EMStat.cc

/*
 * Tilt-wizard
 * Copyright (C) 2018  John D. Strunk
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Affero General Public License as published
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Affero General Public License for more details.
 *
 * You should have received a copy of the GNU Affero General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

#include "EMStat.h"

void
EMStat::insert(double val)
{
        double pavg = _avg;
        _avg = _momentum * pavg + (1 - _momentum) * val;

        double pvar = _var;
        _var = _momentum * pvar +
               (1 - _momentum) * (val - pavg) * (val - _avg);
}