MeanSD

Output range to compute mean, stdev, variance online. Getter methods for stdev, var cost a few floating point ops. Getter for mean costs a single branch to check for N == 0. Relatively expensive floating point ops, if you only need mean, try Mean. This struct uses O(1) space and does *NOT* store the individual elements.

Note: This struct can implicitly convert to a Mean struct.

References: Computing Higher-Order Moments Online. http://people.xiph.org/~tterribe/notes/homs.html

struct MeanSD {

void put(double element);

void put(typeof(this) rhs);

double sum [@property getter];

double mean [@property getter];

double stdev [@property getter];

double var [@property getter];

double mse [@property getter];

double N [@property getter];

Mean toMean [@property getter];

MeanSD toMeanSD [@property getter];

string toString();

}

Alias This

toMean

Members

Functions

put void put(double element)
put void put(typeof(this) rhs): Combine two MeanSD's.
toString string toString()

Properties

N double N [@property getter]
mean double mean [@property getter]
mse double mse [@property getter]: Mean squared error. In other words, a biased estimate of variance.
stdev double stdev [@property getter]
sum double sum [@property getter]
toMean Mean toMean [@property getter]: Converts this struct to a Mean struct. Also called when an implicit conversion via alias this takes place.
toMeanSD MeanSD toMeanSD [@property getter]: Simply returns this. Useful in generic programming contexts.
var double var [@property getter]

Examples

1 MeanSD summ;
2 summ.put(1);
3 summ.put(2);
4 summ.put(3);
5 summ.put(4);
6 summ.put(5);
7 assert(summ.mean == 3);
8 assert(summ.stdev == sqrt(2.5));
9 assert(summ.var == 2.5);