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// Copyright 2016 Google Inc. All Rights Reserved.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#ifndef COBALT_MATH_EXPONENTIAL_MOVING_AVERAGE_H_
#define COBALT_MATH_EXPONENTIAL_MOVING_AVERAGE_H_
#include "base/logging.h"
#include "base/optional.h"
namespace cobalt {
namespace math {
// Models an exponential moving average. Every value added will result in the
// average being adjusted towards the new value, where the new value is given
// the weight |new_value_weight| (passed into the constructor) out of a maximum
// of 1.0.
template <typename T>
class ExponentialMovingAverage {
public:
explicit ExponentialMovingAverage(float new_value_weight)
: new_value_weight_(new_value_weight) {
DCHECK_GE(1, new_value_weight_);
}
const base::optional<T>& average() const { return average_; }
void AddValue(T value) {
if (!average_) {
average_ = value;
} else {
*average_ =
*average_ * (1 - new_value_weight_) + value * new_value_weight_;
}
}
private:
const float new_value_weight_;
base::optional<T> average_;
};
typedef ExponentialMovingAverage<float> ExponentialMovingAverageF;
} // namespace math
} // namespace cobalt
#endif // COBALT_MATH_EXPONENTIAL_MOVING_AVERAGE_H_