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35 /*! \internal \file
36 * \brief
37 * Implements routines to calculate an exponential moving average.
38 *
39 * \author Christian Blau <blau@kth.se>
40 * \ingroup module_math
41 */
42 #include "gmxpre.h"
43
44 #include "exponentialmovingaverage.h"
45
46 #include "gromacs/utility/exceptions.h"
47 #include "gromacs/utility/keyvaluetree.h"
48
49 namespace gmx
50 {
51
52 //! Convert the exponential moving average state as key-value-tree object
exponentialMovingAverageStateAsKeyValueTree(KeyValueTreeObjectBuilder builder,const ExponentialMovingAverageState & state)53 void exponentialMovingAverageStateAsKeyValueTree(KeyValueTreeObjectBuilder builder,
54 const ExponentialMovingAverageState& state)
55 {
56 builder.addValue<real>("weighted-sum", state.weightedSum_);
57 builder.addValue<real>("weighted-count", state.weightedCount_);
58 builder.addValue<bool>("increasing", state.increasing_);
59 }
60
61 //! Sets the exponential moving average state from a key-value-tree object
exponentialMovingAverageStateFromKeyValueTree(const KeyValueTreeObject & object)62 ExponentialMovingAverageState exponentialMovingAverageStateFromKeyValueTree(const KeyValueTreeObject& object)
63 {
64 const real weightedSum = object["weighted-sum"].cast<real>();
65 const real weightedCount = object["weighted-count"].cast<real>();
66 const bool increasing = object["increasing"].cast<bool>();
67 return { weightedSum, weightedCount, increasing };
68 }
69
ExponentialMovingAverage(real timeConstant,const ExponentialMovingAverageState & state)70 ExponentialMovingAverage::ExponentialMovingAverage(real timeConstant,
71 const ExponentialMovingAverageState& state) :
72 state_(state)
73 {
74 if (timeConstant < 1)
75 {
76 GMX_THROW(InconsistentInputError(
77 "Lag time may not be negative or zero for exponential moving averages."));
78 }
79 inverseTimeConstant_ = 1. / timeConstant;
80 }
81
updateWithDataPoint(real dataPoint)82 void ExponentialMovingAverage::updateWithDataPoint(real dataPoint)
83 {
84 state_.weightedSum_ = dataPoint + (1 - inverseTimeConstant_) * state_.weightedSum_;
85 state_.weightedCount_ = 1 + (1 - inverseTimeConstant_) * state_.weightedCount_;
86
87 state_.increasing_ = dataPoint * state_.weightedCount_ > state_.weightedSum_;
88 }
89
state() const90 const ExponentialMovingAverageState& ExponentialMovingAverage::state() const
91 {
92 return state_;
93 }
94
biasCorrectedAverage() const95 real ExponentialMovingAverage::biasCorrectedAverage() const
96 {
97 return state_.weightedSum_ / state_.weightedCount_;
98 }
99
increasing() const100 bool ExponentialMovingAverage::increasing() const
101 {
102 return state_.increasing_;
103 }
104
inverseTimeConstant() const105 real ExponentialMovingAverage::inverseTimeConstant() const
106 {
107 return inverseTimeConstant_;
108 }
109
110 } // namespace gmx
111