XDomainStatistics.m

classdef XDomainStatistics < handle
    %The purpose of this class is to keep basic statistics recursively
    %about empirically estimated one dimensional densities
    properties (SetAccess = 'private', GetAccess = 'public')
        Ex = [];
        Exx = [];
        xMax = [];
        xMin = [];
        cumWeight = 0;
    end
    methods
        function XDS = XDomainStatistics()
           XDS.Ex = 0;
           XDS.Exx = 0;
           XDS.cumWeight = 0;
           XDSXDS.xMax = realmin('double');
           XDS.xMin = realmax('double');
        end
        function Variance = Var(XDS)
           Variance = XDS.Exx - (XDS.Ex)^2;
        end
        function addPoint(XD,x,weight)
            if nargin == 2
                weight = 1;
            end

            if weight > 0 && numel(XD.Ex) > 0
                %Ex
                XD.Ex = (XD.Ex*XD.cumWeight + x*weight)/(XD.cumWeight + weight);

                %Exx
                XD.Exx = (XD.Exx*XD.cumWeight + (x^2)*weight)/(XD.cumWeight + weight);

                %xMax
                XD.xMax = max(XD.xMax,x);

                %xMin
                XD.xMin = min(XD.xMin,x);

                %cumWeight
                XD.cumWeight = XD.cumWeight + weight;
            else
                %Error weight or MMB.cumWeight is negative
                display(['Error: Cannot add (x,weight) double (',num2str(x),', ',num2str(weight),').']);
            end
        end
    end
end