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#3302 Weighted Geometric Mean Calculator. Improved algorithm

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This commit is contained in:
Bjørn Erik Jensen 2018-09-03 09:56:06 +02:00
parent 26b3065974
commit 2c5c007048
2 changed files with 28 additions and 4 deletions
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6
ApplicationCode/Application/Tools/RiaWeightedGeometricMeanCalculator.cpp
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@ -26,7 +26,7 @@
/// ///
//-------------------------------------------------------------------------------------------------- //--------------------------------------------------------------------------------------------------
RiaWeightedGeometricMeanCalculator::RiaWeightedGeometricMeanCalculator() RiaWeightedGeometricMeanCalculator::RiaWeightedGeometricMeanCalculator()
: m_aggregatedWeightedValue(1.0) : m_aggregatedWeightedValue(0.0)
, m_aggregatedWeight(0.0) , m_aggregatedWeight(0.0)
{ {
} }
@ -39,7 +39,7 @@ void RiaWeightedGeometricMeanCalculator::addValueAndWeight(double value, double
CVF_ASSERT(weight >= 0.0); CVF_ASSERT(weight >= 0.0);
// This can be a very big number, consider other algorithms if that becomes a problem // This can be a very big number, consider other algorithms if that becomes a problem
m_aggregatedWeightedValue *= std::pow(value, weight); m_aggregatedWeightedValue += (std::log(value) * weight);
m_aggregatedWeight += weight; m_aggregatedWeight += weight;
} }
@ -50,7 +50,7 @@ double RiaWeightedGeometricMeanCalculator::weightedMean() const
{ {
if (m_aggregatedWeight > 1e-7) if (m_aggregatedWeight > 1e-7)
{ {
return std::pow(m_aggregatedWeightedValue, 1 / m_aggregatedWeight); return std::exp(m_aggregatedWeightedValue / m_aggregatedWeight);
} }
return 0.0; return 0.0;

26
ApplicationCode/UnitTests/RiaWeightedGeometricMeanCalculator-Test.cpp
View File

@ -33,6 +33,30 @@ TEST(RiaWeightedGeometricMeanCalculator, BasicUsage)
); );
EXPECT_DOUBLE_EQ(5.0, calc.aggregatedWeight()); EXPECT_DOUBLE_EQ(5.0, calc.aggregatedWeight());
EXPECT_DOUBLE_EQ(expectedValue, calc.weightedMean()); EXPECT_NEAR(expectedValue, calc.weightedMean(), 1e-10);
} }
} }
//--------------------------------------------------------------------------------------------------
///
//--------------------------------------------------------------------------------------------------
TEST(RiaWeightedGeometricMeanCalculator, BigValues)
{
RiaWeightedGeometricMeanCalculator calc;
std::vector<double> values{ 3000000.0, 6000000.0, 1250000, 2200000 };
std::vector<double> weights{ 1.5, 3.5, 7, 5 };
for (size_t i = 0; i < values.size(); i++)
{
calc.addValueAndWeight(values[i], weights[i]);
}
double expectedValue = std::pow(
std::pow(3000000.0, 1.5) * std::pow(6000000.0, 3.5) * std::pow(1250000.0, 7) * std::pow(2200000.0, 5),
1 / (1.5 + 3.5 + 7 + 5)
);
EXPECT_DOUBLE_EQ(17.0, calc.aggregatedWeight());
EXPECT_NEAR(expectedValue, calc.weightedMean(), 1e-8);
}