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//
// $Id$
//
//
// Original author: Darren Kessner <darren@proteowizard.org>
//
// Copyright 2006 Louis Warschaw Prostate Cancer Center
// Cedars Sinai Medical Center, Los Angeles, California 90048
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
#define PWIZ_SOURCE
#include "Stats.hpp"
#include "pwiz/utility/misc/Std.hpp"
namespace pwiz {
namespace math {
class Stats::Impl
{
public:
Impl(const Stats::data_type& data);
Stats::vector_type mean() const;
Stats::matrix_type covariance() const;
Stats::matrix_type meanOuterProduct() const;
private:
unsigned int D_; // dimension of the data
int N_; // number of data points
Stats::vector_type sumData_;
Stats::matrix_type sumOuterProducts_;
void computeSums(const Stats::data_type& data);
};
Stats::Impl::Impl(const Stats::data_type& data)
: D_(0),
N_(data.size())
{
computeSums(data);
}
Stats::vector_type Stats::Impl::mean() const
{
return sumData_/N_;
}
Stats::matrix_type Stats::Impl::meanOuterProduct() const
{
return sumOuterProducts_/N_;
}
Stats::matrix_type Stats::Impl::covariance() const
{
Stats::vector_type m = mean();
return meanOuterProduct() - outer_prod(m, m);
}
void Stats::Impl::computeSums(const Stats::data_type& data)
{
if (data.size()>0) D_ = data[0].size();
sumData_ = Stats::vector_type(D_);
sumOuterProducts_ = Stats::matrix_type(D_, D_);
sumData_.clear();
sumOuterProducts_.clear();
for (Stats::data_type::const_iterator it=data.begin(); it!=data.end(); ++it)
{
if (it->size() != D_)
{
ostringstream message;
message << "[Stats::Impl::computeSums()] " << D_ << "-dimensional data expected: " << *it;
throw runtime_error(message.str());
}
sumData_ += *it;
sumOuterProducts_ += outer_prod(*it, *it);
}
}
PWIZ_API_DECL Stats::Stats(const Stats::data_type& data) : impl_(new Stats::Impl(data)) {}
PWIZ_API_DECL Stats::~Stats() {} // auto destruction of impl_
PWIZ_API_DECL Stats::vector_type Stats::mean() const {return impl_->mean();}
PWIZ_API_DECL Stats::matrix_type Stats::meanOuterProduct() const {return impl_->meanOuterProduct();}
PWIZ_API_DECL Stats::matrix_type Stats::covariance() const {return impl_->covariance();}
} // namespace math
} // namespace pwiz
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