slsDetectorPackage/slsDetectorCalibration/RunningStat.h

// SPDX-License-Identifier: LGPL-3.0-or-other
// Copyright (C) 2021 Contributors to the SLS Detector Package
class RunningStat {
  public:
    RunningStat() : m_n(0) {}

    void Clear() { m_n = 0; }

    void Push(double x) {
        m_n++;

        // See Knuth TAOCP vol 2, 3rd edition, page 232
        if (m_n == 1) {
            m_oldM = m_newM = x;
            m_oldS = 0.0;
        } else {
            m_newM = m_oldM + (x - m_oldM) / m_n;
            m_newS = m_oldS + (x - m_oldM) * (x - m_newM);

            // set up for next iteration
            m_oldM = m_newM;
            m_oldS = m_newS;
        }
    }

    int NumDataValues() const { return m_n; }

    double Mean() const { return (m_n > 0) ? m_newM : 0.0; }

    double Variance() const { return ((m_n > 1) ? m_newS / (m_n - 1) : 0.0); }

    double StandardDeviation() const { return sqrt(Variance()); }

  private:
    int m_n;
    double m_oldM, m_newM, m_oldS, m_newS;
};