fixed issues with random walks

math/stats/Histogram.h

@@ -0,0 +1,94 @@
+#ifndef STATS_HISTOGRAM_H
+#define STATS_HISTOGRAM_H
+
+#define WITH_DEBUG_PLOT
+
+#ifdef WITH_DEBUG_PLOT
+#include <KLib/misc/gnuplot/Gnuplot.h>
+#include <KLib/misc/gnuplot/GnuplotPlot.h>
+#include <KLib/misc/gnuplot/GnuplotPlotElementLines.h>
+#endif
+
+#include <vector>
+
+namespace Stats {
+
+	template <typename Scalar> class Histogram {
+
+	#ifdef WITH_DEBUG_PLOT
+		K::Gnuplot gp;
+		K::GnuplotPlot plot;
+		K::GnuplotPlotElementLines lines;
+	#endif
+
+		Scalar min;
+		Scalar max;
+		int bins;
+		int cnt = 0;
+
+		std::vector<Scalar> counts;
+
+	public:
+
+		/** ctor */
+		Histogram(Scalar min, Scalar max, int bins) : min(min), max(max), bins(bins) {
+
+			clear();
+
+			#ifdef WITH_DEBUG_PLOT
+				plot.add(&lines);
+			#endif
+
+		}
+
+		int count() const {
+			return cnt;
+		}
+
+		void add(const Scalar x) {
+			const int idx = binIdx(x);
+			counts.at(idx) += 1;
+			++cnt;
+			if (cnt % 200 == 0) {showPlot();}
+		}
+
+		void clear() {
+			counts.clear();
+			counts.resize(bins);
+			cnt = 0;
+		}
+
+	#ifdef WITH_DEBUG_PLOT
+		void showPlot() {
+
+			lines.clear();
+
+			lines.add(K::GnuplotPoint2(-1,0));
+			for (size_t idx = 0; idx < counts.size(); ++idx) {
+				const Scalar val = binValue(idx);
+				const Scalar sum = counts[idx];
+				const K::GnuplotPoint2 gp2(val, sum);
+				lines.add(gp2);
+			}
+
+			gp.draw(plot);
+			gp.flush();
+
+		}
+	#endif
+
+	private:
+
+		int binIdx(const Scalar val) const {
+			return (val - min) / (max-min) * bins;
+		}
+
+		Scalar binValue(const int idx) {
+			return idx * (max-min) + min;
+		}
+
+	};
+
+}
+
+#endif // STATS_HISTOGRAM_H