1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
|
/**
* @file
*
* @author jeff.daily@pnnl.gov
*
* Copyright (c) 2015 Battelle Memorial Institute.
*/
#ifndef _STATS_H_
#define _STATS_H_
#include <math.h>
/** http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance */
#ifdef __cplusplus
extern "C" {
#endif
typedef struct stats {
unsigned long _n;
double _mean;
double _M2;
double _sum;
double _min;
double _max;
} stats_t;
static inline void stats_clear(stats_t *stats) {
stats->_n = 0UL;
stats->_mean = 0.0;
stats->_M2 = 0.0;
stats->_sum = 0.0;
stats->_min = 0.0;
stats->_max = 0.0;
}
static inline void stats_sample_value(stats_t *stats, const double x) {
double delta = 0;
/* extra stats */
stats->_sum = stats->_sum + x;
if (0UL == stats->_n) {
stats->_min = x;
stats->_max = x;
}
else {
stats->_min = stats->_min < x ? stats->_min : x;
stats->_max = stats->_max > x ? stats->_max : x;
}
stats->_n = stats->_n + 1UL;
delta = x - stats->_mean;
stats->_mean = stats->_mean + delta/stats->_n;
stats->_M2 = stats->_M2 + delta * (x - stats->_mean);
}
static inline double stats_variance(const stats_t * const stats) {
return stats->_M2/(stats->_n-1);
}
static inline double stats_stddev(const stats_t * const stats) {
return sqrt(stats_variance(stats));
}
#ifdef __cplusplus
}
#endif
#endif /* _STATS_H_ */
|
