1 files changed, 207 insertions, 0 deletions
diff --git a/libparc/parc/statistics/parc_EWMA.c b/libparc/parc/statistics/parc_EWMA.c
new file mode 100644
index 00000000..20f85d4a
--- /dev/null
+++ b/libparc/parc/statistics/parc_EWMA.c
@@ -0,0 +1,207 @@
+/*
+ * Copyright (c) 2017 Cisco and/or its affiliates.
+ * 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.
+ */
+
+/**
+ */
+#include <config.h>
+
+#include <math.h>
+
+#include <parc/algol/parc_Object.h>
+#include <parc/algol/parc_DisplayIndented.h>
+#include <parc/algol/parc_Memory.h>
+
+#include <parc/statistics/parc_EWMA.h>
+
+struct PARCEWMA {
+    bool initialized;
+    int64_t value;
+    double coefficient;
+    double coefficient_r;
+};
+
+static inline bool
+_parcEWMA_FloatEquals(double x, double y, double e)
+{
+    return fabs(x - y) < e;
+}
+
+static bool
+_parcEWMA_Destructor(PARCEWMA **instancePtr)
+{
+    assertNotNull(instancePtr, "Parameter must be a non-null pointer to a PARCEWMA pointer.");
+
+    return true;
+}
+
+parcObject_ImplementAcquire(parcEWMA, PARCEWMA);
+
+parcObject_ImplementRelease(parcEWMA, PARCEWMA);
+
+parcObject_Override(
+    PARCEWMA, PARCObject,
+    .destructor = (PARCObjectDestructor *) _parcEWMA_Destructor,
+    .copy = (PARCObjectCopy *) parcEWMA_Copy,
+    .toString = (PARCObjectToString *)  parcEWMA_ToString,
+    .equals = (PARCObjectEquals *)  parcEWMA_Equals,
+    .compare = (PARCObjectCompare *)  parcEWMA_Compare,
+    .hashCode = (PARCObjectHashCode *)  parcEWMA_HashCode,
+    .toJSON = (PARCObjectToJSON *)  parcEWMA_ToJSON);
+
+void
+parcEWMA_AssertValid(const PARCEWMA *instance)
+{
+    assertTrue(parcEWMA_IsValid(instance),
+               "PARCEWMA is not valid.");
+}
+
+PARCEWMA *
+parcEWMA_Create(double coefficient)
+{
+    PARCEWMA *result = parcObject_CreateInstance(PARCEWMA);
+    if (result != NULL) {
+        result->initialized = false;
+        result->value = 0;
+        result->coefficient = coefficient;
+        result->coefficient_r = 1.0 - coefficient;
+    }
+
+    return result;
+}
+
+int
+parcEWMA_Compare(const PARCEWMA *instance, const PARCEWMA *other)
+{
+    int result = 0;
+
+    if (instance == other) {
+        result = 0;
+    } else if (instance == NULL) {
+        result = -1;
+    } else if (other == NULL) {
+        result = 1;
+    } else {
+        result = instance->value - other->value;
+    }
+
+    return result;
+}
+
+PARCEWMA *
+parcEWMA_Copy(const PARCEWMA *original)
+{
+    PARCEWMA *result = parcEWMA_Create(original->coefficient);
+    result->initialized = original->initialized;
+    result->value = original->value;
+
+    return result;
+}
+
+void
+parcEWMA_Display(const PARCEWMA *ewma, int indentation)
+{
+    parcDisplayIndented_PrintLine(indentation,
+                                  "PARCEWMA@%p { .initialized=%s .coefficient=%lf, .value=%" PRId64 " }",
+                                  ewma,
+                                  ewma->initialized ? "true" : "false",
+                                  ewma->coefficient,
+                                  ewma->value);
+}
+
+bool
+parcEWMA_Equals(const PARCEWMA *x, const PARCEWMA *y)
+{
+    bool result = false;
+
+    if (x == y) {
+        result = true;
+    } else if (x == NULL || y == NULL) {
+        result = false;
+    } else {
+        if (x->initialized == y->initialized) {
+            if (_parcEWMA_FloatEquals(x->coefficient, y->coefficient, 0.00001)) {
+                if (_parcEWMA_FloatEquals(x->value, y->value, 0.00001)) {
+                    result = true;
+                }
+            }
+        }
+    }
+
+    return result;
+}
+
+PARCHashCode
+parcEWMA_HashCode(const PARCEWMA *instance)
+{
+    PARCHashCode result = 0;
+
+    return result;
+}
+
+bool
+parcEWMA_IsValid(const PARCEWMA *instance)
+{
+    bool result = false;
+
+    if (instance != NULL) {
+        result = true;
+    }
+
+    return result;
+}
+
+PARCJSON *
+parcEWMA_ToJSON(const PARCEWMA *instance)
+{
+    PARCJSON *result = parcJSON_Create();
+
+    if (result != NULL) {
+    }
+
+    return result;
+}
+
+char *
+parcEWMA_ToString(const PARCEWMA *ewma)
+{
+    char *result = parcMemory_Format("PARCEWMA@%p { .initialized=%s .coefficient=%lf, .value=%" PRId64 " }",
+                                     ewma,
+                                     ewma->initialized ? "true" : "false",
+                                     ewma->coefficient,
+                                     ewma->value);
+    return result;
+}
+
+int64_t
+parcEWMA_Update(PARCEWMA *ewma, const int64_t value)
+{
+    if (ewma->initialized) {
+        // E_t = a * V + (1 - a) * E_(t-1)
+        double x = (ewma->coefficient * value);
+        double y = (ewma->coefficient_r * ewma->value);
+
+        ewma->value = x + y;
+    } else {
+        ewma->value = value;
+        ewma->initialized = true;
+    }
+    return ewma->value;
+}
+
+int64_t
+parcEWMA_GetValue(const PARCEWMA *ewma)
+{
+    return ewma->value;
+}