running_stats.hpp

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#pragma once

#include <cmath>
#include <cstddef>

namespace cras
{

template<typename T>
class RunningStats
{
public:
  void reset();

  void addSample(T x);

  void removeSample(T x);

  size_t getCount() const;

  T getMean() const;

  T getVariance() const;

  T getSampleVariance() const;

  T getStandardDeviation() const;

  RunningStats<T>& operator+=(const RunningStats<T>& other);

  RunningStats<T> operator+(const RunningStats<T>& other) const;

  RunningStats<T>& operator+=(const T& sample);

  RunningStats<T> operator+(const T& sample) const;

  RunningStats<T>& operator-=(const RunningStats<T>& other);

  RunningStats<T> operator-(const RunningStats<T>& other) const;

  RunningStats<T>& operator-=(const T& sample);

  RunningStats<T> operator-(const T& sample) const;

protected:
  static T multiplyScalar(const T& val, double scalar);

  static T multiply(const T& val1, const T& val2);

  static T sqrt(const T& val);

  static T zero();

  size_t count {0u};

  T mean {RunningStats<T>::zero()};

  T var {RunningStats<T>::zero()};
};

}

#include "impl/running_stats.hpp"