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vpStatisticalTestMeanAdjustedCUSUM Class Reference
core: Core module » Mathematics » Other tools

#include <visp3/core/vpStatisticalTestMeanAdjustedCUSUM.h>

+ Inheritance diagram for vpStatisticalTestMeanAdjustedCUSUM:

Public Types

enum  vpMeanDriftType {
  MEAN_DRIFT_NONE = 0 , MEAN_DRIFT_DOWNWARD = 1 , MEAN_DRIFT_UPWARD = 2 , MEAN_DRIFT_BOTH = 3 ,
  MEAN_DRIFT_COUNT = 4 , MEAN_DRIFT_UNKNOWN = MEAN_DRIFT_COUNT
}
 
typedef enum vpStatisticalTestAbstract::vpMeanDriftType vpMeanDriftType
 

Public Member Functions

 vpStatisticalTestMeanAdjustedCUSUM (const float &h=4.f, const float &k=1.f, const unsigned int &nbPtsForStats=30)
 
float getDelta () const
 
float getH () const
 
float getK () const
 
float getTestSignalMinus () const
 
float getTestSignalPlus () const
 
void init (const float &h, const float &k, const unsigned int &nbPtsForStats)
 
void init (const float &delta, const float &limitDown, const float &limitUp, const unsigned int &nbPtsForStats)
 
void init (const float &h, const float &k, const float &mean, const float &stdev)
 
void init (const float &delta, const float &limitDown, const float &limitUp, const float &mean, const float &stdev)
 
void setDelta (const float &delta)
 
void setLimits (const float &limitDown, const float &limitUp)
 
void getLimits (float &limitDown, float &limitUp) const
 
float getMean () const
 
float getStdev () const
 
void init ()
 
void setMinStdev (const float &stdevmin)
 
void setNbSamplesForStat (const unsigned int &nbSamples)
 
vpMeanDriftType testDownUpwardMeanDrift (const float &signal)
 
vpMeanDriftType testDownwardMeanDrift (const float &signal)
 
vpMeanDriftType testUpwardMeanDrift (const float &signal)
 

Static Public Member Functions

static std::string vpMeanDriftTypeToString (const vpMeanDriftType &type)
 
static vpMeanDriftType vpMeanDriftTypeFromString (const std::string &name)
 
static std::string getAvailableMeanDriftType (const std::string &prefix="<", const std::string &sep=" , ", const std::string &suffix=">")
 
static void print (const vpMeanDriftType &type)
 

Protected Member Functions

virtual void computeDeltaAndLimits ()
 
virtual vpMeanDriftType detectDownwardMeanDrift () override
 
virtual vpMeanDriftType detectUpwardMeanDrift () override
 
virtual bool updateStatistics (const float &signal) override
 
virtual void updateTestSignals (const float &signal) override
 

Protected Attributes

float m_delta
 
float m_h
 
float m_half_delta
 
float m_k
 
float m_sminus
 
float m_splus
 
bool m_areStatisticsComputed
 
float m_count
 
float m_limitDown
 
float m_limitUp
 
float m_mean
 
unsigned int m_nbSamplesForStatistics
 
float * m_s
 
float m_stdev
 
float m_stdevmin
 
float m_sumForMean
 

Detailed Description

Class that permits to perform a mean adjusted Cumulative Sum test.

The mean adjusted CUSUM test is designed to detect drift in the mean $ \mu $ of an observed signal $ s(t) $.

Be $ \delta $ the amplitude of the mean drift we want to detect. Two test signals are computed at each iteration:

$ S_-(t) = max\{0, S_-(t-1) - (s(t) - \mu) - \frac{\delta}{2}\} $

$ S_+(t) = max\{0, S_+(t-1) + (s(t) - \mu) - \frac{\delta}{2}\} $

A downward alarm is raised if: $ S_-(t) >= thresh$

An upward alarm is raised if: $ S_+(t) >= thresh$

To ease the understanding of the detection threshold $ \delta $ and the alarm threshold $ thresh $, ViSP implemented these two thresholds as a multiple of the standard deviation of the signal $ \sigma $:

$ \delta = k \sigma , k \in R^{+*} $

$ thresh = h \sigma , h \in R^{+*} $

To have an Average Run Lenght of ~374 samples for a detection threshold $ \delta $ of 1 standard deviation $ \sigma $, set $ h $ to 4.76 .

To detect only downward drifts of the input signal $ s(t) $ use testDownwardMeanDrift().To detect only upward drifts in $ s(t) $ use testUpwardMeanDrift(). To detect both, downward and upward drifts use testDownUpwardMeanDrift().

Examples
testSPC.cpp, and tutorial-meandrift.cpp.

Definition at line 81 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Member Typedef Documentation

◆ vpMeanDriftType

typedef enum vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestAbstract::vpMeanDriftType
inherited

Enum that indicates if a drift of the mean occurred.

Member Enumeration Documentation

◆ vpMeanDriftType

enum vpStatisticalTestAbstract::vpMeanDriftType
inherited

Enum that indicates if a drift of the mean occurred.

Enumerator
MEAN_DRIFT_NONE 

No mean drift occurred

MEAN_DRIFT_DOWNWARD 

A downward drift of the mean occurred.

MEAN_DRIFT_UPWARD 

An upward drift of the mean occurred.

MEAN_DRIFT_BOTH 

Both an aupward and a downward drifts occurred.

MEAN_DRIFT_COUNT 
MEAN_DRIFT_UNKNOWN 

Definition at line 63 of file vpStatisticalTestAbstract.h.

Constructor & Destructor Documentation

◆ vpStatisticalTestMeanAdjustedCUSUM()

vpStatisticalTestMeanAdjustedCUSUM::vpStatisticalTestMeanAdjustedCUSUM ( const float &  h = 4.f,
const float &  k = 1.f,
const unsigned int &  nbPtsForStats = 30 
)

Construct a new vpStatisticalTestMeanAdjustedCUSUM object.

Parameters
[in]hThe alarm factor that permits to determine when the process is out of control from the standard deviation of the signal.
[in]kThe detection factor that permits to determine the slack of the CUSUM test, i.e. the minimum value of the jumps we want to detect, from the standard deviation of the signal.
[in]nbPtsForStatsThe number of samples to use to compute the mean and the standard deviation of the signal to monitor.

Definition at line 92 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References vpStatisticalTestAbstract::init().

Member Function Documentation

◆ computeDeltaAndLimits()

BEGIN_VISP_NAMESPACE void vpStatisticalTestMeanAdjustedCUSUM::computeDeltaAndLimits ( )
protectedvirtual

Compute the upper and lower limits of the test signal.

Definition at line 42 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References m_h, m_k, vpStatisticalTestAbstract::m_stdev, setDelta(), and setLimits().

Referenced by init(), and updateStatistics().

◆ detectDownwardMeanDrift()

vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestMeanAdjustedCUSUM::detectDownwardMeanDrift ( )
overrideprotectedvirtual

Detects if a downward mean drift occurred.

Returns
vpMeanDriftType::MEAN_DRIFT_DOWNWARD if a downward mean drift occurred, vpMeanDriftType::MEAN_DRIFT_NONE otherwise.
See also
detectUpwardMeanDrift()

Implements vpStatisticalTestAbstract.

Definition at line 50 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References vpStatisticalTestAbstract::m_limitDown, m_sminus, vpStatisticalTestAbstract::MEAN_DRIFT_DOWNWARD, and vpStatisticalTestAbstract::MEAN_DRIFT_NONE.

◆ detectUpwardMeanDrift()

vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestMeanAdjustedCUSUM::detectUpwardMeanDrift ( )
overrideprotectedvirtual

Detects if a upward jump occurred on the mean.

Returns
upwardJump if a upward jump occurred, noJump otherwise.

Implements vpStatisticalTestAbstract.

Definition at line 60 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References vpStatisticalTestAbstract::m_limitUp, m_splus, vpStatisticalTestAbstract::MEAN_DRIFT_NONE, and vpStatisticalTestAbstract::MEAN_DRIFT_UPWARD.

◆ getAvailableMeanDriftType()

std::string vpStatisticalTestAbstract::getAvailableMeanDriftType ( const std::string &  prefix = "<",
const std::string &  sep = " , ",
const std::string &  suffix = ">" 
)
staticinherited

Get the list of available vpMeanDriftType objects that are handled.

Parameters
[in]prefixThe prefix that should be placed before the list.
[in]sepThe separator between each element of the list.
[in]suffixThe suffix that should terminate the list.
Returns
std::string The list of handled type of process tests, presented as a string.
Examples
tutorial-meandrift.cpp.

Definition at line 82 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::MEAN_DRIFT_COUNT, and vpStatisticalTestAbstract::vpMeanDriftTypeToString().

◆ getDelta()

float vpStatisticalTestMeanAdjustedCUSUM::getDelta ( ) const
inline

Get the slack of the CUSUM test, i.e. amplitude of mean shift we want to be able to detect.

Returns
float The slack of the CUSUM test.

Definition at line 162 of file vpStatisticalTestMeanAdjustedCUSUM.h.

◆ getH()

float vpStatisticalTestMeanAdjustedCUSUM::getH ( ) const
inline

Get the alarm factor.

Returns
float The alarm factor.

Definition at line 172 of file vpStatisticalTestMeanAdjustedCUSUM.h.

◆ getK()

float vpStatisticalTestMeanAdjustedCUSUM::getK ( ) const
inline

Get the detection factor.

Returns
float The detection factor.

Definition at line 182 of file vpStatisticalTestMeanAdjustedCUSUM.h.

◆ getLimits()

void vpStatisticalTestAbstract::getLimits ( float &  limitDown,
float &  limitUp 
) const
inlineinherited

Get the upper and lower limits of the test signal.

Parameters
[out]limitDownThe lower limit.
[out]limitUpThe upper limit.
Examples
testSPC.cpp, and tutorial-meandrift.cpp.

Definition at line 175 of file vpStatisticalTestAbstract.h.

◆ getMean()

float vpStatisticalTestAbstract::getMean ( ) const
inlineinherited

Get the mean used as reference.

Returns
float The mean.
Examples
tutorial-meandrift.cpp.

Definition at line 186 of file vpStatisticalTestAbstract.h.

◆ getStdev()

float vpStatisticalTestAbstract::getStdev ( ) const
inlineinherited

Get the standard deviation used as reference.

Returns
float The standard deviation.
Examples
tutorial-meandrift.cpp.

Definition at line 196 of file vpStatisticalTestAbstract.h.

◆ getTestSignalMinus()

float vpStatisticalTestMeanAdjustedCUSUM::getTestSignalMinus ( ) const
inline

Get the latest value of the test signal for downward jumps of the mean.

Returns
float Its latest value.
Examples
tutorial-meandrift.cpp.

Definition at line 192 of file vpStatisticalTestMeanAdjustedCUSUM.h.

◆ getTestSignalPlus()

float vpStatisticalTestMeanAdjustedCUSUM::getTestSignalPlus ( ) const
inline

Get the latest value of the test signal for upward jumps of the mean.

Returns
float Its latest value.
Examples
tutorial-meandrift.cpp.

Definition at line 202 of file vpStatisticalTestMeanAdjustedCUSUM.h.

◆ init() [1/5]

void vpStatisticalTestAbstract::init ( )
inherited

(Re)Initialize the algorithm.

Definition at line 154 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::m_areStatisticsComputed, vpStatisticalTestAbstract::m_count, vpStatisticalTestAbstract::m_limitDown, vpStatisticalTestAbstract::m_limitUp, vpStatisticalTestAbstract::m_mean, vpStatisticalTestAbstract::m_nbSamplesForStatistics, vpStatisticalTestAbstract::m_s, vpStatisticalTestAbstract::m_stdev, and vpStatisticalTestAbstract::m_sumForMean.

Referenced by vpStatisticalTestHinkley::init(), vpStatisticalTestShewhart::init(), vpStatisticalTestEWMA::init(), init(), vpStatisticalTestSigma::init(), vpStatisticalTestEWMA::setAlpha(), vpStatisticalTestEWMA::vpStatisticalTestEWMA(), vpStatisticalTestMeanAdjustedCUSUM(), vpStatisticalTestShewhart::vpStatisticalTestShewhart(), and vpStatisticalTestSigma::vpStatisticalTestSigma().

◆ init() [2/5]

void vpStatisticalTestMeanAdjustedCUSUM::init ( const float &  delta,
const float &  limitDown,
const float &  limitUp,
const float &  mean,
const float &  stdev 
)

Initialize the mean adjusted CUSUM test.

Parameters
[in]deltaThe slack of the CUSUM test, i.e. the minimum value of the jumps we want to detect.
[in]limitDownThe lower limit of the CUSUM test, for the downward jumps.
[in]limitUpThe upper limit of the CUSUM test, for the upward jumps.
[in]meanThe expected mean of the signal to monitor.
[in]stdevThe expected standard deviation of the signal to monitor.

Definition at line 144 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::m_areStatisticsComputed, vpStatisticalTestAbstract::m_mean, m_sminus, m_splus, vpStatisticalTestAbstract::m_stdev, vpStatisticalTestAbstract::m_sumForMean, setDelta(), and setLimits().

◆ init() [3/5]

void vpStatisticalTestMeanAdjustedCUSUM::init ( const float &  delta,
const float &  limitDown,
const float &  limitUp,
const unsigned int &  nbPtsForStats 
)

Initialize the mean adjusted CUSUM test.

Parameters
[in]deltaThe slack of the CUSUM test, i.e. the minimum value of the jumps we want to detect.
[in]limitDownThe lower limit of the CUSUM test, for the downward jumps.
[in]limitUpThe upper limit of the CUSUM test, for the upward jumps.
[in]nbPtsForStatsThe number of points to use to compute the mean and the standard deviation of the signal to monitor.

Definition at line 119 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References vpStatisticalTestAbstract::init(), m_sminus, m_splus, setDelta(), setLimits(), and vpStatisticalTestAbstract::setNbSamplesForStat().

◆ init() [4/5]

void vpStatisticalTestMeanAdjustedCUSUM::init ( const float &  h,
const float &  k,
const float &  mean,
const float &  stdev 
)

Initialize the mean adjusted CUSUM test.

Parameters
[in]hThe alarm factor that permits to determine when the process is out of control from the standard deviation of the signal.
[in]kThe detection factor that permits to determine the slack of the CUSUM test, i.e. the minimum value of the jumps we want to detect, from the standard deviation of the signal.
[in]meanThe expected mean of the signal to monitor.
[in]stdevThe expected standard deviation of the signal to monitor.

Definition at line 129 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References computeDeltaAndLimits(), vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::m_areStatisticsComputed, m_h, m_k, vpStatisticalTestAbstract::m_mean, m_sminus, m_splus, vpStatisticalTestAbstract::m_stdev, and setLimits().

◆ init() [5/5]

void vpStatisticalTestMeanAdjustedCUSUM::init ( const float &  h,
const float &  k,
const unsigned int &  nbPtsForStats 
)

(Re)Initialize the mean adjusted CUSUM test.

Parameters
[in]hThe alarm factor that permits to determine when the process is out of control from the standard deviation of the signal.
[in]kThe detection factor that permits to determine the slack of the CUSUM test, i.e. the minimum value of the jumps we want to detect, from the standard deviation of the signal.
[in]nbPtsForStatsThe number of points to use to compute the mean and the standard deviation of the signal

Definition at line 104 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References vpStatisticalTestAbstract::init(), m_delta, m_h, m_half_delta, m_k, vpStatisticalTestAbstract::m_mean, m_sminus, m_splus, vpStatisticalTestAbstract::m_stdev, setLimits(), and vpStatisticalTestAbstract::setNbSamplesForStat().

◆ print()

void vpStatisticalTestAbstract::print ( const vpMeanDriftType &  type)
staticinherited

Print the message corresponding to the type of mean drift.

Parameters
[in]typeThe type of mean drift.

Definition at line 95 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::vpMeanDriftTypeToString().

◆ setDelta()

void vpStatisticalTestMeanAdjustedCUSUM::setDelta ( const float &  delta)
inline

Set the slack of the CUSUM test, i.e. the minimum value of the jumps we want to detect.

Parameters
[in]deltaThe slack of the CUSUM test.

Definition at line 257 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by computeDeltaAndLimits(), and init().

◆ setLimits()

void vpStatisticalTestMeanAdjustedCUSUM::setLimits ( const float &  limitDown,
const float &  limitUp 
)
inline

Set the upward and downward jump limits.

Parameters
[in]limitDownThe limit for the downward jumps.
[in]limitUpThe limit for the upward jumps.

Definition at line 269 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by computeDeltaAndLimits(), and init().

◆ setMinStdev()

void vpStatisticalTestAbstract::setMinStdev ( const float &  stdevmin)
inlineinherited

Set the minimum value of the standard deviation that is expected. The computed standard deviation cannot be lower this value if set.

Parameters
[in]stdevminThe minimum value of the standard deviation that is expected.

Definition at line 220 of file vpStatisticalTestAbstract.h.

◆ setNbSamplesForStat()

void vpStatisticalTestAbstract::setNbSamplesForStat ( const unsigned int &  nbSamples)
inherited

Set the number of samples required to compute the mean and standard deviation of the signal and allocate the memory accordingly.

Parameters
[in]nbSamplesThe number of samples we want to use.

Definition at line 190 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::m_nbSamplesForStatistics, and vpStatisticalTestAbstract::m_s.

Referenced by vpStatisticalTestHinkley::init(), vpStatisticalTestEWMA::init(), init(), vpStatisticalTestSigma::init(), and vpStatisticalTestAbstract::operator=().

◆ testDownUpwardMeanDrift()

vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestAbstract::testDownUpwardMeanDrift ( const float &  signal)
inherited

Test if a downward or an upward mean drift occurred according to the new value of the signal.

Parameters
[in]signalThe new value of the signal.
Returns
vpMeanDriftType The type of mean drift that occurred.
See also
testDownwardMeanDrift() testUpwardMeanDrift()
Examples
testSPC.cpp, and tutorial-meandrift.cpp.

Definition at line 199 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::detectDownwardMeanDrift(), vpStatisticalTestAbstract::detectUpwardMeanDrift(), vpStatisticalTestAbstract::m_areStatisticsComputed, vpStatisticalTestAbstract::MEAN_DRIFT_BOTH, vpStatisticalTestAbstract::MEAN_DRIFT_NONE, vpStatisticalTestAbstract::updateStatistics(), and vpStatisticalTestAbstract::updateTestSignals().

◆ testDownwardMeanDrift()

vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestAbstract::testDownwardMeanDrift ( const float &  signal)
inherited

Test if a downward mean drift occurred according to the new value of the signal.

Parameters
[in]signalThe new value of the signal.
Returns
vpMeanDriftType The type of mean drift that occurred.
See also
testUpwardMeanDrift()

Definition at line 224 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::detectDownwardMeanDrift(), vpStatisticalTestAbstract::m_areStatisticsComputed, vpStatisticalTestAbstract::MEAN_DRIFT_NONE, vpStatisticalTestAbstract::updateStatistics(), and vpStatisticalTestAbstract::updateTestSignals().

◆ testUpwardMeanDrift()

vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestAbstract::testUpwardMeanDrift ( const float &  signal)
inherited

Test if an upward mean drift occurred according to the new value of the signal.

Parameters
[in]signalThe new value of the signal.
Returns
vpMeanDriftType The type of mean drift that occurred.
See also
testDownwardMeanDrift()

Definition at line 236 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::detectUpwardMeanDrift(), vpStatisticalTestAbstract::m_areStatisticsComputed, vpStatisticalTestAbstract::MEAN_DRIFT_NONE, vpStatisticalTestAbstract::updateStatistics(), and vpStatisticalTestAbstract::updateTestSignals().

◆ updateStatistics()

bool vpStatisticalTestMeanAdjustedCUSUM::updateStatistics ( const float &  signal)
overrideprotectedvirtual

Update m_s and if enough values are available, compute the mean, the standard deviation and the limits.

Parameters
[in]signalThe new value of the signal to monitor.

Reimplemented from vpStatisticalTestAbstract.

Definition at line 70 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References computeDeltaAndLimits(), vpStatisticalTestAbstract::m_limitDown, vpStatisticalTestAbstract::m_limitUp, m_sminus, m_splus, and vpStatisticalTestAbstract::updateStatistics().

◆ updateTestSignals()

void vpStatisticalTestMeanAdjustedCUSUM::updateTestSignals ( const float &  signal)
overrideprotectedvirtual

Update the test signals.

Parameters
[in]signalThe new value of the signal to monitor.

Implements vpStatisticalTestAbstract.

Definition at line 86 of file vpStatisticalTestMeanAdjustedCUSUM.cpp.

References m_half_delta, vpStatisticalTestAbstract::m_mean, m_sminus, and m_splus.

◆ vpMeanDriftTypeFromString()

vpStatisticalTestAbstract::vpMeanDriftType vpStatisticalTestAbstract::vpMeanDriftTypeFromString ( const std::string &  name)
staticinherited

Cast a string into a vpMeanDriftType.

Parameters
[in]nameThe name of the mean drift.
Returns
vpMeanDriftType The corresponding vpMeanDriftType.
Examples
tutorial-meandrift.cpp.

Definition at line 65 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::MEAN_DRIFT_COUNT, vpStatisticalTestAbstract::MEAN_DRIFT_UNKNOWN, and vpStatisticalTestAbstract::vpMeanDriftTypeToString().

◆ vpMeanDriftTypeToString()

BEGIN_VISP_NAMESPACE std::string vpStatisticalTestAbstract::vpMeanDriftTypeToString ( const vpMeanDriftType &  type)
staticinherited

Cast a vpMeanDriftType into a string.

Parameters
[in]typeThe type of mean drift.
Returns
std::string The corresponding message.
Examples
testSPC.cpp, and tutorial-meandrift.cpp.

Definition at line 41 of file vpStatisticalTestAbstract.cpp.

References vpStatisticalTestAbstract::MEAN_DRIFT_BOTH, vpStatisticalTestAbstract::MEAN_DRIFT_DOWNWARD, vpStatisticalTestAbstract::MEAN_DRIFT_NONE, vpStatisticalTestAbstract::MEAN_DRIFT_UNKNOWN, and vpStatisticalTestAbstract::MEAN_DRIFT_UPWARD.

Referenced by vpStatisticalTestAbstract::getAvailableMeanDriftType(), vpStatisticalTestAbstract::print(), and vpStatisticalTestAbstract::vpMeanDriftTypeFromString().

Member Data Documentation

◆ m_areStatisticsComputed

bool vpStatisticalTestAbstract::m_areStatisticsComputed
protectedinherited

Set to true once the mean and the standard deviation are available.

Definition at line 108 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestAbstract::init(), vpStatisticalTestShewhart::init(), vpStatisticalTestHinkley::init(), vpStatisticalTestEWMA::init(), init(), vpStatisticalTestSigma::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestAbstract::testDownUpwardMeanDrift(), vpStatisticalTestAbstract::testDownwardMeanDrift(), vpStatisticalTestAbstract::testUpwardMeanDrift(), vpStatisticalTestAbstract::updateStatistics(), and vpStatisticalTestHinkley::updateStatistics().

◆ m_count

float vpStatisticalTestAbstract::m_count
protectedinherited

Current number of data used to compute the mean and the standard deviation.

Definition at line 109 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestHinkley::computeMean(), vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestAbstract::updateStatistics(), and vpStatisticalTestHinkley::updateTestSignals().

◆ m_delta

float vpStatisticalTestMeanAdjustedCUSUM::m_delta
protected

Slack of the CUSUM test, i.e. amplitude of mean shift we want to be able to detect.

Definition at line 84 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by init().

◆ m_h

float vpStatisticalTestMeanAdjustedCUSUM::m_h
protected

Alarm factor that permits to determine the limit telling when a mean shift occurs: $thresh = h * \sigma $ . To have an Average Run Lenght of ~374 samples for a detection of 1 stdev, set it to 4.76f

Definition at line 85 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by computeDeltaAndLimits(), and init().

◆ m_half_delta

float vpStatisticalTestMeanAdjustedCUSUM::m_half_delta
protected

Half of the amplitude we want to detect.

Definition at line 87 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by init(), and updateTestSignals().

◆ m_k

float vpStatisticalTestMeanAdjustedCUSUM::m_k
protected

Detection factor that permits to determine the slack: $\delta = k * \sigma$ .

Definition at line 88 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by computeDeltaAndLimits(), and init().

◆ m_limitDown

float vpStatisticalTestAbstract::m_limitDown
protectedinherited

Upper limit for the test signal m_wt.

Definition at line 110 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestEWMA::computeDeltaAndLimits(), vpStatisticalTestSigma::computeLimits(), vpStatisticalTestShewhart::computeLimits(), vpStatisticalTestEWMA::detectDownwardMeanDrift(), detectDownwardMeanDrift(), vpStatisticalTestShewhart::detectDownwardMeanDrift(), vpStatisticalTestSigma::detectDownwardMeanDrift(), vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestHinkley::setAlpha(), and updateStatistics().

◆ m_limitUp

float vpStatisticalTestAbstract::m_limitUp
protectedinherited

Lower limit for the test signal m_wt

Definition at line 111 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestEWMA::computeDeltaAndLimits(), vpStatisticalTestSigma::computeLimits(), vpStatisticalTestShewhart::computeLimits(), vpStatisticalTestEWMA::detectUpwardMeanDrift(), detectUpwardMeanDrift(), vpStatisticalTestShewhart::detectUpwardMeanDrift(), vpStatisticalTestSigma::detectUpwardMeanDrift(), vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestHinkley::setAlpha(), and updateStatistics().

◆ m_mean

float vpStatisticalTestAbstract::m_mean
protectedinherited

Mean of the monitored signal.

Definition at line 112 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestEWMA::computeDeltaAndLimits(), vpStatisticalTestSigma::computeLimits(), vpStatisticalTestShewhart::computeLimits(), vpStatisticalTestHinkley::computeMean(), vpStatisticalTestHinkley::computeSk(), vpStatisticalTestHinkley::computeTk(), vpStatisticalTestShewhart::detectDownwardMeanDrift(), vpStatisticalTestShewhart::detectUpwardMeanDrift(), vpStatisticalTestAbstract::init(), vpStatisticalTestShewhart::init(), vpStatisticalTestHinkley::init(), vpStatisticalTestEWMA::init(), init(), vpStatisticalTestSigma::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestAbstract::updateStatistics(), vpStatisticalTestEWMA::updateStatistics(), and updateTestSignals().

◆ m_nbSamplesForStatistics

unsigned int vpStatisticalTestAbstract::m_nbSamplesForStatistics
protectedinherited

Number of samples to use to compute the mean and the standard deviation.

Definition at line 113 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestAbstract::setNbSamplesForStat(), and vpStatisticalTestAbstract::updateStatistics().

◆ m_s

float* vpStatisticalTestAbstract::m_s
protectedinherited

Array that keeps the samples used to compute the mean and standard deviation.

Definition at line 114 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestSigma::getSignal(), vpStatisticalTestAbstract::init(), vpStatisticalTestAbstract::operator=(), vpStatisticalTestAbstract::setNbSamplesForStat(), vpStatisticalTestAbstract::updateStatistics(), and vpStatisticalTestAbstract::~vpStatisticalTestAbstract().

◆ m_sminus

float vpStatisticalTestMeanAdjustedCUSUM::m_sminus
protected

Test signal for downward mean shift: $ S_-(t) = max\{0, S_-(t-1) - (s(t) - \mu) - \frac{\delta}{2}\} $.

Definition at line 89 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by detectDownwardMeanDrift(), init(), updateStatistics(), and updateTestSignals().

◆ m_splus

float vpStatisticalTestMeanAdjustedCUSUM::m_splus
protected

Test signal for upward mean shift: $ S_+(t) = max\{0, S_+(t-1) + (s(t) - \mu) - \frac{\delta}{2}\} $.

Definition at line 90 of file vpStatisticalTestMeanAdjustedCUSUM.h.

Referenced by detectUpwardMeanDrift(), init(), updateStatistics(), and updateTestSignals().

◆ m_stdev

float vpStatisticalTestAbstract::m_stdev
protectedinherited

Standard deviation of the monitored signal.

Definition at line 115 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestHinkley::computeAlphaDelta(), vpStatisticalTestEWMA::computeDeltaAndLimits(), computeDeltaAndLimits(), vpStatisticalTestSigma::computeLimits(), vpStatisticalTestShewhart::computeLimits(), vpStatisticalTestAbstract::init(), vpStatisticalTestShewhart::init(), vpStatisticalTestEWMA::init(), vpStatisticalTestHinkley::init(), init(), vpStatisticalTestSigma::init(), vpStatisticalTestAbstract::operator=(), and vpStatisticalTestAbstract::updateStatistics().

◆ m_stdevmin

float vpStatisticalTestAbstract::m_stdevmin
protectedinherited

Minimum allowed standard deviation of the monitored signal.

Definition at line 116 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestAbstract::updateStatistics().

◆ m_sumForMean

float vpStatisticalTestAbstract::m_sumForMean
protectedinherited

Sum of the samples used to compute the mean and standard deviation.

Definition at line 117 of file vpStatisticalTestAbstract.h.

Referenced by vpStatisticalTestAbstract::init(), init(), vpStatisticalTestAbstract::operator=(), and vpStatisticalTestAbstract::updateStatistics().