route/vendor/github.com/dgryski/go-onlinestats/expweight.go

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package onlinestats
// From http://queue.acm.org/detail.cfm?id=2534976
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// Note that article has a "backwards" usage of alpha; this code uses the version documented in wikipedia
import "math"
type ExpWeight struct {
n int
m1 float64
v float64
alpha float64
}
func NewExpWeight(alpha float64) *ExpWeight {
return &ExpWeight{alpha: alpha}
}
func (e *ExpWeight) Push(x float64) {
if e.n == 0 {
e.m1 = x
e.v = 1
} else {
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e.m1 = e.alpha*x + (1-e.alpha)*e.m1
v := (x - e.m1)
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e.v = e.alpha*(v*v) + (1-e.alpha)*e.v
}
e.n++
}
func (e *ExpWeight) Len() int {
return e.n
}
func (e *ExpWeight) Mean() float64 {
return e.m1
}
func (e *ExpWeight) Var() float64 {
return e.v
}
func (e *ExpWeight) Stddev() float64 {
return math.Sqrt(e.v)
}