/**
 * @file XTPMathStats.cpp
 *
 * @copyright
 * (c) 1998-2025 Codejock Software, All Rights Reserved.
 *
 * This source file is the property of Codejock Software and must not be
 * redistributed by any means without the explicit written permission of
 * Codejock Software.
 *
 * The use of this source code is governed by the terms and conditions specified
 * in the Toolkit Pro license agreement. Codejock Software grants you, as a
 * single software developer, the limited right to use this software on one
 * computer only.
 *
 * Contact Information:
 * support@codejock.com
 * http://www.codejock.com
 *
 */

#include "StdAfx.h"
#include "Common/Math/XTPMathStats.h"

#include "Common/Base/Diagnostic/XTPDisableAdvancedWarnings.h"
#include <math.h>
#include "Common/Base/Diagnostic/XTPEnableAdvancedWarnings.h"

#include "Common/Base/Diagnostic/XTPDisableNoisyWarnings.h"

#ifdef _DEBUG
#	define new DEBUG_NEW
#	undef THIS_FILE
static char THIS_FILE[] = __FILE__;
#endif

double CXTPMathArithmeticMean::Add(double dValue)
{
	++m_dCount;
	m_dArithmeticMean = ((dValue - m_dArithmeticMean) / (m_dCount)) + m_dArithmeticMean;
	return m_dArithmeticMean;
}

/////////////////////////////////////////////////////////////////////////////

double CXTPMathVariance::Add(double dValue, double dArithmeticMean)
{
	++m_dCount;
	dValue		= pow(dValue - dArithmeticMean, 2);
	m_dVariance = ((dValue - m_dVariance) / (m_dCount)) + m_dVariance;
	return m_dVariance;
}

CXTPMathVariance::operator double() const
{
	return m_dVariance;
}

/////////////////////////////////////////////////////////////////////////////

CXTPMathCovariance::CXTPMathCovariance()
	: m_dCovariance(0)
	, m_dCount(0)
{
	// Nothing
}

double CXTPMathCovariance::Add(double dValueX, double dArithmeticMeanX, double dValueY,
							   double dArithmeticMeanY)
{
	++m_dCount;

	double dValue = (dValueX - dArithmeticMeanX) * (dValueY - dArithmeticMeanY);
	m_dCovariance = ((dValue - m_dCovariance) / (m_dCount)) + m_dCovariance;

	return m_dCovariance;
}

CXTPMathCovariance::operator double() const
{
	return m_dCovariance;
}