blob: f9515f23186529379e7d5506e845918634acd173 [file] [log] [blame]
// Copyright 2018 The Chromium Authors
// Use of this source code is governed by a BSD-style license that can be
// found in the LICENSE file.
#include "chromecast/base/statistics/weighted_moving_average.h"
#include <math.h>
#include "base/check_op.h"
namespace chromecast {
WeightedMovingAverage::WeightedMovingAverage(int64_t max_x_range)
: max_x_range_(max_x_range) {
DCHECK_GE(max_x_range_, 0);
}
WeightedMovingAverage::~WeightedMovingAverage() {}
void WeightedMovingAverage::AddSample(int64_t x, int64_t y, double weight) {
DCHECK_GE(weight, 0);
if (!samples_.empty())
DCHECK_GE(x, samples_.back().x);
Sample sample = {x, y, weight};
samples_.push_back(sample);
mean_.AddSample(y, weight);
// Remove old samples.
while (x - samples_.front().x > max_x_range_) {
const Sample& old_sample = samples_.front();
mean_.AddSample(old_sample.y, -old_sample.weight);
samples_.pop_front();
}
DCHECK(!samples_.empty());
}
bool WeightedMovingAverage::Average(int64_t* average, double* error) const {
if (samples_.empty() || mean_.sum_weights() == 0)
return false;
*average = static_cast<int64_t>(round(mean_.weighted_mean()));
const double effective_sample_size =
mean_.sum_weights() * mean_.sum_weights() / mean_.sum_squared_weights();
const double variance = mean_.variance_sum() / mean_.sum_weights();
*error = sqrt(variance / effective_sample_size);
return true;
}
void WeightedMovingAverage::Clear() {
samples_.clear();
mean_ = WeightedMean();
}
} // namespace chromecast