statistics.h

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#ifndef INFUSE_SDK_INCLUDE_INFUSE_MATH_STATISTICS_H_
#define INFUSE_SDK_INCLUDE_INFUSE_MATH_STATISTICS_H_
 
#include <stdint.h>
#include <string.h>
 
#ifdef __cplusplus
extern "C" {
#endif
 
struct statistics_state {
        /* Variance approximation */
        int64_t v;
        /* Variance correction factor */
        int64_t w;
        /* Mean approximation */
        int32_t m;
        /* Mean fractional accumulation */
        int32_t p;
        /* Sequence count */
        uint32_t n;
};
 
static inline void statistics_reset(struct statistics_state *state)
{
        memset(state, 0x00, sizeof(*state));
}
 
void statistics_update(struct statistics_state *state, int32_t value);
 
static inline float statistics_mean(const struct statistics_state *state)
{
        if (state->n == 0) {
                return 0.0f;
        }
 
        /* Equation 8 */
        return (float)state->m + ((float)state->p / state->n);
}
 
static inline float statistics_variance(const struct statistics_state *state)
{
        if (state->n < 2) {
                return 0.0f;
        }
        float mean_error = statistics_mean(state) - state->m;
 
        /* Equation 9 */
        return (float)state->v + ((float)state->w / (float)(state->n - 1)) -
               (state->n * mean_error * mean_error / (state->n - 1));
}
 
static inline int32_t statistics_mean_rough(const struct statistics_state *state)
{
        return state->m;
}
 
static inline uint64_t statistics_variance_rough(const struct statistics_state *state)
{
        if (state->n < 2) {
                return 0;
        }
        return state->v + (state->w / (state->n - 1));
}
 
#ifdef __cplusplus
}
#endif
 
#endif /* INFUSE_SDK_INCLUDE_INFUSE_MATH_STATISTICS_H_ */