kazu
04d8ae8c74
- some should be the same as previous commit (sorry!) - some should be new: LINT checks, ...?
50 lines
767 B
C++
50 lines
767 B
C++
#ifndef MOVINGSTDDEVTS_H
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#define MOVINGSTDDEVTS_H
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#include "MovingAverageTS.h"
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/**
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* moving stadnard-deviation using a given time-region
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*/
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template <typename T> class MovingStdDevTS {
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private:
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MovingAverageTS<T> avg;
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MovingAverageTS<T> avg2;
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public:
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/** ctor with the window-size to use */
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MovingStdDevTS(const Timestamp window, const T zeroElement) : avg(window, zeroElement), avg2(window, zeroElement) {
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;
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}
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/** add a new entry */
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void add(const Timestamp ts, const T& data) {
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// E(x)
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avg.add(ts, data);
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// E(x^2)
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avg2.add(ts, data*data);
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}
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/** get the current std-dev */
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T get() const {
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const T e = avg.get();
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const T e2 = avg2.get();
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const T var = e2 - e*e;
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return std::sqrt(var);
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}
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};
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#endif // MOVINGSTDDEVTS_H
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