premiere-libtorrent/include/libtorrent/sliding_average.hpp

/*

Copyright (c) 2010-2018, Arvid Norberg
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#ifndef TORRENT_SLIDING_AVERAGE_HPP_INCLUDED
#define TORRENT_SLIDING_AVERAGE_HPP_INCLUDED

#include <cstdint>
#include <cstdlib> // for std::abs
#include <limits>

#include "libtorrent/assert.hpp"

namespace libtorrent {

// an exponential moving average accumulator. Add samples to it and it keeps
// track of a moving mean value and an average deviation
template <typename Int, Int inverted_gain>
struct sliding_average
{
	static_assert(std::is_integral<Int>::value, "template argument must be integral");

	sliding_average(): m_mean(0), m_average_deviation(0), m_num_samples(0) {}
	sliding_average(sliding_average const&) = default;
	sliding_average& operator=(sliding_average const&) = default;

	void add_sample(Int s)
	{
		TORRENT_ASSERT(s < std::numeric_limits<Int>::max() / 64);
		// fixed point
		s *= 64;
		Int const deviation = (m_num_samples > 0) ? std::abs(m_mean - s) : 0;

		if (m_num_samples < inverted_gain)
			++m_num_samples;

		m_mean += (s - m_mean) / m_num_samples;

		if (m_num_samples > 1) {
			// the exact same thing for deviation off the mean except -1 on
			// the samples, because the number of deviation samples always lags
			// behind by 1 (you need to actual samples to have a single deviation
			// sample).
			m_average_deviation += (deviation - m_average_deviation) / (m_num_samples - 1);
		}
	}

	Int mean() const { return m_num_samples > 0 ? (m_mean + 32) / 64 : 0; }
	Int avg_deviation() const { return m_num_samples > 1 ? (m_average_deviation + 32) / 64 : 0; }
	int num_samples() const { return m_num_samples; }

private:
	// both of these are fixed point values (* 64)
	Int m_mean = 0;
	Int m_average_deviation = 0;
	// the number of samples we have received, but no more than inverted_gain
	// this is the effective inverted_gain
	int m_num_samples = 0;
};

}

#endif