426 lines
15 KiB
C
426 lines
15 KiB
C
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///\file
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/******************************************************************************
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The MIT License(MIT)
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Embedded Template Library.
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https://github.com/ETLCPP/etl
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https://www.etlcpp.com
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Copyright(c) 2018 John Wellbelove
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files(the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and / or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions :
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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******************************************************************************/
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#ifndef ETL_CUMULATIVE_MOVING_AVERAGE_INCLUDED
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#define ETL_CUMULATIVE_MOVING_AVERAGE_INCLUDED
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#include "type_traits.h"
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#include "iterator.h"
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namespace etl
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{
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namespace private_pseudo_moving_average
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{
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//***************************************************
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/// add_insert_iterator
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/// An output iterator used to add new values.
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//***************************************************
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template <typename TPseudo_Moving_Average>
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class add_insert_iterator : public etl::iterator<ETL_OR_STD::output_iterator_tag, typename TPseudo_Moving_Average::value_type, void, void, void>
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{
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public:
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//***********************************
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explicit add_insert_iterator(TPseudo_Moving_Average& pma) ETL_NOEXCEPT
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: p_pma(&pma)
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{
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}
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//***********************************
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add_insert_iterator& operator*() ETL_NOEXCEPT
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{
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return *this;
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}
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//***********************************
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add_insert_iterator& operator++() ETL_NOEXCEPT
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{
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return *this;
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}
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//***********************************
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add_insert_iterator& operator++(int) ETL_NOEXCEPT
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{
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return *this;
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}
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//***********************************
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add_insert_iterator& operator =(typename TPseudo_Moving_Average::value_type value)
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{
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p_pma->add(value);
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return *this;
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}
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private:
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TPseudo_Moving_Average* p_pma;
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};
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}
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//***************************************************************************
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/// Pseudo Moving Average
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/// \tparam T The sample value type.
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/// \tparam SAMPLE_SIZE The number of samples to average over.
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/// \tparam SCALING The scaling factor applied to samples. Default = 1.
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//***************************************************************************
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template <typename T,
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const size_t SAMPLE_SIZE,
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const size_t SCALING = 1U,
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const bool IsIntegral = etl::is_integral<T>::value,
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const bool IsFloat = etl::is_floating_point<T>::value>
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class pseudo_moving_average;
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//***************************************************************************
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/// Pseudo Moving Average
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/// For integral types.
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/// \tparam T The sample value type.
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/// \tparam SAMPLE_SIZE The number of samples to average over.
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/// \tparam SCALING The scaling factor applied to samples. Default = 1.
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//***************************************************************************
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template <typename T, const size_t SAMPLE_SIZE_, const size_t SCALING_>
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class pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false>
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{
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private:
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typedef pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false> this_t;
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typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type scale_t;
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typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type sample_t;
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static ETL_CONSTANT sample_t SAMPLES = static_cast<sample_t>(SAMPLE_SIZE_);
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static ETL_CONSTANT scale_t SCALE = static_cast<scale_t>(SCALING_);
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public:
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typedef T value_type;
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typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
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static ETL_CONSTANT size_t SAMPLE_SIZE = SAMPLE_SIZE_; ///< The number of samples averaged over.
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static ETL_CONSTANT size_t SCALING = SCALING_; ///< The sample scaling factor.
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//*************************************************************************
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/// Constructor
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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pseudo_moving_average(const T initial_value)
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: average(initial_value * SCALE)
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{
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}
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//*************************************************************************
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/// Clears the average.
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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void clear(const T initial_value)
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{
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average = (initial_value * SCALE);
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}
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//*************************************************************************
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/// Adds a new sample to the average.
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/// \param new_value The value to add.
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//*************************************************************************
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void add(T new_value)
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{
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average *= SAMPLES;
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average += SCALE * new_value;
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average /= SAMPLES + sample_t(1);
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}
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//*************************************************************************
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/// Gets the current pseudo moving average.
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/// \return The current average.
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//*************************************************************************
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T value() const
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{
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return average;
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}
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//*************************************************************************
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/// Gets an iterator for input.
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/// \return An iterator.
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//*************************************************************************
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add_insert_iterator input()
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{
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return add_insert_iterator(*this);
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}
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private:
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T average; ///< The current pseudo moving average.
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};
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template <typename T, const size_t SAMPLE_SIZE_, const size_t SCALING_>
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ETL_CONSTANT size_t pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false>::SAMPLE_SIZE;
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template <typename T, const size_t SAMPLE_SIZE_, const size_t SCALING_>
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ETL_CONSTANT size_t pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false>::SCALING;
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//***************************************************************************
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/// Pseudo Moving Average
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/// For integral types.
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/// \tparam T The sample value type.
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/// \tparam SCALING The scaling factor applied to samples. Default = 1.
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//***************************************************************************
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template <typename T, const size_t SCALING_>
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class pseudo_moving_average<T, 0, SCALING_, true, false>
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{
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typedef pseudo_moving_average<T, 0, SCALING_, true, false> this_t;
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typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type scale_t;
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typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type sample_t;
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static ETL_CONSTANT scale_t SCALE = static_cast<scale_t>(SCALING_);
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public:
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typedef T value_type;
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typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
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static ETL_CONSTANT size_t SCALING = SCALING_; ///< The sample scaling factor.
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//*************************************************************************
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/// Constructor
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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pseudo_moving_average(const T initial_value, const size_t sample_size)
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: average(initial_value * SCALE)
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, samples(sample_t(sample_size))
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{
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}
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//*************************************************************************
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/// Clears the average.
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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void clear(const T initial_value)
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{
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average = (initial_value * SCALE);
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}
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//*************************************************************************
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/// Sets the sample size.
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/// \param sample_size The new sample size.
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//*************************************************************************
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void set_sample_size(const size_t sample_size)
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{
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samples = sample_t(sample_size);
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}
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//*************************************************************************
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/// Adds a new sample to the average.
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/// \param new_value The value to add.
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//*************************************************************************
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void add(T new_value)
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{
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average *= samples;
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average += SCALE * new_value;
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average /= samples + sample_t(1);
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}
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//*************************************************************************
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/// Gets the current pseudo moving average.
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/// \return The current average.
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//*************************************************************************
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T value() const
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{
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return average;
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}
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//*************************************************************************
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/// Gets an iterator for input.
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/// \return An iterator.
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//*************************************************************************
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add_insert_iterator input()
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{
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return add_insert_iterator(*this);
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}
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private:
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T average; ///< The current pseudo moving average.
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sample_t samples; ///< The number of samples to average over.
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};
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template <typename T, const size_t SCALING_>
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ETL_CONSTANT size_t pseudo_moving_average<T, 0, SCALING_, true, false>::SCALING;
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//***************************************************************************
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/// Pseudo Moving Average
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/// For floating point types.
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/// \tparam T The sample value type.
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/// \tparam SAMPLE_SIZE The number of samples to average over.
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//***************************************************************************
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template <typename T, const size_t SAMPLE_SIZE_>
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class pseudo_moving_average<T, SAMPLE_SIZE_, 1U, false, true>
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{
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typedef pseudo_moving_average<T, SAMPLE_SIZE_, 1U, false, true> this_t;
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public:
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typedef T value_type;
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typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
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static ETL_CONSTANT size_t SAMPLE_SIZE = SAMPLE_SIZE_;
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//*************************************************************************
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/// Constructor
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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pseudo_moving_average(const T initial_value)
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: reciprocal_samples_plus_1(T(1.0) / T(SAMPLE_SIZE_ + 1U))
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, average(initial_value)
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{
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}
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//*************************************************************************
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/// Clears the average.
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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void clear(const T initial_value)
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{
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average = initial_value;
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}
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//*************************************************************************
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/// Adds a new sample to the average.
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/// \param new_value The value to add.
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//*************************************************************************
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void add(const T new_value)
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{
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average += (new_value - average) * reciprocal_samples_plus_1;
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}
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//*************************************************************************
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/// Gets the current pseudo moving average.
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/// \return The current average.
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//*************************************************************************
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T value() const
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{
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return average;
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}
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//*************************************************************************
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/// Gets an iterator for input.
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/// \return An iterator.
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//*************************************************************************
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add_insert_iterator input()
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{
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return add_insert_iterator(*this);
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}
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private:
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const T reciprocal_samples_plus_1; ///< Reciprocal of one greater than the sample size.
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T average; ///< The current pseudo moving average.
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};
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template <typename T, const size_t SAMPLE_SIZE_>
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ETL_CONSTANT size_t pseudo_moving_average<T, SAMPLE_SIZE_, 1U, false, true>::SAMPLE_SIZE;
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//***************************************************************************
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/// Pseudo Moving Average
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/// For floating point types.
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/// \tparam T The sample value type.
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//***************************************************************************
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template <typename T>
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class pseudo_moving_average<T, 0U, 1U, false, true>
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{
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typedef pseudo_moving_average<T, 0U, 1U, false, true> this_t;
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public:
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typedef T value_type;
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typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
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//*************************************************************************
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/// Constructor
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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pseudo_moving_average(const T initial_value, const size_t sample_size)
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: reciprocal_samples_plus_1(T(1.0) / T(sample_size + 1U))
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, average(initial_value)
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{
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}
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//*************************************************************************
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/// Clears the average.
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/// \param initial_value The initial value for the average.
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//*************************************************************************
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void clear(const T initial_value)
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{
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average = initial_value;
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}
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//*************************************************************************
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/// Sets the sample size.
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/// \param sample_size The new sample size.
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//*************************************************************************
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void set_sample_size(const size_t sample_size)
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{
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reciprocal_samples_plus_1 = T(1.0) / (T(sample_size) + T(1));
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}
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//*************************************************************************
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/// Adds a new sample to the average.
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/// \param new_value The value to add.
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//*************************************************************************
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void add(const T new_value)
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{
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average += (new_value - average) * reciprocal_samples_plus_1;
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}
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//*************************************************************************
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/// Gets the current pseudo moving average.
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/// \return The current average.
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//*************************************************************************
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T value() const
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{
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return average;
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}
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//*************************************************************************
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/// Gets an iterator for input.
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/// \return An iterator.
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//*************************************************************************
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add_insert_iterator input()
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{
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return add_insert_iterator(*this);
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}
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private:
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T reciprocal_samples_plus_1; ///< Reciprocal of one greater than the sample size.
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T average; ///< The current pseudo moving average.
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};
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}
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#endif
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