auto Variance() const -> dip::dfloat
Unbiased estimator of population variance

Operators

auto operator+=(dip::FastVarianceAccumulator const& b) -> dip::FastVarianceAccumulator&
Combine two accumulators

Function documentation

void Reset( )

Reset the accumulator, leaving it as if newly allocated.

void Push( dip::dfloat x)

Add a sample to the accumulator

void Pop( dip::dfloat x)

Remove a sample from the accumulator

dip::uint Number( ) const

Number of samples

dip::dfloat Mean( ) const

Unbiased estimator of population mean

dip::dfloat Variance( ) const

Unbiased estimator of population variance

dip::dfloat StandardDeviation( ) const

Estimator of population standard deviation (it is not possible to derive an unbiased estimator)