moving_average.hpp
9a4089e18a62kinetics

moving_average.hpp
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			#ifndef SPECMICP_UTILS_MOVINGAVERAGE_HPP
			#define SPECMICP_UTILS_MOVINGAVERAGE_HPP

			#include "common.hpp"

			namespace specmicp {
			namespace utils {

			//! \brief Exponential moving average
			//!
			//! https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
			//!
			//! @param alpha coefficient between 0 and 1
			//! @param init initial value of the average
			class ExponentialMovingAverage
			{
			public:
			ExponentialMovingAverage(scalar_t alpha, scalar_t init):
			m_alpha(alpha),
			m_current_value(init)
			{
			}
			//! \brief Add a point in the series, return current average value
			scalar_t add_point(scalar_t value){
			m_current_value = m_alphavalue + (1-m_alpha)m_current_value;
			return m_current_value;
			}

			//! \brief Return the current average value
			scalar_t current_value() {
			return m_current_value;
			}
			//! \brief Reset the average to 'value'
			void reset(scalar_t value) {
			m_current_value = value;
			}

			private:
			scalar_t m_alpha;
			scalar_t m_current_value;
			};


			} // end namespace utils
			} // end namespace specmicp

			#endif // SPECMICP_UTILS_MOVINGAVERAGE_HPP