PowerSum.hpp

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00001 #pragma ident "$Id: PowerSum.hpp 1155 2008-03-25 22:30:08Z ocibu $"
00002 
00003 //============================================================================
00004 //
00005 //  This file is part of GPSTk, the GPS Toolkit.
00006 //
00007 //  The GPSTk is free software; you can redistribute it and/or modify
00008 //  it under the terms of the GNU Lesser General Public License as published
00009 //  by the Free Software Foundation; either version 2.1 of the License, or
00010 //  any later version.
00011 //
00012 //  The GPSTk is distributed in the hope that it will be useful,
00013 //  but WITHOUT ANY WARRANTY; without even the implied warranty of
00014 //  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00015 //  GNU Lesser General Public License for more details.
00016 //
00017 //  You should have received a copy of the GNU Lesser General Public
00018 //  License along with GPSTk; if not, write to the Free Software Foundation,
00019 //  Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
00020 //  
00021 //  Copyright 2004, The University of Texas at Austin
00022 //
00023 //============================================================================
00024 
00025 //============================================================================
00026 //
00027 //This software developed by Applied Research Laboratories at the University of
00028 //Texas at Austin, under contract to an agency or agencies within the U.S. 
00029 //Department of Defense. The U.S. Government retains all rights to use,
00030 //duplicate, distribute, disclose, or release this software. 
00031 //
00032 //Pursuant to DoD Directive 523024 
00033 //
00034 // DISTRIBUTION STATEMENT A: This software has been approved for public 
00035 //                           release, distribution is unlimited.
00036 //
00037 //=============================================================================
00038 #ifndef GPSTK_POWERSUM_HPP
00039 #define GPSTK_POWERSUM_HPP
00040 
00041 #include <iostream>
00042 #include <list>
00043 
00044 namespace gpstk
00045 {
00046    /* This class computes the power sums of a list of numbers and computes
00047       various statistical values based upon these sums. This is a generalization
00048       of the Stats class that supports the higher-order moments. See
00049       http://mathworld.wolfram.com/PowerSum.html for a discussion of this approach.
00050    */
00051    class PowerSum
00052    {
00053    public:
00054       PowerSum() {clear();};
00055 
00056       const static int order = 4;
00057 
00059       void clear() throw();
00060 
00062       void add(double x) throw();
00063 
00069       void subtract(double x) throw();
00070 
00071       typedef std::list<double>::const_iterator dlc_iterator;
00072 
00074       void add(dlc_iterator b, dlc_iterator e) throw();
00075 
00078       void subtract(dlc_iterator b, dlc_iterator e) throw();
00079 
00081       double moment(int i) const throw();
00082 
00084       long size() const throw() {return n;}
00085       
00087       double average() const throw();
00088       double variance() const throw();
00089       double skew() const throw();
00090       double kurtosis() const throw();
00091 
00092       void dump(std::ostream& str) const throw();
00093 
00094    private:
00095       double s[order+1];
00096       long n;
00097 /*
00098   These are used to determine kurtosis values for specific confidence based upon
00099   the sample size.
00100   const double pnt[]={
00101   5,    7,    8,    9,   10,   12,   15,   20,   25,
00102   30,   40,   50,   75,  100,  200,  500, 1000, 1e5, 1.e30};
00103   // 5% critical values
00104   const double cv5[] = {
00105   2.90, 3.55, 3.70, 3.86, 3.95, 4.05, 4.13, 4.17, 4.16,
00106   4.11, 4.06, 3.99, 3.87, 3.77, 3.57, 3.37, 3.26, 3.10, 3.00};
00107   // 1% critical values
00108   const double cv1[]= {
00109   3.10, 4.23, 4.53, 4.82, 5.00, 5.20, 5.30, 5.36, 5.30,
00110   5.21, 5.04, 4.88, 4.59, 4.39, 3.98, 3.60, 3.41, 3.20, 3.00};
00111 */
00112    };
00113 
00114 }
00115 #endif

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