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// Copyright 2022 The Chromium Authors
// Use of this source code is governed by a BSD-style license that can be
// found in the LICENSE file.
#ifndef COMPONENTS_PAGE_LOAD_METRICS_BROWSER_OBSERVERS_AD_METRICS_UNIVARIATE_STATS_H_
#define COMPONENTS_PAGE_LOAD_METRICS_BROWSER_OBSERVERS_AD_METRICS_UNIVARIATE_STATS_H_
#include <array>
namespace page_load_metrics {
// Tracks a variable to be able to calculate its first four moments of
// distribution (i.e. mean, variance, skewness, and kurtosis).
// http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
class UnivariateStats {
public:
struct DistributionMoments {
double mean = 0;
double variance = 0;
double skewness = 0;
// Default to -3 as we are measuring "excess kurtosis".
double excess_kurtosis = -3;
};
// Update the derived statistics given the new data point.
void Accumulate(double value, double weight);
// Calculate the population distribution mean, variance, skewness, and
// kurtosis of the data observed by `Accumulate()`. If `total_weight_` is too
// small, return the default `DistributionMoments`; if the variance is too
// small, only `mean` and `variance` will be set, and `skewness` and
// `kurtosis` will be their default values.
DistributionMoments CalculateStats() const;
private:
std::array<double, 4> sum_x_ = {};
double total_weight_ = 0;
};
} // namespace page_load_metrics
#endif // COMPONENTS_PAGE_LOAD_METRICS_BROWSER_OBSERVERS_AD_METRICS_UNIVARIATE_STATS_H_
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