87 lines
1.3 KiB
Go
87 lines
1.3 KiB
Go
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package onlinestats
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// add http://www.itl.nist.gov/div898/handbook/eda/section3/eda35b.htm
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import "math"
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type Windowed struct {
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data []float64
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head int
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length int
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sum float64
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}
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func NewWindowed(capacity int) *Windowed {
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return &Windowed{
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data: make([]float64, capacity),
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}
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}
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func (w *Windowed) Push(n float64) float64 {
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old := w.data[w.head]
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w.length++
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w.data[w.head] = n
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w.head++
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if w.head >= len(w.data) {
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w.head = 0
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}
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w.sum -= old
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w.sum += n
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return old
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}
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func (w *Windowed) Len() int {
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if w.length < len(w.data) {
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return w.length
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}
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return len(w.data)
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}
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func (w *Windowed) Mean() float64 {
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return w.sum / float64(w.Len())
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}
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func (w *Windowed) Var() float64 {
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n := float64(w.Len())
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mean := w.Mean()
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l := w.Len()
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sum1 := 0.0
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sum2 := 0.0
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for i := 0; i < l; i++ {
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xm := w.data[i] - mean
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sum1 += xm * xm
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sum2 += xm
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}
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return (sum1 - (sum2*sum2)/n) / (n - 1)
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}
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func (w *Windowed) Stddev() float64 {
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return math.Sqrt(w.Var())
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}
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// Set sets the current windowed data. The length is reset, and Push() will start overwriting the first element of the array.
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func (w *Windowed) Set(data []float64) {
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if w.data != nil {
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w.data = w.data[:0]
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}
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w.data = append(w.data, data...)
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w.sum = 0
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for _, v := range w.data {
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w.sum += v
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}
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w.head = 0
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w.length = len(data)
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}
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