65 lines
964 B
Go
65 lines
964 B
Go
package ostat
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import (
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"math"
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)
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// from http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm
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type OnlineStat struct {
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n int64
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mean float64
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m2 float64
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Max float64
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Min float64
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typ int64
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}
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func NewSampleStat() *OnlineStat {
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return &OnlineStat{
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Min: math.Inf(1),
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Max: math.Inf(-1),
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typ: 1,
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}
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}
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func NewPopulationStat() *OnlineStat {
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return &OnlineStat{
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Min: math.Inf(1),
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Max: math.Inf(-1),
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typ: 0,
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}
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}
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func (os *OnlineStat) Push(v float64) {
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os.n += 1
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if v < os.Min {
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os.Min = v
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}
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if v > os.Max {
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os.Max = v
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}
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delta := v - os.mean
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os.mean = os.mean + delta/float64(os.n)
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os.m2 = os.m2 + delta*(v-os.mean)
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}
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func (os *OnlineStat) Mean() float64 {
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if os.n == 0 {
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return 0.0
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}
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return os.mean
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}
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func (os *OnlineStat) Variance() float64 {
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if os.n == 0 {
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return 0.0
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}
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return os.m2 / float64(os.n-os.typ)
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}
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func (os *OnlineStat) StdDev() float64 {
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return math.Sqrt(os.Variance())
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}
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