Class MovingAverageStatistics

• Defined in File moving_average.hpp

Class Documentation

class MovingAverageStatistics

A class for calculating moving average statistics. This operates in constant memory and constant time. Note: reset() must be called manually in order to start a new measurement window.

The statistics calculated are average, maximum, minimum, and standard deviation (population). All are calculated online without storing the observation data. Specifically, the average is a running sum and the variance is obtained by Welford’s online algorithm (reference: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford%27s_online_algorithm) for standard deviation.

When statistics are not available, e.g. no observations have been made, NaNs are returned.

Public Functions

MovingAverageStatistics() = default

~MovingAverageStatistics() = default

double Average () const RCPPUTILS_TSA_REQUIRES(mutex_)

Returns the arithmetic mean of all data recorded. If no observations have been made, returns NaN.

Returns:

The arithmetic mean of all data recorded, or NaN if the sample count is 0.

double Max () const RCPPUTILS_TSA_REQUIRES(mutex_)

Returns the maximum value recorded. If size of list is zero, returns NaN.

Returns:

The maximum value recorded, or NaN if size of data is zero.

double Min () const RCPPUTILS_TSA_REQUIRES(mutex_)

Returns the minimum value recorded. If size of list is zero, returns NaN.

Returns:

The minimum value recorded, or NaN if size of data is zero.

double StandardDeviation () const RCPPUTILS_TSA_REQUIRES(mutex_)

Returns the standard deviation (population) of all data recorded. If size of list is zero, returns NaN.

Variance is obtained by Welford’s online algorithm, see https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford%27s_online_algorithm

Returns:

The standard deviation (population) of all data recorded, or NaN if size of data is zero.

StatisticData GetStatistics() const

Return a StatisticData object, containing average, minimum, maximum, standard deviation (population), and sample count. For the case of no observations, the average, min, max, and standard deviation are NaN.

Returns:

StatisticData object, containing average, minimum, maximum, standard deviation (population), and sample count.

void Reset()

Reset all calculated values. Equivalent to a new window for a moving average.

virtual void AddMeasurement(const double item)

Observe a sample for the given window. The input item is used to calculate statistics. Note: any input values of NaN will be discarded and not added as a measurement.

Parameters:

item – The item that was observed

uint64_t GetCount() const

Return the number of samples observed

Returns:

the number of samples observed