1 files changed, 62 insertions, 0 deletions
diff --git a/lib/measurement.c b/lib/measurement.c
new file mode 100644
index 0000000..435c749
--- /dev/null
+++ b/lib/measurement.c
@@ -0,0 +1,62 @@
+
+#include "measurement.h"
+
+double add_to_avg(double mx, double x, count_t n) {
+  return mx * (n / (n + 1.0)) + x * 1.0 / (n + 1.0);
+}
+
+void update_meas(meas_t *m, double x) {
+  count_t n = m->n;
+
+  m->x = add_to_avg(m->x, x, n);
+  m->x2 = add_to_avg(m->x2, pow(x, 2), n);
+
+  m->m2 = add_to_avg(m->m2, pow(x - m->x, 2), n);
+  m->m4 = add_to_avg(m->m4, pow(x - m->x, 4), n);
+
+  if (n > 1) {
+    double s2 = n / (n - 1.) * (m->x2 - pow(m->x, 2));
+    m->dx = sqrt(s2 / n);
+    m->c = s2;
+    m->dc = sqrt((m->m4 - (n - 3.)/(n - 1.) * pow(m->m2, 2)) / n);
+  }
+
+  (m->n)++;
+}
+
+void update_autocorr(autocorr_t *OO, double O) {
+  OO->O = add_to_avg(OO->O, O, OO->n);
+  OO->O2 = add_to_avg(OO->O2, pow(O, 2), OO->n);
+
+  dll_t *Otmp = OO->Op;
+  dll_t *Osave;
+  count_t t = 0;
+
+  while (Otmp != NULL) {
+    OO->OO[t] = add_to_avg(OO->OO[t], O * (Otmp->x), OO->n - t - 1);
+    t++;
+    if (t == OO->W - 1) {
+      Osave = Otmp;
+    }
+    Otmp = Otmp->next;
+  }
+
+  if (t == OO->W) {
+    if (OO->W == 1) {
+      free(OO->Op);
+      OO->Op = NULL;
+    } else {
+      free(Osave->next);
+      Osave->next = NULL;
+    }
+  }
+
+  stack_push_d(&(OO->Op), O);
+
+  OO->n++;
+}
+
+double rho(autocorr_t *o, count_t i) {
+  return (o->OO[i] - pow(o->O, 2)) / (o->O2 - pow(o->O, 2));
+}
+