//::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
/** @author  John Miller
 *  @version 1.6
 *  @date    Sat Aug 31 15:18:54 EDT 2019
 *  @see     LICENSE (MIT style license file).
 *
 *  @title   Model Support: Queue for Moving Averages
 */

package scalation.analytics

import scalation.math.double_exp
import scalation.util.CircularQueue

//::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
/** The `SumQueue` class retains the last 'q' elements as well as the running total
 *  in 'sum' and number of elements in 'size_', making it efficient to compute
 *  moving averages.
 *  @param q  the number of elements to retain in the queue
 */
class SumQueue (q: Int = 5)
{
    private val queue = new CircularQueue [Double] (q)       // circular queue to hold elements
    private var size_ = 0                                    // number of elements in the queue
    private var sum  = 0.0                                  // running total (sum)

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Return the size (number of elements) in the queue.
     */
    def size: Int = size_

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Return the mean of the elements in the queue.
     */
    def mean: Double = sum / size_

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Enqueue the next element 'y' in the queue, removing the first element when
     *  the queue is full.
     *  @param y  the next element to place in the queue
     */
    def += (y: Double)
    {
        if (size_ < q) size_ += 1 else sum -= queue.dequeue
        sum  += y
        queue += y
    } // +=

} // SumQueue class


//::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
/** The `SumQueue` class retains the last 'q' elements as well as the running total
 *  in 'sum' and number of elements in 'size_', making it efficient to compute
 *  moving averages.
 *  @param q  the number of elements to retain in the queue
 */
class SumSqQueue (q: Int = 5)
{
    private val queue = new CircularQueue [Double] (q)       // circular queue to hold elements
    private var size_ = 0                                    // number of elements in the queue
    private var sum   = 0.0                                  // running total (sum)
    private var sumSq = 0.0                                  // running total (sum of squares)

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Return the size (number of elements) in the queue.
     */
    def size: Int = size_

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Return the mean of the elements in the queue.
     */
    def mean: Double = sum / size_

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Return the variance of the elements in the queue.
     */
    def variance: Double = (sumSq - sum ~^ 2 / q) / (q-1)

    //::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
    /** Enqueue the next element 'y' in the queue, removing the first element when
     *  the queue is full.
     *  @param y  the next element to place in the queue
     */
    def += (y: Double)
    {
        if (size_ < q) size_ += 1
        else {
            val yy = queue.dequeue
            sum   -= yy
            sumSq -= yy ~^ 2
        } // if
        sum   += y
        sumSq += y ~^ 2
        queue += y
    } // +=

} // SumSqQueue class


//::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
/** The `SumQueueTest` object is used to test the `SumQueue` class.
 *  > runMain scalation.analytics.SumQueueTest
 */
object SumQueueTest extends App
{
    val sumq = new SumQueue ()
    for (i <- 1 to 20) {
        val y = 2.0 * i
        sumq += y
        println (s"$i: mean = ${sumq.mean}")
    } // for
       
} // SumQueueTest


//::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::
/** The `SumQueueTest2` object is used to test the `SumSqQueue` class.
 *  > runMain scalation.analytics.SumQueueTest2
 */
object SumQueueTest2 extends App
{
    val sumq = new SumSqQueue ()
    for (i <- 1 to 20) {
        val y = 2.0 * i
        sumq += y
        println (s"$i: mean = ${sumq.mean}")
        println (s"$i: variance = ${sumq.variance}")
    } // for
       
} // SumQueueTest