roc::core::MovStats< T > Class Template Reference

Rolling window moving average and variance. More...

#include <mov_stats.h>

Public Member Functions
	MovStats (IArena &arena, const size_t win_len)
	Initialize. More...
bool	is_valid () const
	Check that initial allocation succeeded. More...
void	add (const T &x)
	Shift rolling window by one sample x. More...
T	mov_avg () const
	Get moving average value. More...
T	mov_var () const
	Get variance. More...
T	mov_max () const
	Max value in sliding window. More...
T	mov_min () const
	Min value in sliding window. More...
ROC_ATTR_NODISCARD bool	extend_win (const size_t new_win)
	Extend rolling window length. More...

Detailed Description

template<typename T>
class roc::core::MovStats< T >

Rolling window moving average and variance.

Remarks

Efficiently implements moving average and variance based on approach described in https://www.dsprelated.com/showthread/comp.dsp/97276-1.php

Template Parameters

T	defines a sample type.

Definition at line 29 of file mov_stats.h.

Constructor & Destructor Documentation

MovStats()

template<typename T >

roc::core::MovStats< T >::MovStats ( IArena &  arena, const size_t  win_len  )

inline

Initialize.

Definition at line 32 of file mov_stats.h.

Member Function Documentation

add()

template<typename T >

void roc::core::MovStats< T >::add ( const T &  x )

inline

Shift rolling window by one sample x.

Definition at line 72 of file mov_stats.h.

extend_win()

template<typename T >

ROC_ATTR_NODISCARD bool roc::core::MovStats< T >::extend_win ( const size_t  new_win )

inline

Extend rolling window length.

Remarks

Potentially could cause a gap in the estimated values as decreases effective window size by dropping samples to the right from the cursor in the ring buffers: buffer_i_ win_len_ old win_len_ new ↓ ↓ ↓ [■■■■■■■■■■□□□□□□□□□□□□□□□□□□□□□-----------------—] ↑ ↑ ↑ Dropped samples.

Definition at line 138 of file mov_stats.h.

is_valid()

template<typename T >

bool roc::core::MovStats< T >::is_valid ( ) const

inline

Check that initial allocation succeeded.

Definition at line 67 of file mov_stats.h.

mov_avg()

template<typename T >

T roc::core::MovStats< T >::mov_avg ( ) const

inline

Get moving average value.

Definition at line 93 of file mov_stats.h.

mov_max()

template<typename T >

T roc::core::MovStats< T >::mov_max ( ) const

inline

Max value in sliding window.

Definition at line 119 of file mov_stats.h.

mov_min()

template<typename T >

T roc::core::MovStats< T >::mov_min ( ) const

inline

Min value in sliding window.

Definition at line 124 of file mov_stats.h.

mov_var()

template<typename T >

T roc::core::MovStats< T >::mov_var ( ) const

inline

Get variance.

Definition at line 106 of file mov_stats.h.

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

• roc_core/mov_stats.h