magic_stats/cpp/include/stats.hpp

#pragma once
#include <cmath>
#include <chrono>
#include <fmt/core.h>

struct TTest {
  double t_stat = 0.0;
  double dof = 0.0;
  double p_val = 0.0;
};

struct Stats {
  using TimeBullshit = std::chrono::time_point<std::chrono::high_resolution_clock>;

  double sum = 0.0;
  double sumsq = 0.0;
  double n = 0.0;
  double min = 0.0;
  double max = 0.0;

  inline void reset() {
    sum = 0.0;
    sumsq = 0.0;
    n = 0.0;
    min = 0.0;
    max = 0.0;
  }

  inline double mean() {
    return sum / n;
  }

  inline double stddev() {
    return std::sqrt(variance());
  }

  inline double variance() {
    return (sumsq - (sum * sum / n)) / n;
  }

  inline double sample_variance() {
    return (sumsq - (sum * sum / n)) / (n - 1);
  }

  inline void sample(double s) {
    sum += s;
    sumsq += s * s;

    if (n == 0) {
      min = s;
      max = s;
    } else {
      if (min > s) min = s;
      if (max < s) max = s;
    }

    n += 1;
  }

  inline TimeBullshit time_start() {
    return std::chrono::high_resolution_clock::now();
  }

  inline void sample_time(TimeBullshit start) {
    auto end = std::chrono::high_resolution_clock::now();
    auto elapsed = std::chrono::duration<double>(end - start);

    auto as_ms = std::chrono::duration_cast<std::chrono::nanoseconds>(elapsed);

    if(elapsed.count() > 0.0) {
      sample(1.0/elapsed.count());
    }
  }

  void dump(std::string msg="");

  TTest t_test(Stats& other);
};