tatami_stats::variances::RunningDense< Output_, Value_, Index_ > Class Template Reference

Running variances from dense data. More...

#include <variances.hpp>

Public Member Functions
	RunningDense (Index_ num, Output_ *mean, Output_ *variance, bool skip_nan)
void	add (const Value_ *ptr)
void	finish ()

Detailed Description

template<typename Output_, typename Value_, typename Index_>
class tatami_stats::variances::RunningDense< Output_, Value_, Index_ >

Running variances from dense data.

Compute running means and variances from dense data using Welford's method. This considers a scenario with a set of equilength "objective" vectors \([v_1, v_2, v_3, ..., v_n]\), but data are only available for "observed" vectors \([p_1, p_2, p_3, ..., p_m]\), where the \(j\)-th element of \(p_i\) is the \(i\)-th element of \(v_j\). The idea is to repeatedly call add() for ptr corresponding to observed vectors from 0 to \(m - 1\), and then finally call finish() to obtain the mean and variance for each objective vector.

Template Parameters

Output_	Type of the output data.
Value_	Type of the input data.
Index_	Type of the row/column indices.

Constructor & Destructor Documentation

RunningDense()

template<typename Output_ , typename Value_ , typename Index_ >

tatami_stats::variances::RunningDense< Output_, Value_, Index_ >::RunningDense ( Index_ num, Output_ * mean, Output_ * variance, bool skip_nan )

inline

Parameters

	num	Number of objective vectors, i.e., \(n\).
[out]	mean	Pointer to an output array of length num. This should be zeroed on input; after finish() is called, this will contain the means for each objective vector.
[out]	variance	Pointer to an output array of length num, containing the variances for each objective vector. This should be zeroed on input; after finish() is called, this will contain the sample variance for each objective vector.
	skip_nan	See Options::skip_nan for details.

Member Function Documentation

add()

template<typename Output_ , typename Value_ , typename Index_ >

void tatami_stats::variances::RunningDense< Output_, Value_, Index_ >::add ( const Value_ * ptr )

inline

Add the next observed vector to the variance calculation.

Parameters

[in]

ptr

Pointer to an array of values of length num, corresponding to an observed vector.

finish()

template<typename Output_ , typename Value_ , typename Index_ >

void tatami_stats::variances::RunningDense< Output_, Value_, Index_ >::finish ( )

inline

Finish the variance calculation once all observed vectors have been passed to add().

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

• tatami_stats/variances.hpp