#ifndef _ema_hpp_INCLUDED
#define _ema_hpp_INCLUDED

namespace CaDiCaL {

struct Internal;

// This is a more complex generic exponential moving average class to
// support more robust initialization (see comments in the 'update'
// implementation).

struct EMA {

#ifdef LOGGING
  uint64_t updated;
#endif
  double value;         // unbiased (corrected) moving average
  double biased;        // biased initialized moving average
  double alpha;         // input scaling with 'alpha = 1 - beta'
  double beta;          // decay of 'biased' with 'beta = 1 - alpha'
  double exp;           // 'exp = pow (beta, updated)'

  EMA () :
#ifdef LOGGING
  updated (0),
#endif
  value (0), biased (0), alpha (0), beta (0), exp (0) { }

  EMA (double a) :
#ifdef LOGGING
    updated (0),
#endif
    value (0), biased (0), alpha (a), beta (1 - a), exp (!!beta)
  {
    assert (beta >= 0);
  }

  operator double () const { return value; }
  void update (Internal *, double y, const char * name);
};

}

/*------------------------------------------------------------------------*/

// Compact average update and initialization macros for better logging.

#define UPDATE_AVERAGE(A,Y) \
do { A.update (internal, (Y), #A); } while (0)

#define INIT_EMA(E,WINDOW) \
do { \
  assert ((WINDOW) >= 1); \
  double ALPHA = 1.0 / (double)(WINDOW); \
  E = EMA (ALPHA); \
  LOG ("init " #E " EMA target alpha %g window %d", ALPHA, (int)WINDOW); \
} while (0)

/*------------------------------------------------------------------------*/

#endif