num::RunningStats Struct Reference

#include <stats.hpp>

Public Member Functions
void	update (real x)
	Incorporate one new sample.
real	variance () const
	Unbiased sample variance (n-1 denominator). Returns 0 for n < 2.
real	std_dev () const
real	stderr_mean () const
	Standard error of the mean (uncorrelated samples).
void	reset ()

Public Attributes
real	mean = 0.0
real	M2 = 0.0
idx	count = 0

Detailed Description

Online mean and variance via Welford's algorithm. One-pass, numerically stable, O(1) memory.

Definition at line 18 of file stats.hpp.

Member Function Documentation

reset()

void num::RunningStats::reset ( )

inline

Definition at line 44 of file stats.hpp.

References count, M2, and mean.

Referenced by main().

std_dev()

real num::RunningStats::std_dev ( ) const

inline

Definition at line 37 of file stats.hpp.

References variance().

Referenced by main(), and stderr_mean().

stderr_mean()

real num::RunningStats::stderr_mean ( ) const

inline

Standard error of the mean (uncorrelated samples).

Definition at line 40 of file stats.hpp.

References count, and std_dev().

update()

void num::RunningStats::update ( real  x )

inline

Incorporate one new sample.

Definition at line 24 of file stats.hpp.

References count, num::ipow(), M2, and mean.

Referenced by main().

variance()

real num::RunningStats::variance ( ) const

inline

Unbiased sample variance (n-1 denominator). Returns 0 for n < 2.

Definition at line 33 of file stats.hpp.

References count, and M2.

Referenced by std_dev().

Member Data Documentation

count

idx num::RunningStats::count = 0

Definition at line 21 of file stats.hpp.

Referenced by main(), reset(), stderr_mean(), update(), and variance().

M2

real num::RunningStats::M2 = 0.0

Definition at line 20 of file stats.hpp.

Referenced by reset(), update(), and variance().

mean

real num::RunningStats::mean = 0.0

Definition at line 19 of file stats.hpp.

Referenced by main(), reset(), and update().

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

• /home/runner/work/numerics/numerics/include/stats/stats.hpp