Add statistics module, more functions to contribute.

fastlib2/fastlib/math/build.py

@@ -1,7 +1,7 @@
 
 librule(
-    sources = ["discrete.cc", "geometry.cc"],
-    headers = ["discrete.h", "geometry.h", "kernel.h", "math.h"],
+    sources = ["discrete.cc", "geometry.cc", "statistics.cc"],
+    headers = ["discrete.h", "geometry.h", "statistics.h", "kernel.h", "math.h"],
     deplibs = ["fastlib/base:base", "fastlib/col:col"]
     )
 

fastlib2/fastlib/math/statistics.cc

@@ -0,0 +1,48 @@
+// Copyright 2007 Georgia Institute of Technology. All rights reserved.
+// ABSOLUTELY NOT FOR DISTRIBUTION
+/**
+ * @file statistics.cc
+ *
+ * Implementation for statistics helpers.
+ */
+
+#include "statistics.h"
+#include "math.h"
+
+namespace math {
+
+double Mean(Vector V) {
+  double c = 0.0;
+  index_t n = V.length();
+  for (index_t i=0; i<n; i++)
+    c = c + V[i];
+  return c / n;
+}
+
+double Var(Vector V) {
+  double c = 0.0, mean, va, ep;
+  index_t n = V.length();
+
+  for (index_t i=0; i<n; i++)
+    c = c + V[i];
+  mean = c / n;
+
+  ep = 0.0; va = 0.0;
+  for (index_t i=0; i<n; i++) {
+    c = V[i] - mean;
+    ep = ep + c;
+    va = va + c * c;
+  }
+  return (va - ep * ep / n) / (n - 1);
+}
+
+double Std(Vector V) {
+  return sqrt( Var(V) );
+}
+  
+double Sigmoid(double x) {
+  return 1.0 / ( 1.0 + exp(-x) );
+}
+  
+
+};

fastlib2/fastlib/math/statistics.h

@@ -0,0 +1,55 @@
+// Copyright 2007 Georgia Institute of Technology. All rights reserved.
+// ABSOLUTELY NOT FOR DISTRIBUTION
+/**
+ * @file statistics.h
+ *
+ * Statistics utilities.
+ */
+
+#ifndef MATH_STATISTICS_H
+#define MATH_STATISTICS_H
+
+#include "fastlib/base/base.h"
+#include "fastlib/la/matrix.h"
+#include <math.h>
+
+namespace math {
+  /**
+   * Computes the mean value of a vector.
+   * Don't forget initializing V before using this function
+   *
+   * @param V the input vector
+   * @return the mean value
+   */
+  double Mean(Vector V);
+
+  /**
+   * Computes the variance of a vector using "corrected two-pass algorithm".
+   * See "Numerical Recipes in C" for reference.
+   * Don't forget initializing V before using this function.
+   *
+   * @param V the input vector
+   * @return the variance
+   */
+  double Var(Vector V);
+
+  /**
+   * Computes the standard deviation of a vector.
+   * Don't forget initializing V before using this function.
+   *
+   * @param V the input vector
+   * @return the standard deviation
+   */
+  double Std(Vector V);
+
+  /**
+   * Computes the sigmoid function of a real number x
+   * Sigmoid(x) = 1/[1+exp(-x)]
+   *
+   * @param x the input real number
+   * @return the sigmoid function value
+   */
+  double Sigmoid(double x);
+};
+
+#endif