diff options
| -rw-r--r-- | libcrystfel/src/utils.h | 21 |
1 files changed, 20 insertions, 1 deletions
diff --git a/libcrystfel/src/utils.h b/libcrystfel/src/utils.h index cd21bd93..44e6af6c 100644 --- a/libcrystfel/src/utils.h +++ b/libcrystfel/src/utils.h @@ -35,6 +35,7 @@ #include <math.h> #include <complex.h> +#include <float.h> #include <string.h> #include <stdlib.h> #include <pthread.h> @@ -268,7 +269,25 @@ static inline struct quaternion invalid_quaternion(void) return quat; } - +/* function to compute mean and variance stably + * \param x value + * \param w weight + * \param sumw pointer to accumulator variable for the sum of weights + * \param mean pointer to online mean value + * \param M2 pointer to online variance times sumw + */ +static inline void mean_variance(const double x, + const double w, + double* sumw, double* mean, double* M2) +{ + if (w<DBL_MIN) return; + const double temp = w + *sumw; + const double delta = x - *mean; + const double R = delta * w / temp; + *mean += R; + *M2 += *sumw*delta*R; + *sumw = temp; +} #ifdef __cplusplus } |