detect add() bug (#4)

README.md

@@ -21,7 +21,8 @@ The stability of the formulas is improved by the help of Gil Ross (Thanks!)
 - **Statistic(bool useStdDev = true)** Constructor, default use the standard deviation
 functions. Setting this flag to **false** reduces math so slight increase of performance.
 - **void clear(bool useStdDev = true)** resets all variables.
-- **void add(float value)**
+- **float add(float value)** (since 0.4.3) returns value actually added to internal sum.
+If this is (much) different from what should be added it becomes time to call **clear()**
 - **uint32_t count()** returns zero if count == zero (of course)
 - **float sum()**      returns zero if count == zero
 - **float minimum()**  returns zero if count == zero

Statistic.cpp

@@ -2,7 +2,7 @@
 //    FILE: Statistic.cpp
 //  AUTHOR: Rob dot Tillaart at gmail dot com
 //          modified at 0.3 by Gil Ross at physics dot org
-// VERSION: 0.4.2
+// VERSION: 0.4.3
 // PURPOSE: Recursive statistical library for Arduino
 //
 // NOTE: 2011-01-07 Gill Ross
@@ -54,6 +54,7 @@
 //          Added flag to switch on the use of stdDev runtime. [idea marc.recksiedl]
 //  0.4.1   2020-06-19  fix library.json
 //  0.4.2   2021-01-08  add Arduino-CI + unit tests
+//  0.4.3   2021-01-20  add() returns how much was actually added.
 
 
 #include "Statistic.h"
@@ -67,51 +68,53 @@ Statistic::Statistic(bool useStdDev)
 
 void Statistic::clear(bool useStdDev)	// useStdDev default true.
 {
-    _cnt = 0;
+  _cnt = 0;
-    _sum = 0;
+  _sum = 0;
-    _min = 0;
+  _min = 0;
-    _max = 0;
+  _max = 0;
-    _useStdDev = useStdDev;
+  _useStdDev = useStdDev;
-    _ssqdif = 0.0;
+  _ssqdif = 0.0;
-    // note not _ssq but sum of square differences
+  // note not _ssq but sum of square differences
-    // which is SUM(from i = 1 to N) of f(i)-_ave_N)**2
+  // which is SUM(from i = 1 to N) of f(i)-_ave_N)**2
 }
 
 
 // adds a new value to the data-set
-void Statistic::add(const float value)
+float Statistic::add(const float value)
 {
-    if (_cnt == 0)
+  float previousSum = _sum;
-    {
+  if (_cnt == 0)
-        _min = value;
+  {
-        _max = value;
+    _min = value;
-    } else {
+    _max = value;
-        if (value < _min) _min = value;
+  } else {
-        else if (value > _max) _max = value;
+    if (value < _min) _min = value;
-    }
+    else if (value > _max) _max = value;
-    _sum += value;
+  }
-    _cnt++;
+  _sum += value;
+  _cnt++;
 
-    if (_useStdDev && (_cnt > 1))
+  if (_useStdDev && (_cnt > 1))
-    {
+  {
-        float _store = (_sum / _cnt - value);
+    float _store = (_sum / _cnt - value);
-        _ssqdif = _ssqdif + _cnt * _store * _store / (_cnt - 1);
+    _ssqdif = _ssqdif + _cnt * _store * _store / (_cnt - 1);
 
-        // ~10% faster but limits the amount of samples to 65K as _cnt*_cnt overflows
+    // ~10% faster but limits the amount of samples to 65K as _cnt*_cnt overflows
-        // float _store = _sum - _cnt * value;
+    // float _store = _sum - _cnt * value;
-        // _ssqdif = _ssqdif + _store * _store / (_cnt*_cnt - _cnt);
+    // _ssqdif = _ssqdif + _store * _store / (_cnt*_cnt - _cnt);
-        //
+    //
-        // solution:  TODO verify
+    // solution:  TODO verify
-        // _ssqdif = _ssqdif + (_store * _store / _cnt) / (_cnt - 1);
+    // _ssqdif = _ssqdif + (_store * _store / _cnt) / (_cnt - 1);
-    }
+  }
+  return _sum - previousSum;
 }
 
 
 // returns the average of the data-set added sofar
 float Statistic::average() const
 {
-    if (_cnt == 0) return NAN; // prevent DIV0 error
+  if (_cnt == 0) return NAN; // prevent DIV0 error
-    return _sum / _cnt;
+  return _sum / _cnt;
 }
 
 
@@ -119,25 +122,25 @@ float Statistic::average() const
 // http://www.suite101.com/content/how-is-standard-deviation-used-a99084
 float Statistic::variance() const
 {
-    if (!_useStdDev) return NAN;
+  if (!_useStdDev) return NAN;
-    if (_cnt == 0) return NAN; // prevent DIV0 error
+  if (_cnt == 0) return NAN; // prevent DIV0 error
-    return _ssqdif / _cnt;
+  return _ssqdif / _cnt;
 }
 
 
 float Statistic::pop_stdev() const
 {
-    if (!_useStdDev) return NAN;
+  if (!_useStdDev) return NAN;
-    if (_cnt == 0) return NAN; // prevent DIV0 error
+  if (_cnt == 0) return NAN; // prevent DIV0 error
-    return sqrt( _ssqdif / _cnt);
+  return sqrt( _ssqdif / _cnt);
 }
 
 
 float Statistic::unbiased_stdev() const
 {
-    if (!_useStdDev) return NAN;
+  if (!_useStdDev) return NAN;
-    if (_cnt < 2) return NAN; // prevent DIV0 error
+  if (_cnt < 2) return NAN; // prevent DIV0 error
-    return sqrt( _ssqdif / (_cnt - 1));
+  return sqrt( _ssqdif / (_cnt - 1));
 }
 
 // -- END OF FILE --

Statistic.h

@@ -3,7 +3,7 @@
 //    FILE: Statistic.h
 //  AUTHOR: Rob dot Tillaart at gmail dot com
 //          modified at 0.3 by Gil Ross at physics dot org
-// VERSION: 0.4.2
+// VERSION: 0.4.3
 // PURPOSE: Recursive Statistical library for Arduino
 // HISTORY: See Statistic.cpp
 //
@@ -13,34 +13,37 @@
 #include <math.h>
 
 
-#define STATISTIC_LIB_VERSION       (F("0.4.2"))
+#define STATISTIC_LIB_VERSION       (F("0.4.3"))
 
 class Statistic
 {
 public:
-    Statistic(bool useStdDev = true);             // "switches on/off" stdev run time
+  Statistic(bool useStdDev = true);                // "switches on/off" stdev run time
-    void clear(bool useStdDev = true);            // "switches on/off" stdev run time
+  void     clear(bool useStdDev = true);           // "switches on/off" stdev run time
-    void add(const float);
+  float    add(const float);                       // returns value actually added
 
-    // returns the number of values added
-    uint32_t count() const { return _cnt; };      // zero if count == zero
-    float sum() const      { return _sum; };      // zero if count == zero
-    float minimum() const  { return _min; };      // zero if count == zero
-    float maximum() const  { return _max; };      // zero if count == zero
-    float average() const;                        // NAN if count == zero
 
-    // useStdDev must be true to use next three
+  // returns the number of values added
-    float variance() const;                       // NAN if count == zero
+  uint32_t count() const   { return _cnt; };       // zero if count == zero
-    float pop_stdev() const; // population stdev  // NAN if count == zero
+  float    sum() const     { return _sum; };       // zero if count == zero
-    float unbiased_stdev() const;                 // NAN if count == zero
+  float    minimum() const { return _min; };       // zero if count == zero
+  float    maximum() const { return _max; };       // zero if count == zero
+  float    average() const;                        // NAN  if count == zero
+
+
+  // useStdDev must be true to use next three
+  float    variance() const;                       // NAN if count == zero
+  float    pop_stdev() const; // population stdev  // NAN if count == zero
+  float    unbiased_stdev() const;                 // NAN if count == zero
+
 
 protected:
-    uint32_t _cnt;
+  uint32_t _cnt;
-    float    _sum;
+  float    _sum;
-    float    _min;
+  float    _min;
-    float    _max;
+  float    _max;
-    bool     _useStdDev;
+  bool     _useStdDev;
-    float    _ssqdif;    // sum of squares difference
+  float    _ssqdif;    // sum of squares difference
 
 };
 

examples/statistic_add_overflow/statistic_add_overflow.ino

@@ -0,0 +1,61 @@
+//
+//    FILE: TimingTest.ino
+//  AUTHOR: Rob dot Tillaart at gmail dot com
+// VERSION: 0.2.0
+// PURPOSE: this sketch shows a known problem when
+//          internal sum is orders of magnitude larger
+//          than the added value.
+
+#include "Statistic.h"
+
+Statistic myStats;
+
+void setup(void)
+{
+  Serial.begin(115200);
+  Serial.println(__FILE__);
+  Serial.print("STATISTIC_LIB_VERSION: ");
+  Serial.println(STATISTIC_LIB_VERSION);
+  
+  myStats.clear();
+
+  Serial.println("\nCOUNT\tVALUE\tACTUAL\tRATIO");
+  for (float value = 1e8; value > 1; value *= 0.1)
+  {
+    float actual = myStats.add(value);
+    float ratio = actual / value;
+
+    Serial.print(myStats.count());
+    Serial.print('\t');
+    Serial.print(value);
+    Serial.print('\t');
+    Serial.print(actual);
+    Serial.print('\t');
+    Serial.print(ratio);
+    Serial.print('\n');
+  }
+
+  for (float value = 10; value > 0.1; value -= 1)
+  {
+    float actual = myStats.add(value);
+    float ratio = actual / value;
+
+    Serial.print(myStats.count());
+    Serial.print('\t');
+    Serial.print(value);
+    Serial.print('\t');
+    Serial.print(actual);
+    Serial.print('\t');
+    Serial.print(ratio);
+    Serial.print('\n');
+  }
+
+   Serial.print("\nQED...");
+}
+
+void loop(void)
+{
+
+}
+
+// -- END OF FILE --

library.json

@@ -18,7 +18,7 @@
     "type": "git",
     "url": "https://github.com/RobTillaart/Statistic.git"
   },
-  "version":"0.4.2",
+  "version":"0.4.3",
   "frameworks": "arduino",
   "platforms": "*"
 }

library.properties

@@ -1,5 +1,5 @@
 name=Statistic
-version=0.4.2
+version=0.4.3
 author=Rob Tillaart <rob.tillaart@gmail.com>
 maintainer=Rob Tillaart <rob.tillaart@gmail.com>
 sentence=Library with basic statistical functions for Arduino.