1 files changed, 119 insertions, 0 deletions
diff --git a/quantity.hpp b/quantity.hpp
new file mode 100644
index 0000000..400a0dd
--- /dev/null
+++ b/quantity.hpp
@@ -0,0 +1,119 @@
+
+#pragma once
+
+#include <array>
+#include <cmath>
+#include <list>
+#include <vector>
+#include <fstream>
+#include <iomanip>
+
+template <class T>
+class Quantity {
+private:
+  uint64_t N;
+  uint64_t n;
+  unsigned skip;
+  std::list<T> hist;
+  double total;
+  double total2;
+  std::vector<double> C;
+
+public:
+  Quantity(unsigned lag, unsigned s = 1) : C(lag) {
+    skip = s;
+    N = 0;
+    n = 0;
+    total = 0;
+    total2 = 0;
+  }
+
+  void read(std::string filename) {
+    std::ifstream inFile(filename);
+    inFile >> n;
+    inFile >> total;
+    inFile >> total2;
+
+    for (double& Ci : C) {
+      inFile >> Ci;
+    }
+  }
+
+  void write(std::string filename) const {
+    std::ofstream outFile(filename);
+    outFile << std::setprecision(15) << n << " " << total << " " << total2 << std::endl;
+    for (double Ci : C) {
+      outFile << Ci << " ";
+    }
+    outFile << std::endl;
+    outFile.close();
+  }
+
+  void reset() {
+    total = 0;
+    total2 = 0;
+    std::fill(C.begin(), C.end(), 0);
+    n = 0;
+    hist = {};
+  }
+
+  void add(const T& x) {
+    if (N % skip == 0) {
+      hist.push_front(x);
+      if (hist.size() > C.size()) {
+        hist.pop_back();
+        unsigned t = 0;
+        for (T a : hist) {
+          C[t] += a * x;
+          t++;
+        }
+        double norm = x * x;
+        total += sqrt(norm);
+        total2 += norm;
+        n++;
+      }
+    }
+    N++;
+  }
+
+  double avg() const { return total / n; }
+
+  double avg2() const { return total2 / n; }
+
+  std::vector<double> ρ() const {
+    double C0 = C.front() / n;
+    double avg2 = pow(total / n, 2);
+
+    std::vector<double> ρtmp;
+
+    for (double Ct : C) {
+      ρtmp.push_back((Ct / n - avg2) / (C0 - avg2));
+    }
+
+    return ρtmp;
+  }
+
+  std::array<double, 2> τ() const {
+    double τtmp = 0.5;
+    unsigned M = 1;
+    double c = 8.0;
+
+    std::vector<double> ρ_tmp = this->ρ();
+
+    while (c * τtmp > M && M < C.size()) {
+      τtmp += ρ_tmp[M];
+      M++;
+    }
+
+    return {skip * τtmp, skip * 2.0 * (2.0 * M + 1) * pow(τtmp, 2) / n};
+  }
+
+  double σ() const {
+    return 2.0 / n * this->τ()[0] * (C[0] / n - pow(this->avg(), 2));
+  }
+
+  double serr() const { return sqrt(this->σ()); }
+
+  unsigned num_added() const { return n; }
+};
+