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Header-only collection of statistics utilities for C++14

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AM statistics

Header-only collection of statistics utilities for C++14.

Quick Overview

Histograms

List of counters where the index of each counter is determined by mapping an input value to a range of bins of the same size.

List of counters where the index of each counter is determined by mapping an input value to a range of bins of non-uniform size (specified by their lower bounds).

List of counters with efficient partial sum (prefix sum) queries.

Accumulators

An accumulator provides running statistical analyses of a (growing) sample of values.

  • moments_accumulator
    • mean_accumulator (running mean)
    • variance_accumulator (includes running mean)
    • skewness_accumulator (includes running mean & variance)
    • kurtosis_accumulator (includes running mean, variance & skewness)
  • comparative_accumulator
    • min_accumulator
    • max_accumulator
  • reversible_comparative_accumulator (supports undo/pop operation)
    • reversible_min_accumulator
    • reversible_max_accumulator
  • min_max_moments_accumulator
  • reversible_min_max_moments_accumulator

Accumulator Interface

All accumulators have the following members:

using 
//reset accumulator
accumulator::clear();
accumulator::operator = (const argument_type&);

//add sample to statistics
accumulator::push(const argument_type&);
accumulator::operator += (const argument_type&);

Reversible accumulators also have:

//remove value from statistics
accumulator::pop(const argument_type&);
accumulator::operator -= (const argument_type&);

Accumulator Decorators

  • windowed<Accumulator> restricts statistics to the n latest samples
  • reversible<Accumulator> augments an accumulator with an undo history
  • combined<Accumulators...> combines several accumulators into one

Accumulator Adapters

  • histogram_accumulator augments a histogram with an accumulator interface

Requirements

  • requires C++14 conforming compiler
  • tested with g++ 5.3.1

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Header-only collection of statistics utilities for C++14

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