cumulative_statistics.hpp

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/*****************************************************************************
** Ifdefs
*****************************************************************************/
 
#ifndef ecl_statistics_CUMULATIVE_STATISTICS_HPP_
#define ecl_statistics_CUMULATIVE_STATISTICS_HPP_
 
/*****************************************************************************
** Includes
*****************************************************************************/
 
#include <ecl/mpl.hpp>
#include <ecl/type_traits.hpp>
 
/*****************************************************************************
** Namespaces
*****************************************************************************/
 
namespace ecl {
 
/*****************************************************************************
** Interfaces
*****************************************************************************/
 
template <typename T, typename Enable = void>
class CumulativeStatistics : public ecl::FailedObject {};
 
template <typename T>
class CumulativeStatistics<T, typename ecl::enable_if< ecl::is_float<T> >::type> {
public:
  CumulativeStatistics(): number_of_data(0.0) {}
 
  void clear() { number_of_data = 0.0; }
 
  void push_back(const T & x)
  {
    number_of_data++;
    if(number_of_data == 1.0)
    {
      old_mean = new_mean = x;
      old_variance = 0.0;
    }
    else
    {
      new_mean = old_mean + static_cast<T>(x - old_mean) / number_of_data;
      new_variance = old_variance + static_cast<T>(x - old_mean) * static_cast<T>(x - new_mean);
 
      old_mean = new_mean;
      old_variance = new_variance;
    }
  }
 
  T size() const { return number_of_data; }
 
  T mean() const { return (number_of_data > 0) ? new_mean : 0.0; }
 
  T variance() const { return ((number_of_data > 1) ? new_variance / (number_of_data - 1) : 0.0); }
 
private:
  T number_of_data;
  T old_mean, old_variance;
  T new_mean, new_variance;
};
 
/*****************************************************************************
** Trailers
*****************************************************************************/
 
} // namespace ecl
 
#endif /* ecl_statistics_CUMULATIVE_STATISTICS_HPP_ */