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40 lines
886 B
40 lines
886 B
8 years ago
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// Copyright 2010 Petar Maymounkov. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package llrb
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import "math"
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// avgVar maintains the average and variance of a stream of numbers
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// in a space-efficient manner.
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type avgVar struct {
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count int64
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sum, sumsq float64
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}
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func (av *avgVar) Init() {
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av.count = 0
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av.sum = 0.0
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av.sumsq = 0.0
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}
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func (av *avgVar) Add(sample float64) {
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av.count++
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av.sum += sample
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av.sumsq += sample * sample
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}
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func (av *avgVar) GetCount() int64 { return av.count }
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func (av *avgVar) GetAvg() float64 { return av.sum / float64(av.count) }
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func (av *avgVar) GetTotal() float64 { return av.sum }
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func (av *avgVar) GetVar() float64 {
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a := av.GetAvg()
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return av.sumsq/float64(av.count) - a*a
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}
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func (av *avgVar) GetStdDev() float64 { return math.Sqrt(av.GetVar()) }
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