mirror of https://github.com/BOINC/boinc.git
77 lines
2.0 KiB
C++
77 lines
2.0 KiB
C++
// This file is part of BOINC.
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// http://boinc.berkeley.edu
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// Copyright (C) 2010 University of California
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//
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// BOINC is free software; you can redistribute it and/or modify it
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// under the terms of the GNU Lesser General Public License
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// as published by the Free Software Foundation,
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// either version 3 of the License, or (at your option) any later version.
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//
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// BOINC is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
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// See the GNU Lesser General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public License
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// along with BOINC. If not, see <http://www.gnu.org/licenses/>.
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#include "average.h"
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bool AVERAGE::update(double sample) {
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double delta, limit;
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bool truncated = false;
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if (sample < 0) return true;
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if (n) {
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if (sample > avg*sample_limit) {
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sample = avg*sample_limit;
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truncated = true;
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}
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}
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n++;
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if (n < n_threshold) {
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avg += (sample-avg)/n;
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} else {
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delta = sample - avg;
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avg += sample_weight*delta;
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}
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return truncated;
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}
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bool AVERAGE_VAR::update_var(double sample) {
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double delta, limit;
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bool truncated = false;
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if (sample < 0) return true;
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if (n) {
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if (sample > avg*sample_limit) {
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sample = avg*sample_limit;
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truncated = true;
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}
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}
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n++;
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if (n < n_threshold) {
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q += (sample - avg ) * (n - 1) / n;
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avg += (sample-avg)/n;
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var = q/n;
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} else {
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delta = sample - avg;
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avg += sample_weight*delta;
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double vdelta = (delta*delta - var);
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var += sample_weight*vdelta;
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}
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return truncated;
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}
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#if 0
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#include <stdio.h>
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#include "util.h"
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int main() {
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AVERAGE_VAR avg;
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avg.init(100, .01, 10);
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for (int i=0; i<1000; i++) {
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avg.update_var(drand());
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printf("%d %f %f\n", i, avg.get_avg(), sqrt(avg.get_var()));
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}
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}
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#endif
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