RunningAverage.h

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#ifndef FWCore_Utilities_RunningAverage_H
#define FWCore_Utilities_RunningAverage_H
#include <atomic>
#include <algorithm>
#include <array>

// Function for testing RunningAverage
namespace test_average {
  namespace running_average {
    int test();
  }
}  // namespace test_average

namespace edm {
  // keeps the running average of the last N entries
  // thread safe, fast: does not garantee precise update in case of collision
  class RunningAverage {
    // For tests
    friend int ::test_average::running_average::test();

  public:
    static constexpr int N = 16;  // better be a power of 2
    explicit RunningAverage(unsigned int k = 4) : m_mean(N * k), m_curr(0) {
      for (auto& i : m_buffer)
        i = k;
    }

    int mean() const { return m_mean / N; }

    int upper() const {
      auto lm = mean();
      return lm + (std::abs(m_buffer[0] - lm) + std::abs(m_buffer[N / 2] - lm));
    }  // about 2 sigma

    void update(unsigned int q) {
      int e = m_curr;
      while (!m_curr.compare_exchange_weak(e, e + 1))
        ;
      int k = (N - 1) & e;
      int old = m_buffer[k];
      if (!m_buffer[k].compare_exchange_strong(old, q))
        return;
      m_mean += (q - old);
    }

  private:
    std::array<std::atomic<int>, N> m_buffer;
    std::atomic<int> m_mean;
    std::atomic<int> m_curr;
  };
}  // namespace edm

#endif