fx_stats_util.h File Reference

#include <cmath>
#include <cstdint>
#include <vector>
#include "fx_sample.h"

Go to the source code of this file.

Classes
struct	Welford_Stats
	Maintains running statistics for a stream of values using Welford's online algorithm. More...

Functions
int64_t	postmod (int64_t a, int64_t m)
	Compute a modulo with a non-negative result ("positive modulo"). More...
double	mean_average (const Series &series, int lo, int hi)
	Compute the arithmetic mean of a subsequence of samples. More...

Function Documentation

mean_average()

double mean_average	(	const Series &	series,
		int	lo,
		int	hi
	)

Compute the arithmetic mean of a subsequence of samples.

Parameters

series	The full time series (vector of samples).
lo	Inclusive start index within the series.
hi	Inclusive end index within the series.

Returns

The mean for the inclusive range [lo, hi], or 0.0 if the range is invalid.

Note

Used for initializing Holt-Winters state (level and detrended season).

postmod()

int64_t postmod	(	int64_t	a,
		int64_t	m
	)

Compute a modulo with a non-negative result ("positive modulo").

In C++, the % operator can yield negative remainders if the dividend is negative, which is unsuitable for indexing arrays. This helper ensures the result is always in the range [0, m-1].

Parameters

a	The integer value (can be negative).
m	The modulus (must be positive).

Returns

int64_t The remainder of a divided by m, guaranteed non-negative.

Note

Commonly used to wrap seasonal indices in Holt-Winters, ensuring valid access into the seasonal component array.

postmod(5, 4);   // returns 1
postmod(-1, 4);  // returns 3
postmod(-5, 4);  // returns 3