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170 lines
6.9 KiB
Markdown
170 lines
6.9 KiB
Markdown
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# Statistic
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Header-only statistic library for Arduino includes sum, average, variance and standard deviation.
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The `statistic::Statistic<T, C, bool _useStdDev>` class template accepts 3 arguments:
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* **`typename T`:** The floating point type used to represent the statistics.
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* **`typename C`:** The unsigned integer type to store the number of values.
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* **`typename _useStdDev`:** Compile-time flag for using variance and standard deviation.
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To maintain backwards compatibility with API <= 0.4.4, the `Statistic`
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class implementation has been moved to the `statistic` namespace and a
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`typedef statistic::Statistic<float, uint32_t, true> Statistic` type
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definition has been created at global scope.
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The `useStdDev` boolean was moved from a run-time to a compile-time
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option for two reasons. First, the compile-time option allows the
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optimizer to eliminate dead code (calculating standard deviation and
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variances) for a slightly smaller code size. Second, it was observed
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in uses of the library that the `useStdDev` boolean was set once in
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the class constructor and was never modified at run-time.
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## Description
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The statistic library is made to get basic statistical information from a
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one dimensional set of data, e.g. a stream of values of a sensor.
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The stability of the formulas is improved by the help of Gil Ross (Thanks!).
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The template version (1.0.0) is created by Glen Cornell (Thanks!).
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#### Related
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- https://github.com/RobTillaart/Correlation
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- https://github.com/RobTillaart/GST - Golden standard test metrics
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- https://github.com/RobTillaart/Histogram
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- https://github.com/RobTillaart/RunningAngle
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- https://github.com/RobTillaart/RunningAverage
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- https://github.com/RobTillaart/RunningMedian
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- https://github.com/RobTillaart/statHelpers - combinations & permutations
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- https://github.com/RobTillaart/Statistic
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## Interface
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```cpp
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#include "Statistic.h"
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```
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#### Constructor
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- **Statistic(void)** Default constructor.
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- **statistic::Statistic<float, uint32_t, true>** Constructor, with value type, count type, and standard deviation flag.
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The types mentioned are the defaults of the template.
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You can override e.g. **statistic::Statistic<double, uint64_t, false>** for many high precision values.
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(assumes double >> float).
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- **void clear()** resets all internal variables and counters.
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#### Core
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- **typename T add(const typename T value)** returns value actually added to internal sum.
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If this differs from what should have been added, or even zero, the internal administration is running out of precision.
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If this happens after a lot of **add()** calls, it might become time to call **clear()**.
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Alternatively one need to define the statistic object with a more precise data type (typical double instead of float).
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- **typename C count()** returns zero if count == zero (of course). Must be checked to interpret other values.
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- **typename T sum()** returns zero if count == zero.
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- **typename T minimum()** returns zero if count == zero.
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- **typename T maximum()** returns zero if count == zero.
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- **typename T range()** returns maximum - minimum.
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- **typename T middle()** returns (minimum + maximum)/2. If T is an integer type rounding errors are possible.
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- **typename T average()** returns NAN if count == zero.
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These three functions only work if **useStdDev == true** (in the template).
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- **typename T variance()** returns NAN if count == zero.
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- **typename T pop_stdev()** returns NAN if count == zero.
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pop_stdev = population standard deviation,
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- **typename T unbiased_stdev()** returns NAN if count == zero.
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#### Deprecated methods
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- **Statistic(bool)** Constructor previously used to enable/disable the standard deviation functions.
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This argument now has no effect. It is recommended to migrate your code to the default constructor
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(which now also implicitly calls `clear()`).
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- **void clear(bool)** resets all variables. The boolean argument is ignored.
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It is recommended to migrate your code to `clear()` (with no arguments).
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#### Range() and middle()
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**Range()** and **middle()** are fast functions with limited statistical value.
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Still they have their uses.
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Given enough samples (e.g. 100+) and a normal distribution of the samples the **range()** is expected
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to be 3 to 4 times the **pop_stdev()**.
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If the range is larger than 4 standard deviations one might have added one or more outliers.
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Given enough samples (e.g. 100+) and a normal distribution, the **middle()** and **average()** are
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expected to be close to each other.
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Note: outliers can disrupt the **middle()**, Several non-normal distributions do too.
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## Operational
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See examples.
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## Faq
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See https://github.com/RobTillaart/Statistic/blob/master/FAQ.md
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## Future
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#### Must
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- update documentation
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- links that explain statistics in more depth
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#### Should
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- remove deprecated methods. (1.1.0)
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#### Could
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- add **expected average EA** compensation trick
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- every add will subtract EA before added to sum,
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- this will keep the **\_sum** to around zero.
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- this will move **average()** to around zero.
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- do not forget to add **EA** to average.
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- do not forget to add **EA** times count for sum.
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- does not affect the **std_dev()**
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- all functions will become slightly slower.
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- maybe in a derived class?
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- **lastTimeAdd()** convenience, user can track timestamp
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- **largestDelta()** largest difference between two consecutive additions.
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- need lastValue + delta so far.
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#### Wont
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- return values of **sum(), minimum(), maximum()** when **count()** == zero
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- should these be NaN, which is technically more correct?
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- does it exist for all value types? => No!
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- user responsibility to check **count()** first.
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## Support
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If you appreciate my libraries, you can support the development and maintenance.
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Improve the quality of the libraries by providing issues and Pull Requests, or
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donate through PayPal or GitHub sponsors.
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Thank you,
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