Reorg to be in library style with things in an include directory.

.gitignore

@@ -0,0 +1,31 @@
+# ---> Vim
+# Swap
+[._]*.s[a-v][a-z]
+!*.svg  # comment out if you don't need vector files
+[._]*.sw[a-p]
+[._]s[a-rt-v][a-z]
+[._]ss[a-gi-z]
+[._]sw[a-p]
+
+# Session
+Session.vim
+Sessionx.vim
+
+# Temporary
+.netrwhist
+*~
+# Auto-generated tag files
+tags
+# Persistent undo
+[._]*.un~
+
+subprojects
+builddir
+ttassets
+backup
+*.exe
+*.dll
+*.world
+coverage
+coverage/*
+.venv

cpp/include/stats.hpp

@@ -1,6 +1,7 @@
 #pragma once
 #include <cmath>
 #include <chrono>
+#include <fmt/core.h>
 
 struct TTest {
   double t_stat = 0.0;
@@ -64,6 +65,11 @@ struct Stats {
     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);
+
+    fmt::println("sample time: {} vs. my calc: {}; as_ms: {}",
+        elapsed.count(), 1.0/elapsed.count(), as_ms.count());
+
     if(elapsed.count() > 0.0) {
       sample(1.0/elapsed.count());
     }

cpp/include/welford.hpp

@@ -0,0 +1,55 @@
+#pragma once
+#include <cmath>
+#include <chrono>
+#include "stats.hpp"
+
+struct WelfordStats {
+  double Mean = 0.0; // LOL
+  double n = 0.0;
+  double M2 = 0.0;
+
+  double min = 0.0;
+  double max = 0.0;
+
+  inline void reset() {
+    Mean = 0.0;
+    n = 0.0;
+    M2 = 0.0;
+
+    min = 0.0;
+    max = 0.0;
+  }
+
+  inline double mean() {
+    return Mean;
+  }
+
+  inline double stddev() {
+    return std::sqrt(variance());
+  }
+
+  inline double variance() {
+    return M2 / n;
+  }
+
+  inline double sample_variance() {
+    return M2 / (n - 1);
+  }
+
+  inline void sample(double s) {
+    n += 1;
+    double old_mean = Mean;
+    Mean += (s - Mean) / n;
+    M2 += (s - old_mean) * (s - Mean);
+
+    if (n == 0) {
+      min = s;
+      max = s;
+    } else {
+      if (min > s) min = s;
+      if (max < s) max = s;
+    }
+  }
+
+  TTest t_test(WelfordStats& other);
+};

cpp/meson.build

@@ -1,4 +1,4 @@
-project('sol2_test', 'cpp',
+project('magic_stats', 'cpp',
   version: '0.1.0',
   default_options: [
     'cpp_std=c++23',
@@ -33,6 +33,6 @@ executable('fuc2it', [
   ],
   cpp_args: cpp_args,
   link_args: link_args,
-  include_directories: include_directories('src'),
+  include_directories: include_directories('include'),
   override_options: exe_defaults,
   dependencies: dependencies)

cpp/tests/confirm.r

@@ -0,0 +1,7 @@
+samples <- read.table("bad_samples.txt")
+t.test(samples$V1, samples$V2)
+
+
+samples <- read.table("samples.txt")
+print(samples)
+t.test(samples$V1, samples$V2)

cpp/tests/stats_tests.cpp

@@ -81,9 +81,9 @@ namespace stats_tests {
       welf.sample(num);
     }
 
-    ALMOST_EQUAL(stats.mean(), welf.mean(), 5);
-    ALMOST_EQUAL(stats.variance(), welf.variance(), 5);
-    ALMOST_EQUAL(stats.stddev(), welf.stddev(), 5);
+    ALMOST_EQUAL(stats.mean(), welf.mean(), 7);
+    ALMOST_EQUAL(stats.variance(), welf.variance(), 7);
+    ALMOST_EQUAL(stats.stddev(), welf.stddev(), 7);
   }
 
   void test_timing_stats() {
@@ -91,11 +91,6 @@ namespace stats_tests {
     // need to find something to time...
   }
 
-  double round_to(double value, int decimal_places) {
-      double multiplier = std::pow(10.0, decimal_places);
-      return std::round(value * multiplier) / multiplier;
-  }
-
   void test_t_test() {
     Stats stats;
     Stats stats2;
@@ -169,6 +164,13 @@ namespace stats_tests {
     ALMOST_EQUAL(stats_test.p_val, welf_test.p_val, 5);
   }
 
+  void test_time_sampling() {
+    Stats stats;
+    auto start = stats.time_start();
+    test_welford();
+    stats.sample_time(start);
+  }
+
   fuc2::Set TESTS{
     .name="stats",
       .tests={
@@ -177,6 +179,7 @@ namespace stats_tests {
         TEST(test_timing_stats),
         TEST(test_t_test),
         TEST(test_welford),
+        TEST(test_time_sampling),
       }
   };
 }