avgvar.go 886 B

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  1. // Copyright 2010 Petar Maymounkov. All rights reserved.
  2. // Use of this source code is governed by a BSD-style
  3. // license that can be found in the LICENSE file.
  4. package llrb
  5. import "math"
  6. // avgVar maintains the average and variance of a stream of numbers
  7. // in a space-efficient manner.
  8. type avgVar struct {
  9. count int64
  10. sum, sumsq float64
  11. }
  12. func (av *avgVar) Init() {
  13. av.count = 0
  14. av.sum = 0.0
  15. av.sumsq = 0.0
  16. }
  17. func (av *avgVar) Add(sample float64) {
  18. av.count++
  19. av.sum += sample
  20. av.sumsq += sample * sample
  21. }
  22. func (av *avgVar) GetCount() int64 { return av.count }
  23. func (av *avgVar) GetAvg() float64 { return av.sum / float64(av.count) }
  24. func (av *avgVar) GetTotal() float64 { return av.sum }
  25. func (av *avgVar) GetVar() float64 {
  26. a := av.GetAvg()
  27. return av.sumsq/float64(av.count) - a*a
  28. }
  29. func (av *avgVar) GetStdDev() float64 { return math.Sqrt(av.GetVar()) }