1 /** 2 * Copyright (c) 2023 Huawei Device Co., Ltd. 3 * Licensed under the Apache License, Version 2.0 (the "License"); 4 * you may not use this file except in compliance with the License. 5 * You may obtain a copy of the License at 6 * 7 * http://www.apache.org/licenses/LICENSE-2.0 8 * 9 * Unless required by applicable law or agreed to in writing, software 10 * distributed under the License is distributed on an "AS IS" BASIS, 11 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 12 * See the License for the specific language governing permissions and 13 * limitations under the License. 14 */ 15 16 #ifndef LIBPANDABASE_UTILS_SEQUENCE_H 17 #define LIBPANDABASE_UTILS_SEQUENCE_H 18 19 #include <cmath> 20 21 namespace panda { 22 class Sequence { 23 public: Add(double val)24 void Add(double val) 25 { 26 if (empty_) { 27 mean_ = val; 28 variance_ = 0.0; 29 empty_ = false; 30 } else { 31 // Formula from "Incremental calculation of weighted mean and variance" by Tony Finch 32 // diff := x - mean 33 // incr := alpha * diff 34 // mean := mean + incr 35 // variance := (1 - alpha) * (variance + diff * incr) 36 // PDF available at https://fanf2.user.srcf.net/hermes/doc/antiforgery/stats.pdf 37 double diff = val - mean_; 38 double incr = DEFAULT_INCREMENTAL_FACTOR * diff; 39 mean_ += incr; 40 variance_ = (1.0 - DEFAULT_INCREMENTAL_FACTOR) * (variance_ + diff * incr); 41 } 42 } 43 GetMean()44 double GetMean() const 45 { 46 return mean_; 47 } 48 GetVariance()49 double GetVariance() const 50 { 51 return variance_; 52 } 53 GetStdDev()54 double GetStdDev() const 55 { 56 return sqrt(GetVariance()); 57 } 58 IsEmpty()59 bool IsEmpty() const 60 { 61 return empty_; 62 } 63 64 private: 65 bool empty_ {true}; 66 double mean_ {0.0}; 67 double variance_ {0.0}; 68 static constexpr double DEFAULT_INCREMENTAL_FACTOR = 0.3; 69 }; 70 } // namespace panda 71 #endif 72