Welford_Stats Struct Reference

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

#include <fx_stats_util.h>

Public Member Functions
void	add (double x)
	Adds a new value to the statistics. More...
bool	ready () const
	Checks if the statistics are ready (i.e., more than one value has been processed). More...
double	sigma () const
	Returns the sample standard deviation of the values. More...
void	clear ()
	Resets the statistics to their initial state. More...

Public Attributes
uint64_t	count {0}
	Number of values processed so far. More...
double	mean {0.0}
	Current mean of the values. More...
double	m2 {0.0}
	Sum of squared deviations from the mean. More...

Detailed Description

Maintains running statistics for a stream of values using Welford's online algorithm.

This struct provides a way to calculate the mean and variance of a dataset without storing the entire dataset in memory. It is suitable for large or streaming datasets. The statistics are updated incrementally as new values are added using the add method.

Member Function Documentation

add()

void Welford_Stats::add ( double  x )

inline

Adds a new value to the statistics.

Parameters

x	The new value to add.

Note

add() updates running statistics online (count/mean/M2) one residual at a time, and sigma() returns the stddev when needed. This avoids having to store all residuals and then compute the stddev.

clear()

void Welford_Stats::clear ( )

inline

Resets the statistics to their initial state.

ready()

bool Welford_Stats::ready ( ) const

inline

Checks if the statistics are ready (i.e., more than one value has been processed).

Returns

True if the statistics are ready, false otherwise.

sigma()

double Welford_Stats::sigma ( ) const

inline

Returns the sample standard deviation of the values.

Returns

The sample standard deviation.

Member Data Documentation

count

uint64_t Welford_Stats::count {0}

Number of values processed so far.

m2

double Welford_Stats::m2 {0.0}

Sum of squared deviations from the mean.

mean

double Welford_Stats::mean {0.0}

Current mean of the values.

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The documentation for this struct was generated from the following file:

• components/health_monitor/fx_stats_util.h