/usr/include/CLAM/Stats.hxx is in libclam-dev 1.4.0-6.
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* Copyright (c) 2004 MUSIC TECHNOLOGY GROUP (MTG)
* UNIVERSITAT POMPEU FABRA
*
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
*/
#ifndef _Stats_
#define _Stats_
#include "BasicOps.hxx"
#include "Array.hxx"
#include <algorithm>
namespace CLAM{
template <unsigned int x,unsigned int y> class GreaterThan
{
public: static StaticBool<(x>y)> mIs;
};
template <unsigned int x,unsigned int y> StaticBool<(x>y)> GreaterThan<x,y>::mIs;
/**
* An StatMemory may hold a T value and remembers whether
* it has been set or is not initialized.
* It has two states, value memorized and no value memorized.
* By default is not memorized until it is assigned to a value that is copied.
* Then you can query the value using the call operator.
* By reseting it you are releasing the memory until a new assignement.
*/
template <typename T>
class StatMemory
{
public:
StatMemory() : mMemorized(false) {}
const StatMemory & operator = (const T & value)
{
mMemorized=true;
mMemory=value;
return *this;
}
bool HasValue()
{
return mMemorized;
}
void Reset()
{
mMemorized=false;
}
operator T()
{
CLAM_ASSERT(mMemorized,"Using a value that has not been memorized");
return mMemory;
}
private:
T mMemory;
bool mMemorized;
};
/** Class to hold basic statistics related to an array of arbitrary data. Statistics are computed
* efficiently and reusing computations whenever possible.
* @param abs whether the statistics are performed directly on the values (by default or template
* parameter=false) or on the absolute value of the array elements
* @param T the array type
* @param U the type of the resulting statistics
* @pre Most stats are not tolerant to size 0 data sets
*/
template <bool abs=false,class T=TData, class U=TData,int initOrder=5> class StatsTmpl
{
public:
/* @internal Only constructor available. We do not want a default constructor because then we could not be sure
* that data is consisten and we would have to be constantly be doing checks.*/
StatsTmpl(const Array<T>* data):mMoments(initOrder,5),mCentralMoments(initOrder,5),mCenterOfGravities(initOrder,5)
{
CLAM_ASSERT(data!=NULL,"Stats: A constructed array must be passed");
mData=data;
/*we initialize moments up to initOrder-th order, if higher moments are asked for
arrays are then resized*/
mMoments.SetSize(initOrder);
mCentralMoments.SetSize(initOrder);
mCenterOfGravities.SetSize(initOrder);
for(unsigned i=0;i<initOrder;i++)
{
mMoments[i]=NULL;
mCentralMoments[i]=NULL;
mCenterOfGravities[i]= NULL;
}
InitMoment((O<initOrder>*)(0));
}
~StatsTmpl()
{
for (int i=0;i<mMoments.Size();i++)
{
if(mMoments[i]) delete mMoments[i];
}
for (int i=0;i<mCentralMoments.Size();i++)
{
if(mCentralMoments[i]) delete mCentralMoments[i];
}
for (int i=0;i<mCenterOfGravities.Size();i++)
{
if(mCenterOfGravities[i]) delete mCenterOfGravities[i];
}
}
/** Method to change data array and reset all previous computations*/
void SetArray(const Array<T>* data)
{
Reset();
mData=data;
mCentroid.Reset();
}
/**
* Get order-th raw moment.
* This method just acts as a selector, if order is greater than init order, we cannot assure
* that the pointer has been initialized and we need extra checks (slow downs).
*/
template <int order> U GetMoment(const O<order>*)
{
return GetMoment((const O<order>*)(0),GreaterThan<order,initOrder>::mIs);
}
/** Get all raw moments up to the order indicated*/
template<int order> void GetMoments(Array<U>& moments, const O<order>*)
{
if(moments.Size()<order)
{
moments.Resize(order);
moments.SetSize(order);
}
pTmpArray=&moments;
GetChainedMoment((const O<order>*)(0));
pTmpArray=NULL;
}
/**
* Get order-th central moment.
* This method just acts as a selector, if order is greater than init order, we cannot assure
* that the pointer has been initialized and we need extra checks (slow downs).
*/
template <int order> U GetCentralMoment(const O<order>*)
{
return GetCentralMoment((const O<order>*)(0),GreaterThan<order,initOrder>::mIs);
}
/** Get all central moments up to the order indicated*/
template<int order> void GetCentralMoments(Array<U>& centralMoments,
const O<order>*)
{
if(centralMoments.Size()<order)
{
centralMoments.Resize(order);
centralMoments.SetSize(order);
}
pTmpArray=¢ralMoments;
GetChainedCentralMoment((const O<order>*)(0));
pTmpArray=NULL;
}
/**
* Get order-th center of gravity.
* This method just acts as a selector, if order is greater than init order, we cannot assure
* that the pointer has been initialized and we need extra checks (slow downs).
*/
template <int order> U GetCenterOfGravity(const O<order>*)
{
return GetCenterOfGravity((const O<order>*)(0),GreaterThan<order,initOrder>::mIs);
}
/** Get all center of gravities up to the order indicated*/
template<int order> void GetCenterOfGravities(Array<U>& centerOfGravities,
const O<order>*)
{
if(centerOfGravities.Size()<order)
{
centerOfGravities.Resize(order);
centerOfGravities.SetSize(order);
}
pTmpArray=¢erOfGravities;
GetChainedCenterOfGravity((const O<order>*)(0));
pTmpArray=NULL;
}
/**
* Get mean, compute it if necessary.
*
* \f[
* Mean(X) = \frac {\sum x_i} { Size(X) }
* \f]
*/
U GetMean()
{
if (mData->Size()<=0) return U(.0);
//FirstOrder* first;
return GetMoment(FirstOrder);
}
/**
* Get centroid, compute it if necessary.
*
* The centroid of a function returns the position \f$i\f$
* around which most higher values are concentrated.
*
* \f[
* Centroid(X) = \frac
* {\sum i \cdot x_i }
* {\sum x_i}
* \f]
*
* whenever the Mean(X) is less than 1e-7, then it will return the mid position
* \f[
* \frac{Size(X)-1}{2}
* \f]
*
*/
U GetCentroid()
{
// return GetCenterOfGravity(FirstOrder);
if (mCentroid.HasValue()) return mCentroid;
unsigned N = mData->Size();
U mean = GetMean();
if (mean < 1e-7 )
{
mCentroid = U(N-1)/2;
return mCentroid;
}
U centroid=0.0;
for (unsigned i = 0; i < N; i++)
{
centroid += (abs?Abs((*mData)[i]):(*mData)[i]) * (i+1);
}
mCentroid=centroid/mean/U(N) - 1;
return mCentroid;
}
/**
* Computes and returns the Spread arround the Centroid.
* \f[
* Spread(Y) = \frac
* {\sum_{i=0}^{N-1}{(Centroid(Y)-x_i)^2 y_i} }
* { \sum_{i=0}^{N-1}{y_i} }
* \f]
* The spread gives an idea on how much the distribution
* is NOT concentrated over the distribution centroid.
* Taking the array as a distribution and the values being probabilities,
* the spread would be the variance of such distribution.
*
* Significant values:
* - For a full concentration on a single bin: 0.0
* - For two balanced diracs on the extreme bins
* \f[
* Spread(BalancedDiracsDistribution) = {N^2 \over 4}
* \f]
* - For a uniform distribution the spread it's:
* \f[
* Spread(UniformDistribution) = \frac{(N-1)(N+1)}{12}
* \f]
*
* Singularities and solution:
* - When \f$\sum{y_i}\f$ is less than 1e-14 it return the uniform distribution
* formula above.
* - Centroid NaN silence NaN is solved inside GetCentroid
* - When Centroid is less than 0.2, 0.2 is taken as the centroid value.
*
* Normalization: Multiply the result by the square of the gap between
* arrays positions. ex. in an array representing a spectrum multiply by
* \f$ BinFreq^2 \f$
*
* @todo still not tested as stats but tested its usage for SpectralSpread
* @todo should use other stats than centroid to save computations
* @see GetCentroid
*/
U GetSpread()
{
const unsigned N = mData->Size();
const Array<T> & data = *mData;
const U centroid = GetCentroid();
// Compute spectrum variance around centroid frequency
TData variance = 0;
TData sumMags = 0;
for (unsigned i=0; i<N; i++)
{
U centroidDistance = i - centroid;
centroidDistance *= centroidDistance;
variance += centroidDistance * data[i];
sumMags += data[i];
}
// NaN solving: Silence is like a plain distribution
if (sumMags < 1e-14) return U(N+1) * (N-1) / 12;
return variance / sumMags;
}
/** Get standard deviation, compute it if necessary*/
U GetStandardDeviation()
{
return mStdDev(*mData,GetCentralMomentFunctor<2>(),true);
}
/**
* Get skewness coefficient, compute it if necessary.
*
* The Skewness of a distribution gives an idea of
* the assimetry of the variance of the values.
* @f[
* Skewness(X) = \frac
* {\sum{\left( (x_i-Mean(X))^3\right)} }
* {\left(
* \sum{\left(
* x_i-Mean(X)
* \right)^2}
* \right) ^\frac{3}{2} }
* @f]
* Tipical values:
* - This function returns greater positive values when
* there are more extreme values above the median than below.
* - Returns negative values when
* there are more extreme values below the median than above.
* - Returns zero when the distribution of the \f$x_i\f$
* values around the Median is equilibrated.
*
* Singularities and solutions:
* - Constant functions: Currently returns NaN but, in the future,
* it should return 0 because it can be considered an
* equilibrated function.
*
* @todo Give an order of magnitude, limits or something
*/
U GetSkew()
{
return mSkew(*mData,mStdDev,GetCentralMomentFunctor<3>(),true);
}
/**
* Get kurtosis, compute it if necessary.
*
* The Kurtosis of a distribution gives an idea
* of the degree of pickness of the distribution.
* @f[
* Kurtosis(X) = \frac
* {\sum{\left( (x_i-Mean(X))^4\right)} }
* {\left(
* \sum{\left(
* x_i-Mean(X)
* \right)^2}
* \right) ^2 }
* @f]
*
* Tipical values:
* - A normal distribution of \f$x_i\f$ values has a kurtosis near to 3.
* - A constant distribution has a kurtosis of \f$\frac{-6(n^2+1)}{5(n^2-1)} + 3 \f$
*
* Singularities and solutions:
* - Constant functions: Currently returns 3 althought it is not clear
* that it should be the right one, and it can vary on future implementations.
*/
U GetKurtosis()
{
return mKurtosis(*mData,GetCentralMomentFunctor<2>(),GetCentralMomentFunctor<4>(),true);
}
/**
* Get variance, compute it if necessary.
*
* The variance is the mean cuadratic distance from the mean.
* @f[
* Variance(X) = \frac
* {\sum{\left( (x_i-Mean(X))^2\right)} }
* {Size(X)}
* @f]
*/
U GetVariance()
{
return GetCentralMoment(SecondOrder);
}
/**
* Get energy, compute it if necessary.
*
* @f[
* Energy(X) = \sum{{x_i}^2 }
* @f]
*
*/
T GetEnergy()
{
return mEnergy(*mData);
}
/**
* Get the Geometric mean, and computes it if necessary.
*
* The Geometric mean gives the mean magnitude order.
* It converges with the mean when all the values \f$x_i\f$ are closer.
*
* @f[
* GeometricMean(X) = {\left( \prod x_i \right)} ^ \frac{1}{Size(X) }
* @f]
* In order to make the computation cheap, For easy computation, logarithms are used.
* @f[
* \log (GeometricMean(X)) = \frac
* { \sum \log_e x_i }
* { Size(X) }
* @f]
*/
U GetGeometricMean()
{
return mGeometricMean(*mData);
}
/**
* Get the root means square (RMS), compute it if necessary.
* \f[
* \sqrt { \sum{{x_i}^2 } }
* \f]
* @todo Is it a mean??
* */
T GetRMS()
{
return mRMS(*mData);
}
/** Get maximum value */
T GetMax()
{
return mMaxElement(*mData);
}
/** Get minimum value */
T GetMin()
{
return mMinElement(*mData);
}
/**
* Computes and returns the Slope.
*
* The slope gives an idea of the mean pendent on the array:
* - Less than zero means that is decreasing
* - More than zero means that is increasing
* - Zero means that any tendency is the dominant
*
* The Slope is defined as:
* \f[
* {1 \over \sum{x_i}}
* { N \sum{i x_i } - \sum{i} \sum{x_i}
* \over
* {N \sum{i^2} - (\sum{i})^2 }}
* \f]
*
* We can transform this formula into one depending on the Centroid
* which is already calculated in order to obtain other stats:
* \f[
* 6 {
* { 2 Centroid - N + 1}
* \over
* { N (N-1) (N+1)}
* }
* \f]
*
* The slope is relative to the array position index.
* If you want to give to the array position a dimentional meaning,
* (p.e. frequency or time) then you should divide by the gap between array positions.
* for example GetSlope/BinFreq for a FFT or GetSlope*SampleRate for an audio
*
*/
U GetSlope()
{
// TODO: Sums where Y is used can be taken from Mean and Centroid
const TSize size = mData->Size();
// \sum^{i=0}_{N-1}(x_i)
// const TData sumY = GetMean()*size;
// \sum^{i=0}_{N-1}(i x_i)
// const TData sumXY = GetCentroid()*GetMean()*size;
// \sum^{i=0}_{N-1}(i)
// const TData sumX = (size-1)*size/2.0;
// \sum^{i=0}_{N-1}(i^2)
// const TData sumXX = (size-1)*(size)*(size+size-1)/6.0;
//TData num = size*sumXY - sumX*sumY;
// = size Centroid Mean size - (size-1)(size)(size)Mean/2
// = size^2 mean (Centroid - (size-1)/2)
//num = size*size*GetMean()*(GetCentroid()-(size-1)/2.0);
// size*sumXX - sumX*sumX =
// = size (size-1) size (size+size-1)/6 - (size-1)^2(size)^2/4
// = size^2 ( (size-1)(size+size-1)/6 - (size-1)^2/4 )
// = size^2 (size-1)( (size+size-1)/6 - (size-1)/4 )
// = size^2 (size-1)( (4*size-2) - (3*size-3) )/12
// = size^2 (size-1) (size+1)/12
//TData denum = (size*sumXX - sumX*sumX)*sumY;
// = size mean size^2 (size-1) (size+1) / 12
// = size^3 mean (size-1) (size+1) / 12
//denum = size*size*size * GetMean() * (size-1) * (size+1) /12.0;
// return num/denum;
// = size^2 mean (Centroid - (size-1)/2) / (size^3 mean (size-1) (size+1) / 12)
// = (Centroid - (size-1)/2) / (size (size-1) (size+1) /12)
// = ( 12*centroid - 6*size + 6 ) / ( size (size-1) (size+1) )
// = 6 (2*centroid - size + 1)) / ( size (size-1) (size+1) )
return 6*(2*GetCentroid() - size + 1) / (size * (size-1) * (size+1));
}
/**
* Get flatness, compute it if necessary.
*
* The flatness is the relation among the geometric mean and the arithmetic mean.
*
* \f[
* Flatness(X) = \frac
* {GeometricMean(X)}
* {Mean(X)}
* \f]
*
* Singularities and solution:
* - When the mean is lower than 1e-20, it is set at 1e-20
* - When the geometric mean is lower than 1e-20, it is set at 1e-20
* @todo Explain why this is a mesure of the flatness
* @bug Singularity solution don't work for non absolute stats
*/
U GetFlatness()
{
U mean = GetMean();
U geometricMean = GetGeometricMean();
if (mean<1e-20) mean=TData(1e-20);
if (geometricMean<1e-20 ) geometricMean=TData(1e-20);
return geometricMean/mean;
}
/**
* Reset all the cached computations.
* This method is called automatically if you change the data pointer
* using the SetData method, but it should be called explicitly whenever
* the values on that array changes externally.
*/
void Reset()
{
//Note: we keep previously allocated data, we just reset computations
for (int i=0;i<mMoments.Size();i++)
if(mMoments[i]!=NULL) mMoments[i]->Reset();
for (int i=0;i<mCentralMoments.Size();i++)
if(mCentralMoments[i]!=NULL) mCentralMoments[i]->Reset();
for (int i=0;i<mCenterOfGravities.Size();i++)
if(mCenterOfGravities[i]!=NULL) mCenterOfGravities[i]->Reset();
mKurtosis.Reset();
mStdDev.Reset();
mSkew.Reset();
mEnergy.Reset();
mRMS.Reset();
mGeometricMean.Reset();
mMaxElement.Reset();
mMinElement.Reset();
mCentroid.Reset();
}
private:
/**
* @warning The implementation of this statistic is numerically unstable.
* Don't use it.
*/
U GetTilt()
{
const Array<T>& Y = *mData;
const TSize size = mData->Size();
const U m1 = GetMean();
TData d1=0;
TData d2=0;
for (unsigned i=0;i<size;i++)
{
d1 += i/Y[i];
d2 += 1/Y[i];
}
// ti = m1/ai *(n - (d1/d2))
// SpecTilt = m1²/ti² * SUM[1/ai *(i-d1/d2)]
TData SumTi2 = 0;
TData Tilt = 0;
for (unsigned i=0;i<size;i++)
{
Tilt += (1/Y[i] *(i-d1/d2));
TData ti = m1/Y[i]*(i - (d1/d2));
SumTi2 += ti*ti;
}
Tilt*= (m1*m1/SumTi2);
return Tilt;
}
/** Chained method for initializing moments*/
template<int order> void InitMoment(const O<order>*)
{
if(mMoments[order-1]!=NULL)
delete mMoments[order-1];
mMoments[order-1]=new Moment<order,abs,T,U>;
if(mCentralMoments[order-1]!=NULL)
delete mCentralMoments[order-1];
mCentralMoments[order-1]=new CentralMoment<order,abs,T,U>;
if(mCenterOfGravities[order-1]!=NULL)
delete mCenterOfGravities[order-1];
mCenterOfGravities[order-1]= new CenterOfGravity<order,abs,T,U>;
InitMoment((O<order-1>*)(0));
}
/** Chained method terminator */
void InitMoment(O<1>*)
{
mMoments[0]=new Moment<1,abs,T,U>;
mCentralMoments[0]=new CentralMoment<1,abs,T,U>;
mCenterOfGravities[0]= new CenterOfGravity<1,abs,T,U>;
}
/** Get order-th raw moment, order is smaller than init order*/
template<int order> U GetMoment(const O<order>*,StaticFalse&)
{
return (*(dynamic_cast<Moment<order,abs,T,U>*> (mMoments[order-1])))(*mData);
}
/** Get order-th raw moment, order is greater than init order*/
template<int order> U GetMoment(const O<order>*,StaticTrue&)
{
if(order>mMoments.Size())
{
int previousSize=mMoments.Size();
mMoments.Resize(order);
mMoments.SetSize(order);
for(int i=previousSize;i<order;i++) mMoments[i]=NULL;
}
if(mMoments[order-1]==NULL)
{
mMoments[order-1]=new Moment<order,abs,T,U>;
}
//return GetMoment((const O<order>*)(0),StaticFalse());
return (*(dynamic_cast<Moment<order,abs,T,U>*> (mMoments[order-1])))(*mData);
}
/** Chained method to return moment indicated by order and previous*/
template<int order> void GetChainedMoment(const O<order>* )
{
(*pTmpArray)[order-1]=GetMoment((const O<order>*)(0));
GetChainedMoment((O<order-1>*)(0));
}
/** Chained method terminator*/
void GetChainedMoment(O<1>* )
{
(*pTmpArray)[0]=GetMoment((O<1>*)(0));
}
/** Get order-th central moment, order is smaller than init order*/
template<int order> U GetCentralMoment(const O<order>*,StaticFalse&)
{
CentralMoment<order,abs,T,U> & tmpMoment = GetCentralMomentFunctor<order>();
//first we see if we already have corresponding Raw Moments up to the order demanded
for(int i=0;i<order;i++)
{
//if we don't, we will have to compute them
if(mMoments[i]==NULL)
return tmpMoment(*mData);
}
// if we do, we will use formula that relates Central Moments with Raw Moments
return tmpMoment(*mData,mMoments);
}
/** Get order-th central moment, order is greater than init order*/
template<int order> U GetCentralMoment(const O<order>*,StaticTrue&)
{
if(order>mCentralMoments.Size())
{
const int previousSize=mCentralMoments.Size();
mCentralMoments.Resize(order+1);
mCentralMoments.SetSize(order+1);
for(int i=previousSize; i<order; i++) mCentralMoments[i]=NULL;
}
if(mCentralMoments[order-1]==NULL)
{
mCentralMoments[order-1] = new CentralMoment<order,abs,T,U>;
}
return GetCentralMoment((const O<order>*)(0),StaticFalse());
}
/** Chained method to return central moment indicated by order and previous*/
template<int order> void GetChainedCentralMoment(const O<order>* )
{
(*pTmpArray)[order-1]=GetCentralMoment((const O<order>*)(0));
GetChainedCentralMoment((O<order-1>*)(0));
}
/** Chained method terminator*/
void GetChainedCentralMoment(O<1>* )
{
(*pTmpArray)[0]=GetCentralMoment((O<1>*)(0));
}
/** Get order-th center of gravity, order is smaller than init order*/
template<int order> U GetCenterOfGravity(const O<order>*,StaticFalse& orderIsGreater)
{
return (*dynamic_cast<CenterOfGravity<order,abs,T,U>*> (mCenterOfGravities[order-1]))(*mData);
}
/** Get order-th center of gravity, order is greater than init order*/
template<int order> U GetCenterOfGravity(const O<order>*,StaticTrue& orderIsGreater)
{
if(order>mCenterOfGravities.Size())
{
int previousSize=mCenterOfGravities.Size();
mCenterOfGravities.Resize(order);
mCenterOfGravities.SetSize(order);
for(int i=previousSize;i<order;i++) mCenterOfGravities[i]=NULL;
}
if(mCenterOfGravities[order-1]=NULL)
{
mCenterOfGravities[order-1]=new CenterOfGravity<order,abs,T,U>;
}
return GetCenterOfGravity((const O<order>*)(0),StaticFalse());
}
/** Chained method to return center of gravity indicated by order and previous*/
template<int order> void GetChainedCenterOfGravity(const O<order>* )
{
(*pTmpArray)[order-1]=GetCenterOfGravity((const O<order>*)(0));
GetChainedCenterOfGravity((O<order-1>*)(0));
}
/** Chained method terminator*/
void GetChainedCenterOfGravity(O<1>* )
{
(*pTmpArray)[0]=GetCenterOfGravity((O<1>*)(0));
}
template <unsigned order>
CentralMoment<order,abs,T,U> & GetCentralMomentFunctor()
{
CLAM_ASSERT( signed(order-1) < mCentralMoments.Size(),
"Calling for a Central Moment order above the configured one");
typedef CentralMoment<order,abs,T,U> CentralMomentN;
const unsigned int position = order-1;
if (!mCentralMoments[position])
mCentralMoments[position] = new CentralMomentN;
return *dynamic_cast<CentralMomentN*>(mCentralMoments[position]);
}
Array<BaseMemOp*> mMoments;
Array<BaseMemOp*> mCentralMoments;
Array<BaseMemOp*> mCenterOfGravities;
KurtosisTmpl<abs,T,U> mKurtosis;
SkewTmpl<abs,T,U> mSkew;
StandardDeviationTmpl<abs,T,U> mStdDev;
EnergyTmpl<T> mEnergy;
RMSTmpl<T> mRMS;
GeometricMeanTmpl<T,U> mGeometricMean;
ComplexMaxElement<abs,T> mMaxElement;
ComplexMinElement<abs,T> mMinElement;
StatMemory<U> mCentroid;
const Array<T>* mData;
/** Dummy pointer used because of some VC6 limitations*/
Array<T>* pTmpArray;
};
typedef StatsTmpl<> Stats;
};//namespace
#endif
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