LongAverage.h

template<class InputType, class InnerAvgType=double, class AvgType=InputType>
class LongAverage {
	int average_count;
	int buffer_count;
	InnerAvgType average;
public:
	LongAverage() : average_count(100000), buffer_count(0), average(0) { }
	LongAverage(int average_count) : average_count(average_count), buffer_count(0), average(0)
	{
		assert(average_count > 0);
	}
	
	int getAverageCount() const {
		return average_count;
	}
	void setAverageCount(int n) {
		assert(n > 0);
		average_count = n;
		reset();
	}
	
	// reset average value and counter.
	void reset() {
		buffer_count = 0;
		average = 0;
	}
	
	// update and return average value
	AvgType update(const InputType& input) {
		buffer_count += (buffer_count < average_count) ? 1 : 0;
		average += (InnerAvgType)(((InnerAvgType)input - average) / buffer_count);
		return (AvgType)average;
	}
	operator AvgType () {
		return (AvgType)average;
	}
};

test.cpp

#include <iostream>
#include <assert.h>
#include "LongAverage.h"
int main(int argc, char*argv[]) {
	LongAverage<double> intAverager;
	double data[] = {0, 1,2,3,4,5,6,7,8,9,10,9,8,7,6,5,4,3,2,1,0,};
	for(int ii = 0; ii < 10000; ii++) {
		for(int i = 0; i < sizeof(data)/sizeof(data[0]); i++) {
			intAverager.update(data[i]);
		}
	}
	std::cerr << "average = " << (double)intAverager << std::endl;
}