sbit::Stats Class Reference

#include <stats.h>

Public Member Functions
void	reset () noexcept
void	observe (double value) noexcept
size_t	getCount () const noexcept
double	getMean () const noexcept
double	getVariance () const noexcept

Detailed Description

Maintain running statistics for a data stream

Implementation adapted from:

https://www.johndcook.com/blog/standard_deviation/

"There is a way to compute variance that is more accurate and is guaranteed to always give positive results. Furthermore, the method computes a running variance. That is, the method computes the variance as the x‘s arrive one at a time. The data do not need to be saved for a second pass.

This better way of computing variance goes back to a 1962 paper by B. P. Welford and is presented in Donald Knuth’s Art of Computer Programming, Vol 2, page 232, 3rd edition."

Member Function Documentation

getCount()

size_t sbit::Stats::getCount ( ) const

inlinenoexcept

Returns

the number of observations

getMean()

double sbit::Stats::getMean ( ) const

inlinenoexcept

Returns

the arithmetic mean statistic of the observations

getVariance()

double sbit::Stats::getVariance ( ) const

inlinenoexcept

Returns

the variance statistic of the observations

observe()

void sbit::Stats::observe ( double  value )

inlinenoexcept

Observe a new value and mix it in the statistics

Parameters

value

is the value that was observed

reset()

void sbit::Stats::reset ( )

inlinenoexcept

Resets the statistics so the object can be reused

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The documentation for this class was generated from the following file:

• /home/florin/work/mpscq/include/sbit/stats.h