rolling_stats.h

Go to the documentation of this file.

// Copyright (c) Space-ng, inc. All rights reserved.
 
#pragma once
 
#include <cmath>
#include <cstddef>
#include <deque>
#include <numeric>
#include <stdexcept>
 
namespace sol3::math {
 
class RollingStats {
 public:
  explicit RollingStats(size_t window_size);
 
  template <typename T>
  void add(T value) {
    if (samples_.size() == window_size_) {
      samples_.pop_front();
    }
    samples_.push_back(static_cast<double>(value));
  }
 
  void clear();
 
  size_t count() const;
 
  size_t windowSize() const;
 
  bool isFull() const;
 
  double mean() const;
 
  double variance() const;
 
  double stddev() const;
 
 private:
  size_t window_size_;
  std::deque<double> samples_;
};
 
}  // namespace sol3::math