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#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:
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 Reset();
bool operator<(const TMeanCalculator& other) const {
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:
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 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:
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 Reset();
};
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