class Accumulators::MeanVariance
Attributes
count[R]
mean[R]
sumsq[R]
Public Class Methods
new()
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# File lib/accumulators/mean_variance.rb, line 6 def initialize @count = 0 @mean = 0.0 @sumsq = 0.0 end
Public Instance Methods
add(rhs)
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# File lib/accumulators/mean_variance.rb, line 12 def add(rhs) if rhs.is_a? Numeric @count += 1 delta = rhs - @mean @mean += delta/@count @sumsq += delta * (rhs - @mean) elsif rhs.is_a? MeanVariance if rhs.count > 0 newCount = @count + rhs.count delta = rhs.mean - @mean newMean = @mean + delta*rhs.count/newCount newSumsq = @sumsq + rhs.sumsq + delta*delta*@count*rhs.count/newCount @count = newCount @mean = newMean @sumsq = newSumsq end else raise ArgumentError.new("You may not add #{rhs.class} to #{self.class}") end end
stddev(options = {})
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# File lib/accumulators/mean_variance.rb, line 47 def stddev(options = {}) Math.sqrt(variance(options)) end
variance(options = {})
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# File lib/accumulators/mean_variance.rb, line 35 def variance(options = {}) if options[:type] and not [:sample, :population].include? options[:type] raise ArgumentError.new("type must be one of :sample, :population") end if options[:type] == :population @count > 1 ? (@sumsq / (@count)) : 0.0 else @count > 1 ? (@sumsq / (@count + 1)) : 0.0 end end