pq::MovingStats Class Reference

Inheritance diagram for pq::MovingStats:

Collaboration diagram for pq::MovingStats:

Public Member Functions
	MovingStats ()
	Default constructor (infinite time window).
virtual void	reset ()
	Resets the statistics.
virtual void	reset (float initMean, float initStdDev)
	Resets the filter with a prior estimate mean and standard deviation.
virtual float	update (float value, float alpha)
	Adds a value to the statistics (returns the mean).
virtual float	mean () const
	Returns an exponential moving average of the samples.
virtual float	meanSquared () const
	Return an exponential moving variance of the squared samples.
virtual float	var () const
	Returns an exponential moving variance of the samples.
virtual float	stdDev () const
	Returns the standard deviation of the samples.
virtual float	normalize (float value) const
	Returns the normalized value according N(0, 1).
virtual float	normalize (float value, float mean, float stdDev) const
	Returns the normalized value according to the computed statistics (mean and variance).
virtual bool	isOutlier (float value, float nStdDev=1.5f) const
	Returns true if the value is considered an outlier.
virtual bool	isLowOutlier (float value, float nStdDev=1.5f) const
	Returns true if the value is considered a low outlier (below average).
virtual bool	isHighOutlier (float value, float nStdDev=1.5f) const
	Returns true if the value is considered a high outlier (above average).
virtual float	stddev () const

Public Attributes
MovingAverage	_mean
MovingAverage	_mean2

Member Function Documentation

isHighOutlier()

bool pq::MovingStats::isHighOutlier ( float  value, float  nStdDev = 1.5f  ) const

virtual

Returns true if the value is considered a high outlier (above average).

Parameters

value	the raw value to be tested (non-normalized)
nStdDev	the number of standard deviations (typically between 1 and 3); low values = more sensitive

Returns

true if value is nStdDev number of standard deviations above mean

isLowOutlier()

bool pq::MovingStats::isLowOutlier ( float  value, float  nStdDev = 1.5f  ) const

virtual

Returns true if the value is considered a low outlier (below average).

Parameters

value	the raw value to be tested (non-normalized)
nStdDev	the number of standard deviations (typically between 1 and 3); low values = more sensitive

Returns

true if value is nStdDev number of standard deviations below mean

isOutlier()

bool pq::MovingStats::isOutlier ( float  value, float  nStdDev = 1.5f  ) const

virtual

Returns true if the value is considered an outlier.

Parameters

value	the raw value to be tested (non-normalized)
nStdDev	the number of standard deviations (typically between 1 and 3); low values = more sensitive

Returns

true if value is nStdDev number of standard deviations above or below mean

reset() [1/2]

void pq::MovingStats::reset ( )

virtual

Resets the statistics.

Reimplemented in pq::Normalizer.

reset() [2/2]

void pq::MovingStats::reset ( float  initMean, float  initStdDev  )

virtual

Resets the filter with a prior estimate mean and standard deviation.

Reimplemented in pq::Normalizer.

stddev()

virtual float pq::MovingStats::stddev ( ) const

inlinevirtual

Deprecated:

Returns the standard deviation of the samples.

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The documentation for this class was generated from the following files:

• /home/tats/Documents/workspace/Plaquette/src/MovingStats.h
• /home/tats/Documents/workspace/Plaquette/src/MovingStats.cpp