diff options
| author | alex-sh <[email protected]> | 2022-02-10 16:50:03 +0300 |
|---|---|---|
| committer | Daniil Cherednik <[email protected]> | 2022-02-10 16:50:03 +0300 |
| commit | 3196904c9f5bf7aff7374eeadcb0671589581f61 (patch) | |
| tree | d13114a178799aeb203a4b3b43dd7fb0c4f6975f /library/cpp/linear_regression/welford.h | |
| parent | d154d11651ea533127249184148c3f023e2c6d0a (diff) | |
Restoring authorship annotation for <[email protected]>. Commit 1 of 2.
Diffstat (limited to 'library/cpp/linear_regression/welford.h')
| -rw-r--r-- | library/cpp/linear_regression/welford.h | 132 |
1 files changed, 66 insertions, 66 deletions
diff --git a/library/cpp/linear_regression/welford.h b/library/cpp/linear_regression/welford.h index ee865d66937..32c30f0a9a2 100644 --- a/library/cpp/linear_regression/welford.h +++ b/library/cpp/linear_regression/welford.h @@ -1,77 +1,77 @@ -#pragma once - +#pragma once + #include <library/cpp/accurate_accumulate/accurate_accumulate.h> - -#include <util/ysaveload.h> - -// accurately computes (w_1 * x_1 + w_2 * x_2 + ... + w_n * x_n) / (w_1 + w_2 + ... + w_n) -class TMeanCalculator { -private: - double Mean = 0.; - TKahanAccumulator<double> SumWeights; - -public: + +#include <util/ysaveload.h> + +// accurately computes (w_1 * x_1 + w_2 * x_2 + ... + w_n * x_n) / (w_1 + w_2 + ... + w_n) +class TMeanCalculator { +private: + double Mean = 0.; + TKahanAccumulator<double> SumWeights; + +public: Y_SAVELOAD_DEFINE(Mean, SumWeights); - - void Multiply(const double value); - void Add(const double value, const double weight = 1.); - void Remove(const double value, const double weight = 1.); - double GetMean() const; - double GetSumWeights() const; + + void Multiply(const double value); + void Add(const double value, const double weight = 1.); + void Remove(const double value, const double weight = 1.); + double GetMean() const; + double GetSumWeights() const; void Reset(); - + bool operator<(const TMeanCalculator& other) const { - return Mean < other.Mean; - } - + return Mean < other.Mean; + } + bool operator>(const TMeanCalculator& other) const { - return Mean > other.Mean; - } -}; - -// accurately computes (w_1 * x_1 * y_1 + w_2 * x_2 * y_2 + ... + w_n * x_n * y_n) / (w_1 + w_2 + ... + w_n) -class TCovariationCalculator { -private: - double Covariation = 0.; - - double FirstValueMean = 0.; - double SecondValueMean = 0.; - - TKahanAccumulator<double> SumWeights; - -public: + return Mean > other.Mean; + } +}; + +// accurately computes (w_1 * x_1 * y_1 + w_2 * x_2 * y_2 + ... + w_n * x_n * y_n) / (w_1 + w_2 + ... + w_n) +class TCovariationCalculator { +private: + double Covariation = 0.; + + double FirstValueMean = 0.; + double SecondValueMean = 0.; + + TKahanAccumulator<double> SumWeights; + +public: Y_SAVELOAD_DEFINE(Covariation, FirstValueMean, SecondValueMean, SumWeights); - - void Add(const double firstValue, const double secondValue, const double weight = 1.); - void Remove(const double firstValue, const double secondValue, const double weight = 1.); - - double GetFirstValueMean() const; - double GetSecondValueMean() const; - - double GetCovariation() const; - - double GetSumWeights() const; + + void Add(const double firstValue, const double secondValue, const double weight = 1.); + void Remove(const double firstValue, const double secondValue, const double weight = 1.); + + double GetFirstValueMean() const; + double GetSecondValueMean() const; + + double GetCovariation() const; + + double GetSumWeights() const; void Reset(); -}; - -// accurately computes (w_1 * x_1 * x_1 + w_2 * x_2 * x_2 + ... + w_n * x_n * x_n) / (w_1 + w_2 + ... + w_n) -class TDeviationCalculator { -private: - double Deviation = 0.; - TMeanCalculator MeanCalculator; - -public: +}; + +// accurately computes (w_1 * x_1 * x_1 + w_2 * x_2 * x_2 + ... + w_n * x_n * x_n) / (w_1 + w_2 + ... + w_n) +class TDeviationCalculator { +private: + double Deviation = 0.; + TMeanCalculator MeanCalculator; + +public: Y_SAVELOAD_DEFINE(Deviation, MeanCalculator); - - void Add(const double value, const double weight = 1.); - void Remove(const double value, const double weight = 1.); - - double GetMean() const; - double GetDeviation() const; - double GetStdDev() const; - - double GetSumWeights() const; + + void Add(const double value, const double weight = 1.); + void Remove(const double value, const double weight = 1.); + + double GetMean() const; + double GetDeviation() const; + double GetStdDev() const; + + double GetSumWeights() const; void Reset(); -}; +}; |
