libstatistics_collector::moving_average_statistics::MovingAverageStatistics Class Reference

#include <moving_average.hpp>

Public Member Functions
	MovingAverageStatistics ()=default
	~MovingAverageStatistics ()=default
double	Average () const RCPPUTILS_TSA_REQUIRES(mutex_)
double	Max () const RCPPUTILS_TSA_REQUIRES(mutex_)
double	Min () const RCPPUTILS_TSA_REQUIRES(mutex_)
double	StandardDeviation () const RCPPUTILS_TSA_REQUIRES(mutex_)
StatisticData	GetStatistics () const
void	Reset ()
virtual void	AddMeasurement (const double item)
uint64_t	GetCount () const

Detailed Description

A class for calculating moving average statistics. This operates in constant memory and constant time. Note: reset() must be called manually in order to start a new measurement window.

The statistics calculated are average, maximum, minimum, and standard deviation (population). All are calculated online without storing the observation data. Specifically, the average is a running sum and the variance is obtained by Welford's online algorithm (reference: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford%27s_online_algorithm) for standard deviation.

When statistics are not available, e.g. no observations have been made, NaNs are returned.

Constructor & Destructor Documentation

MovingAverageStatistics()

libstatistics_collector::moving_average_statistics::MovingAverageStatistics::MovingAverageStatistics ( )

default

~MovingAverageStatistics()

libstatistics_collector::moving_average_statistics::MovingAverageStatistics::~MovingAverageStatistics ( )

default

Member Function Documentation

Average()

double libstatistics_collector::moving_average_statistics::MovingAverageStatistics::Average

(

)

const

Returns the arithmetic mean of all data recorded. If no observations have been made, returns NaN.

Returns

The arithmetic mean of all data recorded, or NaN if the sample count is 0.

Max()

double libstatistics_collector::moving_average_statistics::MovingAverageStatistics::Max

(

)

const

Returns the maximum value recorded. If size of list is zero, returns NaN.

Returns

The maximum value recorded, or NaN if size of data is zero.

Min()

double libstatistics_collector::moving_average_statistics::MovingAverageStatistics::Min

(

)

const

Returns the minimum value recorded. If size of list is zero, returns NaN.

Returns

The minimum value recorded, or NaN if size of data is zero.

StandardDeviation()

double libstatistics_collector::moving_average_statistics::MovingAverageStatistics::StandardDeviation

(

)

const

Returns the standard deviation (population) of all data recorded. If size of list is zero, returns NaN.

Variance is obtained by Welford's online algorithm, see https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford%27s_online_algorithm

Returns

The standard deviation (population) of all data recorded, or NaN if size of data is zero.

GetStatistics()

StatisticData libstatistics_collector::moving_average_statistics::MovingAverageStatistics::GetStatistics

(

)

const

Return a StatisticData object, containing average, minimum, maximum, standard deviation (population), and sample count. For the case of no observations, the average, min, max, and standard deviation are NaN.

Returns

StatisticData object, containing average, minimum, maximum, standard deviation (population), and sample count.

Reset()

void libstatistics_collector::moving_average_statistics::MovingAverageStatistics::Reset

(

)

Reset all calculated values. Equivalent to a new window for a moving average.

AddMeasurement()

virtual void libstatistics_collector::moving_average_statistics::MovingAverageStatistics::AddMeasurement ( const double  item )

virtual

Observe a sample for the given window. The input item is used to calculate statistics. Note: any input values of NaN will be discarded and not added as a measurement.

Parameters

item	The item that was observed

GetCount()

uint64_t libstatistics_collector::moving_average_statistics::MovingAverageStatistics::GetCount

(

)

const

Return the number of samples observed

Returns

the number of samples observed

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The documentation for this class was generated from the following file:

• include/libstatistics_collector/moving_average_statistics/moving_average.hpp