MovingStats.cpp

/*
 * MovingStats.cpp
 *
 * (c) 2014 Sofian Audry -- info(@)sofianaudry(.)com
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

#include "MovingStats.h"

MovingStats::MovingStats(float alphaOrN) : avg(alphaOrN) { }
MovingStats::MovingStats(float alphaOrN, float startMean, float startVar)
  : avg(alphaOrN, startMean), _var(startVar) {
  reset(startMean, startVar);
}

void MovingStats::reset() {
  avg.reset();
  _var = 0;
}

void MovingStats::reset(float startMean, float startVar) {
  avg.reset(startMean);
  _var = startVar;
}

float MovingStats::update(float value)
 {
  avg.update(value);
  if (!isStarted())
    _var = 0;
  else {
    float diff = value - avg.get();
   _var   -= avg.alpha() * (_var - sq(diff));
  }

  return normalize(value);
}

bool MovingStats::isStarted() const {
  return avg.isStarted();
}