num::basic_running_stats

Defined in header <stats/stats.hpp>

template <typename Float = double, std::integral Index = num::idx>
struct basic_running_stats;

Welford updates for mean and variance.

Members

member	description
Float mean = Float{0}
Float M2 = Float{0}
Index count = 0
void update(Float x)	Incorporate one observation without storing the sample history.
Float variance() const	Return the unbiased sample variance, or zero with fewer than two samples.
Float std_dev() const	Return the sample standard deviation.
Float stderr_mean() const	Return the uncorrelated standard error of the mean.
void reset()	Discard all accumulated observations.