slsDetectorPackage/slsDetectorCalibration/MovingStat.h

// SPDX-License-Identifier: LGPL-3.0-or-other
// Copyright (C) 2021 Contributors to the SLS Detector Package
#ifndef MOVINGSTAT_H
#define MOVINGSTAT_H

#include <math.h>

class MovingStat {

    /** @short approximated moving average structure */
  public:
    /** constructor
        \param nn number of samples  parameter to be used
    */
    MovingStat(int nn) : n(nn), m_n(0), m_newM(0), m_newM2(0) {}
    //  void setPointers(double *me, double *va) {mean=me; var=va;}
    /**
       clears the moving average number of samples parameter, mean and standard
       deviation
    */
    void Clear() {
        m_n = 0;
        m_newM = 0;
        m_newM2 = 0;
    }

    /**
       clears the moving average number of samples parameter, mean and standard
       deviation
    */
    void Set(double val, double rms = 0, int m = -1) {
        if (m >= 0)
            m_n = m;
        else
            m_n = n;
        m_newM = val * m_n;
        SetRMS(rms);
        // cout << "set " << val << " " << m << " " << m_n << " " << m_newM <<
        // endl;
    }
    /**
       clears the moving average number of samples parameter, mean and standard
       deviation
    */
    void SetRMS(double rms) {
        if (rms <= 0) {
            if (m_n > 0)
                m_newM2 = m_newM * m_newM / m_n;
            else
                m_newM2 = 0;
            // m_n=0;
        } else {
            if (m_n > 0) {
                m_newM2 = (m_n * rms * rms + m_newM * m_newM / m_n);
            } else {
                m_newM2 = (m_n * rms * rms + m_newM * m_newM / n);
                m_n = 0;
            }
        }
    }

    /** sets number of samples parameter
        \param i number of samples  parameter to be set
    */

    int SetN(int i) {
        if (i >= 1)
            n = i;
        return n;
    };

    /**
        gets number of samples  parameter
        \returns actual number of samples   parameter
    */
    int GetN() { return m_n; };

    /** calculates the moving average i.e. adds if number of elements is lower
       than number of samples parameter, pushes otherwise \param x value to
       calculate the moving average
    */
    inline void Calc(double x) {
        if (m_n < n)
            Add(x);
        else
            Push(x);
    }
    /** adds the element to the accumulated average and standard deviation
       \param x value to add
    */
    inline void Add(double x) {
        m_n++;

        if (m_n == 1) {
            m_newM = x;
            m_newM2 = x * x;
        } else {
            m_newM = m_newM + x;
            m_newM2 = m_newM2 + x * x;
        }
    }

    inline void Push(double x) {
        /** adds the element to the accumulated average and squared mean, while
           subtracting the current value of the average and squared average
            \param x value to push
        */
        if (m_n == 0) {
            m_newM = x;
            m_newM2 = x * x;
            m_n++;
        } else {
            m_newM = m_newM + x - m_newM / m_n;
            m_newM2 = m_newM2 + x * x - m_newM2 / m_n;
        }
    }

    /** returns the current number of elements of the moving average
        \returns  returns the current number of elements of the moving average
     */
    int NumDataValues() const { return m_n; }
    /** returns the mean, 0 if no elements are inside
        \returns  returns the mean
     */
    inline double Mean() const {
        //  cout << "get " <<  m_n << " " << m_newM << " " << m_newM/m_n <<
        //  endl;

        return (m_n > 0) ? m_newM / m_n : 0.0;
    }

    /** returns the squared mean, 0 if no elements are inside
        \returns  returns the squared average
     */
    double M2() const { return ((m_n > 1) ? m_newM2 / m_n : 0.0); }

    /** returns the variance, 0 if no elements are inside
        \returns  returns the variance
     */
    inline double Variance() const {
        return (m_n > 0) ? m_newM2 / m_n - m_newM / m_n * m_newM / m_n : 0.0;
    }

    /** returns the standard deviation, 0 if no elements are inside
        \returns  returns the standard deviation
     */
    inline double StandardDeviation() const {

        return sqrt(Variance()); //
    }

  private:
    int n;          /**< number of samples parameter */
    int m_n;        /**< current number of elements */
    double m_newM;  /**< accumulated average */
    double m_newM2; /**< accumulated squared average */
};
#endif