contrib/gel/vifa/vifa_incr_var.cxx Source File

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00001 // This is gel/vifa/vifa_incr_var.cxx
00002 
00003 #include "vifa_incr_var.h"
00004 
00005 void vifa_incr_var::
00006 add_sample(double  data_point,
00007            double  prev_factor,
00008            double  curr_factor)
00009 {
00010   // Update the mean
00011   double  old_value = data_mean_;
00012   data_mean_ = (prev_factor * data_mean_) + (curr_factor * data_point);
00013 
00014   // Update the variance
00015   double  old_delta = data_mean_ - old_value;
00016   double  data_delta = data_mean_ - data_point;
00017   data_var_ = (prev_factor * (data_var_ + old_delta * old_delta)) +
00018         (curr_factor * data_delta * data_delta);
00019 
00020   // Track min/max data points
00021   min_max_.update(data_point);
00022 
00023   // Increment the count
00024   n_++;
00025 }
00026 
00027 void vifa_incr_var::
00028 add_sample(double  data_point)
00029 {
00030   int    current_n = this->get_n();
00031   double  prev_factor = ((double)current_n) / (current_n + 1);
00032   double  curr_factor = 1.0 / (current_n + 1);
00033   add_sample(data_point, prev_factor, curr_factor);
00034 }