changes from the laptop

- some should be the same as previous commit (sorry!)
- some should be new: LINT checks, ...?
This commit is contained in:
2017-05-24 10:03:39 +02:00
parent f67f95d1ce
commit 04d8ae8c74
42 changed files with 1344 additions and 60 deletions

49
math/MovingStdDevTS.h Normal file
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#ifndef MOVINGSTDDEVTS_H
#define MOVINGSTDDEVTS_H
#include "MovingAverageTS.h"
/**
* moving stadnard-deviation using a given time-region
*/
template <typename T> class MovingStdDevTS {
private:
MovingAverageTS<T> avg;
MovingAverageTS<T> avg2;
public:
/** ctor with the window-size to use */
MovingStdDevTS(const Timestamp window, const T zeroElement) : avg(window, zeroElement), avg2(window, zeroElement) {
;
}
/** add a new entry */
void add(const Timestamp ts, const T& data) {
// E(x)
avg.add(ts, data);
// E(x^2)
avg2.add(ts, data*data);
}
/** get the current std-dev */
T get() const {
const T e = avg.get();
const T e2 = avg2.get();
const T var = e2 - e*e;
return std::sqrt(var);
}
};
#endif // MOVINGSTDDEVTS_H