From 88ee78b1a163eaddee7e880ac73943456040fce0 Mon Sep 17 00:00:00 2001
From: alex-sh <alex-sh@yandex-team.ru>
Date: Thu, 10 Feb 2022 16:50:03 +0300
Subject: Restoring authorship annotation for <alex-sh@yandex-team.ru>. Commit
2 of 2.
---
library/cpp/linear_regression/welford.cpp | 186 +++++++++++++++---------------
1 file changed, 93 insertions(+), 93 deletions(-)
(limited to 'library/cpp/linear_regression/welford.cpp')
diff --git a/library/cpp/linear_regression/welford.cpp b/library/cpp/linear_regression/welford.cpp
index e1539fd506..e27b1994f6 100644
--- a/library/cpp/linear_regression/welford.cpp
+++ b/library/cpp/linear_regression/welford.cpp
@@ -1,106 +1,106 @@
-#include "welford.h"
+#include "welford.h"
#include <util/generic/ymath.h>
-
-void TMeanCalculator::Multiply(const double value) {
- SumWeights *= value;
-}
-
-void TMeanCalculator::Add(const double value, const double weight /*= 1.*/) {
- SumWeights += weight;
- if (SumWeights.Get()) {
- Mean += weight * (value - Mean) / SumWeights.Get();
- }
-}
-
-void TMeanCalculator::Remove(const double value, const double weight /*= 1.*/) {
- SumWeights -= weight;
- if (SumWeights.Get()) {
- Mean -= weight * (value - Mean) / SumWeights.Get();
- }
-}
-
-double TMeanCalculator::GetMean() const {
- return Mean;
-}
-
-double TMeanCalculator::GetSumWeights() const {
- return SumWeights.Get();
-}
-
+
+void TMeanCalculator::Multiply(const double value) {
+ SumWeights *= value;
+}
+
+void TMeanCalculator::Add(const double value, const double weight /*= 1.*/) {
+ SumWeights += weight;
+ if (SumWeights.Get()) {
+ Mean += weight * (value - Mean) / SumWeights.Get();
+ }
+}
+
+void TMeanCalculator::Remove(const double value, const double weight /*= 1.*/) {
+ SumWeights -= weight;
+ if (SumWeights.Get()) {
+ Mean -= weight * (value - Mean) / SumWeights.Get();
+ }
+}
+
+double TMeanCalculator::GetMean() const {
+ return Mean;
+}
+
+double TMeanCalculator::GetSumWeights() const {
+ return SumWeights.Get();
+}
+
void TMeanCalculator::Reset() {
*this = TMeanCalculator();
}
-void TCovariationCalculator::Add(const double firstValue, const double secondValue, const double weight /*= 1.*/) {
- SumWeights += weight;
- if (SumWeights.Get()) {
- FirstValueMean += weight * (firstValue - FirstValueMean) / SumWeights.Get();
- Covariation += weight * (firstValue - FirstValueMean) * (secondValue - SecondValueMean);
- SecondValueMean += weight * (secondValue - SecondValueMean) / SumWeights.Get();
- }
-}
-
-void TCovariationCalculator::Remove(const double firstValue, const double secondValue, const double weight /*= 1.*/) {
- SumWeights -= weight;
- if (SumWeights.Get()) {
- FirstValueMean -= weight * (firstValue - FirstValueMean) / SumWeights.Get();
- Covariation -= weight * (firstValue - FirstValueMean) * (secondValue - SecondValueMean);
- SecondValueMean -= weight * (secondValue - SecondValueMean) / SumWeights.Get();
- }
-}
-
-double TCovariationCalculator::GetFirstValueMean() const {
- return FirstValueMean;
-}
-
-double TCovariationCalculator::GetSecondValueMean() const {
- return SecondValueMean;
-}
-
-double TCovariationCalculator::GetCovariation() const {
- return Covariation;
-}
-
-double TCovariationCalculator::GetSumWeights() const {
- return SumWeights.Get();
-}
-
+void TCovariationCalculator::Add(const double firstValue, const double secondValue, const double weight /*= 1.*/) {
+ SumWeights += weight;
+ if (SumWeights.Get()) {
+ FirstValueMean += weight * (firstValue - FirstValueMean) / SumWeights.Get();
+ Covariation += weight * (firstValue - FirstValueMean) * (secondValue - SecondValueMean);
+ SecondValueMean += weight * (secondValue - SecondValueMean) / SumWeights.Get();
+ }
+}
+
+void TCovariationCalculator::Remove(const double firstValue, const double secondValue, const double weight /*= 1.*/) {
+ SumWeights -= weight;
+ if (SumWeights.Get()) {
+ FirstValueMean -= weight * (firstValue - FirstValueMean) / SumWeights.Get();
+ Covariation -= weight * (firstValue - FirstValueMean) * (secondValue - SecondValueMean);
+ SecondValueMean -= weight * (secondValue - SecondValueMean) / SumWeights.Get();
+ }
+}
+
+double TCovariationCalculator::GetFirstValueMean() const {
+ return FirstValueMean;
+}
+
+double TCovariationCalculator::GetSecondValueMean() const {
+ return SecondValueMean;
+}
+
+double TCovariationCalculator::GetCovariation() const {
+ return Covariation;
+}
+
+double TCovariationCalculator::GetSumWeights() const {
+ return SumWeights.Get();
+}
+
void TCovariationCalculator::Reset() {
*this = TCovariationCalculator();
}
-void TDeviationCalculator::Add(const double value, const double weight /*= 1.*/) {
- const double lastMean = MeanCalculator.GetMean();
- MeanCalculator.Add(value, weight);
- Deviation += weight * (value - lastMean) * (value - MeanCalculator.GetMean());
-}
-
-void TDeviationCalculator::Remove(const double value, const double weight /*= 1.*/) {
- const double lastMean = MeanCalculator.GetMean();
- MeanCalculator.Remove(value, weight);
- Deviation -= weight * (value - lastMean) * (value - MeanCalculator.GetMean());
-}
-
-double TDeviationCalculator::GetMean() const {
- return MeanCalculator.GetMean();
-}
-
-double TDeviationCalculator::GetDeviation() const {
- return Deviation;
-}
-
-double TDeviationCalculator::GetStdDev() const {
- const double sumWeights = GetSumWeights();
- if (!sumWeights) {
- return 0.;
- }
- return sqrt(GetDeviation() / sumWeights);
-}
-
-double TDeviationCalculator::GetSumWeights() const {
- return MeanCalculator.GetSumWeights();
-}
+void TDeviationCalculator::Add(const double value, const double weight /*= 1.*/) {
+ const double lastMean = MeanCalculator.GetMean();
+ MeanCalculator.Add(value, weight);
+ Deviation += weight * (value - lastMean) * (value - MeanCalculator.GetMean());
+}
+
+void TDeviationCalculator::Remove(const double value, const double weight /*= 1.*/) {
+ const double lastMean = MeanCalculator.GetMean();
+ MeanCalculator.Remove(value, weight);
+ Deviation -= weight * (value - lastMean) * (value - MeanCalculator.GetMean());
+}
+
+double TDeviationCalculator::GetMean() const {
+ return MeanCalculator.GetMean();
+}
+
+double TDeviationCalculator::GetDeviation() const {
+ return Deviation;
+}
+
+double TDeviationCalculator::GetStdDev() const {
+ const double sumWeights = GetSumWeights();
+ if (!sumWeights) {
+ return 0.;
+ }
+ return sqrt(GetDeviation() / sumWeights);
+}
+
+double TDeviationCalculator::GetSumWeights() const {
+ return MeanCalculator.GetSumWeights();
+}
void TDeviationCalculator::Reset() {
*this = TDeviationCalculator();
--
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