matstat.h File Reference

The Matstat library uses single pass algorithms to compute statistic measures such as mean and variance over many values. More...

Detailed Description

The Matstat library uses single pass algorithms to compute statistic measures such as mean and variance over many values.

The values can be immediately discarded after processing, keeping the memory requirement constant regardless of how many values need to be processed.

The design goal is to provide basic mathematical statistics operations on constrained devices with a "good enough" accuracy to be able to provide some descriptive measures of data. For more accurate measures of statistics, use a fancier library, or copy the data to a PC.

It is important to know that using integer operations will result in lower precision in the computed measures because of truncation.

Matstat library declarations

Author

Joakim Nohlgård joaki.nosp@m.m.no.nosp@m.hlgar.nosp@m.d@ei.nosp@m.stec..nosp@m.se

Definition in file matstat.h.

#include <stdint.h>

Include dependency graph for matstat.h:

Go to the source code of this file.

Data Structures
struct	matstat_state_t
	Internal state for computing running statistics. More...
#define	MATSTAT_STATE_INIT
	Empty state initializer.
void	matstat_clear (matstat_state_t *state)
	Reset state.
void	matstat_add (matstat_state_t *state, int32_t value)
	Add a sample to state.
static int32_t	matstat_mean (const matstat_state_t *state)
	Return the computed mean value of all samples so far.
uint64_t	matstat_variance (const matstat_state_t *state)
	Compute the sample variance of all samples so far.
void	matstat_merge (matstat_state_t *dest, const matstat_state_t *src)
	Combine two states.

Macro Definition Documentation

MATSTAT_STATE_INIT

#define MATSTAT_STATE_INIT

Value:

        (const matstat_state_t) { \
        .sum = 0, \
        .sum_sq = 0, \
        .count = 0, \
        .mean = 0, \
        .min = INT32_MAX, \
        .max = INT32_MIN, \
    }

Empty state initializer.

Definition at line 56 of file matstat.h.

Function Documentation

matstat_add()

void matstat_add	(	matstat_state_t *	state,
		int32_t	value
	)

Add a sample to state.

Parameters

[in]	state	State struct to operate on
[in]	value	Value to add to the state

matstat_clear()

void matstat_clear

(

matstat_state_t *

state

)

Reset state.

Parameters

[in]

state

State struct to clear

matstat_mean()

static int32_t matstat_mean ( const matstat_state_t *  state )

inlinestatic

Return the computed mean value of all samples so far.

Parameters

[in]

state

State struct to operate on

Returns

arithmetic mean

Definition at line 87 of file matstat.h.

matstat_merge()

void matstat_merge	(	matstat_state_t *	dest,
		const matstat_state_t *	src
	)

Combine two states.

Add the sums and count of src and dest, take the maximum of the max values and minimum of the min values. The result is written to dest.

Parameters

[in,out]	dest	destination state struct
[out]	src	source state struct

matstat_variance()

uint64_t matstat_variance

(

const matstat_state_t *

state

)

Compute the sample variance of all samples so far.

Parameters

[in]

state

State struct to operate on

Returns

sample variance