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+// SPDX-License-Identifier: Apache-2.0
+//
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup running_stat
+//! @{
+
+
+
+template<typename eT>
+inline
+arma_counter<eT>::~arma_counter()
+ {
+ arma_extra_debug_sigprint_this(this);
+ }
+
+
+
+template<typename eT>
+inline
+arma_counter<eT>::arma_counter()
+ : d_count( eT(0))
+ , i_count(uword(0))
+ {
+ arma_extra_debug_sigprint_this(this);
+ }
+
+
+
+template<typename eT>
+inline
+const arma_counter<eT>&
+arma_counter<eT>::operator++()
+ {
+ if(i_count < ARMA_MAX_UWORD)
+ {
+ i_count++;
+ }
+ else
+ {
+ d_count += eT(ARMA_MAX_UWORD);
+ i_count = 1;
+ }
+
+ return *this;
+ }
+
+
+
+template<typename eT>
+inline
+void
+arma_counter<eT>::operator++(int)
+ {
+ operator++();
+ }
+
+
+
+template<typename eT>
+inline
+void
+arma_counter<eT>::reset()
+ {
+ d_count = eT(0);
+ i_count = uword(0);
+ }
+
+
+
+template<typename eT>
+inline
+eT
+arma_counter<eT>::value() const
+ {
+ return d_count + eT(i_count);
+ }
+
+
+
+template<typename eT>
+inline
+eT
+arma_counter<eT>::value_plus_1() const
+ {
+ if(i_count < ARMA_MAX_UWORD)
+ {
+ return d_count + eT(i_count + 1);
+ }
+ else
+ {
+ return d_count + eT(ARMA_MAX_UWORD) + eT(1);
+ }
+ }
+
+
+
+template<typename eT>
+inline
+eT
+arma_counter<eT>::value_minus_1() const
+ {
+ if(i_count > 0)
+ {
+ return d_count + eT(i_count - 1);
+ }
+ else
+ {
+ return d_count - eT(1);
+ }
+ }
+
+
+
+//
+
+
+
+template<typename eT>
+inline
+running_stat<eT>::~running_stat()
+ {
+ arma_extra_debug_sigprint_this(this);
+ }
+
+
+
+template<typename eT>
+inline
+running_stat<eT>::running_stat()
+ : r_mean ( eT(0))
+ , r_var (typename running_stat<eT>::T(0))
+ , min_val ( eT(0))
+ , max_val ( eT(0))
+ , min_val_norm(typename running_stat<eT>::T(0))
+ , max_val_norm(typename running_stat<eT>::T(0))
+ {
+ arma_extra_debug_sigprint_this(this);
+ }
+
+
+
+//! update statistics to reflect new sample
+template<typename eT>
+inline
+void
+running_stat<eT>::operator() (const typename running_stat<eT>::T sample)
+ {
+ arma_extra_debug_sigprint();
+
+ if( arma_isfinite(sample) == false )
+ {
+ arma_debug_warn_level(3, "running_stat: sample ignored as it is non-finite" );
+ return;
+ }
+
+ running_stat_aux::update_stats(*this, sample);
+ }
+
+
+
+//! update statistics to reflect new sample (version for complex numbers)
+template<typename eT>
+inline
+void
+running_stat<eT>::operator() (const std::complex< typename running_stat<eT>::T >& sample)
+ {
+ arma_extra_debug_sigprint();
+
+ if( arma_isfinite(sample) == false )
+ {
+ arma_debug_warn_level(3, "running_stat: sample ignored as it is non-finite" );
+ return;
+ }
+
+ running_stat_aux::update_stats(*this, sample);
+ }
+
+
+
+//! set all statistics to zero
+template<typename eT>
+inline
+void
+running_stat<eT>::reset()
+ {
+ arma_extra_debug_sigprint();
+
+ // typedef typename running_stat<eT>::T T;
+
+ counter.reset();
+
+ r_mean = eT(0);
+ r_var = T(0);
+
+ min_val = eT(0);
+ max_val = eT(0);
+
+ min_val_norm = T(0);
+ max_val_norm = T(0);
+ }
+
+
+
+//! mean or average value
+template<typename eT>
+inline
+eT
+running_stat<eT>::mean() const
+ {
+ arma_extra_debug_sigprint();
+
+ return r_mean;
+ }
+
+
+
+//! variance
+template<typename eT>
+inline
+typename running_stat<eT>::T
+running_stat<eT>::var(const uword norm_type) const
+ {
+ arma_extra_debug_sigprint();
+
+ const T N = counter.value();
+
+ if(N > T(1))
+ {
+ if(norm_type == 0)
+ {
+ return r_var;
+ }
+ else
+ {
+ const T N_minus_1 = counter.value_minus_1();
+ return (N_minus_1/N) * r_var;
+ }
+ }
+ else
+ {
+ return T(0);
+ }
+ }
+
+
+
+//! standard deviation
+template<typename eT>
+inline
+typename running_stat<eT>::T
+running_stat<eT>::stddev(const uword norm_type) const
+ {
+ arma_extra_debug_sigprint();
+
+ return std::sqrt( (*this).var(norm_type) );
+ }
+
+
+
+//! minimum value
+template<typename eT>
+inline
+eT
+running_stat<eT>::min() const
+ {
+ arma_extra_debug_sigprint();
+
+ return min_val;
+ }
+
+
+
+//! maximum value
+template<typename eT>
+inline
+eT
+running_stat<eT>::max() const
+ {
+ arma_extra_debug_sigprint();
+
+ return max_val;
+ }
+
+
+
+template<typename eT>
+inline
+eT
+running_stat<eT>::range() const
+ {
+ arma_extra_debug_sigprint();
+
+ return (max_val - min_val);
+ }
+
+
+
+//! number of samples so far
+template<typename eT>
+inline
+typename get_pod_type<eT>::result
+running_stat<eT>::count() const
+ {
+ arma_extra_debug_sigprint();
+
+ return counter.value();
+ }
+
+
+
+//! update statistics to reflect new sample (version for non-complex numbers, non-complex sample)
+template<typename eT>
+inline
+void
+running_stat_aux::update_stats(running_stat<eT>& x, const eT sample, const typename arma_not_cx<eT>::result* junk)
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ typedef typename running_stat<eT>::T T;
+
+ const T N = x.counter.value();
+
+ if(N > T(0))
+ {
+ if(sample < x.min_val)
+ {
+ x.min_val = sample;
+ }
+
+ if(sample > x.max_val)
+ {
+ x.max_val = sample;
+ }
+
+ const T N_plus_1 = x.counter.value_plus_1();
+ const T N_minus_1 = x.counter.value_minus_1();
+
+ // note: variance has to be updated before the mean
+
+ const eT tmp = sample - x.r_mean;
+
+ x.r_var = N_minus_1/N * x.r_var + (tmp*tmp)/N_plus_1;
+
+ x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
+ //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
+ //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
+ }
+ else
+ {
+ x.r_mean = sample;
+ x.min_val = sample;
+ x.max_val = sample;
+
+ // r_var is initialised to zero
+ // in the constructor and reset()
+ }
+
+ x.counter++;
+ }
+
+
+
+//! update statistics to reflect new sample (version for non-complex numbers, complex sample)
+template<typename eT>
+inline
+void
+running_stat_aux::update_stats(running_stat<eT>& x, const std::complex<eT>& sample, const typename arma_not_cx<eT>::result* junk)
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ running_stat_aux::update_stats(x, std::real(sample));
+ }
+
+
+
+//! update statistics to reflect new sample (version for complex numbers, non-complex sample)
+template<typename eT>
+inline
+void
+running_stat_aux::update_stats(running_stat<eT>& x, const typename eT::value_type sample, const typename arma_cx_only<eT>::result* junk)
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ typedef typename eT::value_type T;
+
+ running_stat_aux::update_stats(x, std::complex<T>(sample));
+ }
+
+
+
+//! alter statistics to reflect new sample (version for complex numbers, complex sample)
+template<typename eT>
+inline
+void
+running_stat_aux::update_stats(running_stat<eT>& x, const eT& sample, const typename arma_cx_only<eT>::result* junk)
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ typedef typename eT::value_type T;
+
+ const T sample_norm = std::norm(sample);
+ const T N = x.counter.value();
+
+ if(N > T(0))
+ {
+ if(sample_norm < x.min_val_norm)
+ {
+ x.min_val_norm = sample_norm;
+ x.min_val = sample;
+ }
+
+ if(sample_norm > x.max_val_norm)
+ {
+ x.max_val_norm = sample_norm;
+ x.max_val = sample;
+ }
+
+ const T N_plus_1 = x.counter.value_plus_1();
+ const T N_minus_1 = x.counter.value_minus_1();
+
+ x.r_var = N_minus_1/N * x.r_var + std::norm(sample - x.r_mean)/N_plus_1;
+
+ x.r_mean = x.r_mean + (sample - x.r_mean)/N_plus_1;
+ //x.r_mean = (N/N_plus_1)*x.r_mean + sample/N_plus_1;
+ //x.r_mean = (x.r_mean + sample/N) * N/N_plus_1;
+ }
+ else
+ {
+ x.r_mean = sample;
+ x.min_val = sample;
+ x.max_val = sample;
+ x.min_val_norm = sample_norm;
+ x.max_val_norm = sample_norm;
+
+ // r_var is initialised to zero
+ // in the constructor and reset()
+ }
+
+ x.counter++;
+ }
+
+
+
+//! @}
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