juce_StatisticsAccumulator.h

/*
  ==============================================================================
 
   This file is part of the JUCE library.
   Copyright (c) 2022 - Raw Material Software Limited
 
   JUCE is an open source library subject to commercial or open-source
   licensing.
 
   The code included in this file is provided under the terms of the ISC license
   http://www.isc.org/downloads/software-support-policy/isc-license. Permission
   To use, copy, modify, and/or distribute this software for any purpose with or
   without fee is hereby granted provided that the above copyright notice and
   this permission notice appear in all copies.
 
   JUCE IS PROVIDED "AS IS" WITHOUT ANY WARRANTY, AND ALL WARRANTIES, WHETHER
   EXPRESSED OR IMPLIED, INCLUDING MERCHANTABILITY AND FITNESS FOR PURPOSE, ARE
   DISCLAIMED.
 
  ==============================================================================
*/
 
namespace juce
{
 
//==============================================================================
template <typename FloatType>
class StatisticsAccumulator
{
public:
    //==============================================================================
    StatisticsAccumulator() = default;
 
    //==============================================================================
    void addValue (FloatType v) noexcept
    {
        jassert (juce_isfinite (v));
 
        sum += v;
        sumSquares += v * v;
        ++count;
 
        if (v > maximum) maximum = v;
        if (v < minimum) minimum = v;
    }

    void reset() noexcept               { *this = StatisticsAccumulator<FloatType>(); }
 
    //==============================================================================
    FloatType getAverage() const noexcept
    {
        return count > 0 ? sum / (FloatType) count
                         : FloatType();
    }

    FloatType getVariance() const noexcept
    {
        return count > 0 ? (sumSquares - sum * sum / (FloatType) count) / (FloatType) count
                         : FloatType();
    }

    FloatType getStandardDeviation() const noexcept
    {
        return std::sqrt (getVariance());
    }

    FloatType getMinValue() const noexcept
    {
        return minimum;
    }

    FloatType getMaxValue() const noexcept
    {
        return maximum;
    }

    size_t getCount() const noexcept
    {
        return count;
    }
 
private:
    //==============================================================================
    struct KahanSum
    {
        KahanSum() = default;
        operator FloatType() const noexcept             { return sum; }
 
        void JUCE_NO_ASSOCIATIVE_MATH_OPTIMISATIONS operator+= (FloatType value) noexcept
        {
            FloatType correctedValue = value - error;
            FloatType newSum = sum + correctedValue;
            error = (newSum - sum) - correctedValue;
            sum = newSum;
        }
 
        FloatType sum{}, error{};
    };
 
    //==============================================================================
    size_t count { 0 };
    KahanSum sum, sumSquares;
    FloatType minimum {  std::numeric_limits<FloatType>::infinity() },
              maximum { -std::numeric_limits<FloatType>::infinity() };
};
 
} // namespace juce