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-rw-r--r--libcrystfel/src/utils.h21
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
}