Using StatLag without depending on OnlineStats (just OnlineStatsBase) about onlinestats.jl HOT 4 CLOSED

using OnlineStatsBase
using OnlineStats: StatLag

mutable struct MyMean <: OnlineStat{Number}
    value::Float64
    n::Int
    MyMean() = new(0.0, 0)
end
function OnlineStatsBase._fit!(o::MyMean, y)
    o.n += 1
    o.value += (1 / o.n) * (y - o.value)
end

y = Float64[10, 11, 12, 13, 14, 15]
println(y)

o = MyMean()
o = StatLag(o, 3)

fit!(o, y)
println(value(o))
println(value(o.lag[end-1]))
println(value(o.lag[end-2]))

using OnlineStatsBase

"""
    StatLag(stat, b)

Track a moving window (previous `b` copies) of `stat`.

# Example

    fit!(StatLag(Mean(), 10), 1:20)
"""
struct StatLag{T, O<:OnlineStat{T}} <: OnlineStatsBase.StatWrapper{T}
    lag::CircBuff{O}
    stat::O
end
function StatLag(stat::O, b::Integer) where {T, O<:OnlineStat{T}}
    StatLag{T,O}(CircBuff(O,b), stat)
end
function _fit!(o::StatLag, y)
    _fit!(o.stat, y)
    _fit!(o.lag, copy(o.stat))
end
function Base.show(io::IO, o::StatLag)
    print(io, name(o, false, false), ": ")
    print(io, "n=", nobs(o))
    print(io, " | stat_values_old_to_new= ")
    show(IOContext(io, :compact => true), value.(value(o.lag)))
end

mutable struct MyMean <: OnlineStat{Number}
    value::Float64
    n::Int
    MyMean() = new(0.0, 0)
end
function OnlineStatsBase._fit!(o::MyMean, y)
    o.n += 1
    o.value += (1 / o.n) * (y - o.value)
end

y = Float64[10, 11, 12, 13, 14, 15]
println(y)

o = MyMean()
o = StatLag(o, 3)

fit!(o, y)
println(value(o))
println(value(o.lag[end-1]))
println(value(o.lag[end-2]))

function _fit!(o::StatLag, y)
    _fit!(o.stat, y)
    _fit!(o.lag, copy(o.stat))
end

using OnlineStatsBase

"""
    StatLag(stat, b)

Track a moving window (previous `b` copies) of `stat`.

# Example

    fit!(StatLag(Mean(), 10), 1:20)
"""
struct StatLag{T, O<:OnlineStat{T}} <: OnlineStatsBase.StatWrapper{T}
    lag::CircBuff{O}
    stat::O
end
function StatLag(stat::O, b::Integer) where {T, O<:OnlineStat{T}}
    StatLag{T,O}(CircBuff(O,b), stat)
end
function OnlineStatsBase._fit!(o::StatLag, y)
    OnlineStatsBase._fit!(o.stat, y)
    OnlineStatsBase._fit!(o.lag, copy(o.stat))
end
function Base.show(io::IO, o::StatLag)
    print(io, name(o, false, false), ": ")
    print(io, "n=", nobs(o))
    print(io, " | stat_values_old_to_new= ")
    show(IOContext(io, :compact => true), value.(value(o.lag)))
end

mutable struct MyMean <: OnlineStat{Number}
    value::Float64
    n::Int
    MyMean() = new(0.0, 0)
end
function OnlineStatsBase._fit!(o::MyMean, y)
    o.n += 1
    o.value += (1 / o.n) * (y - o.value)
end

y = Float64[10, 11, 12, 13, 14, 15]
println(y)

o = MyMean()
o = StatLag(o, 3)

fit!(o, y)
println(value(o))
println(value(o.lag[end-1]))
println(value(o.lag[end-2]))