AM statistics

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

• Interfaces
• Requirements

Quick Overview

Histograms

uniform_histogram

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.

nonuniform_histogram

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).

partial_sum_counter

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