StreamingSum.h

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#pragma once 

template<typename T>
struct StreamingSum {
    T total; 
    T low; // low order bits 
    // TODO: Maybe lets pick an even better version? https://en.wikipedia.org/wiki/Kahan_summation_algorithm
    StreamingSum(const T v=0) : total(v), low(0) { }
    
    T operator<<(const T x) {
        T y = x - low; 
        volatile T t = total + y; // see here: https://en.wikipedia.org/wiki/Kahan_summation_algorithm
        volatile T z = t-total; 
        low = z-y; 
        
        total = t; 
        
        return x; // NOT the total 
    }
    
    T operator=(const T v) {
        total = v;
        low = 0;
        return v; 
    }
    
    T operator+=(const T v) {
        return this->operator<<(v);
    }
    
    operator double() const { return double(total+low); }
};


template<typename T>
struct VanillaStreamingSum {
    T total; 
    
    VanillaStreamingSum() : total(0) { }
    
    T operator<<(T x) {
        total += x; 
        
        return x; // NOT the total 
    }
    
    operator double() const { return double(total); }
};



template<typename T> 
struct StreamingMean {
    size_t n;
    StreamingSum<T> sum;

    StreamingMean() : n(0) {
    }
    
    T operator<<(T v) {
        sum << v; 
        this->n++;
        return v; 
    }
    
    operator T() const {
        return T(sum)/this->n; // NOTE: Doesn't behave right if ints...
    }
    
    float as_double() {
        return double(this->s)/double(this->n);
    }
    
};