From d649a2b1147b4141b84ef831182c0d5dcadac15b Mon Sep 17 00:00:00 2001
From: stephen mcquay <stephen@mcquay.me>
Date: Thu, 25 Jun 2015 16:35:19 -0700
Subject: [PATCH] init

---
 ostat/__init__.py |  1 +
 ostat/ostat.py    | 55 +++++++++++++++++++++++++++++++++++++++++++++++
 setup.py          | 16 ++++++++++++++
 3 files changed, 72 insertions(+)
 create mode 100644 ostat/__init__.py
 create mode 100644 ostat/ostat.py
 create mode 100644 setup.py

diff --git a/ostat/__init__.py b/ostat/__init__.py
new file mode 100644
index 0000000..73befc9
--- /dev/null
+++ b/ostat/__init__.py
@@ -0,0 +1 @@
+from .ostat import OnlineStat
diff --git a/ostat/ostat.py b/ostat/ostat.py
new file mode 100644
index 0000000..de07305
--- /dev/null
+++ b/ostat/ostat.py
@@ -0,0 +1,55 @@
+import math
+
+
+class OnlineStat(object):
+    def __init__(self):
+        self.n = 0.0
+
+        self.min = float('inf')
+        self.max = float('-inf')
+
+        self.old_m = 0.0
+        self.old_s = 0.0
+
+        self.new_m = 0.0
+        self.new_s = 0.0
+
+    def push(self, x):
+        self.n += 1
+
+        if x < self.min:
+            self.min = x
+        if x > self.max:
+            self.max = x
+
+        self.new_m = self.old_m + (x - self.old_m) / self.n
+        self.new_s = self.old_s + (x - self.old_m) * (x - self.new_m)
+
+        self.old_m = self.new_m
+        self.old_s = self.new_s
+
+    @property
+    def mean(self):
+        return self.new_m if self.n > 0 else 0.0
+
+    @property
+    def variance(self):
+        return self.new_s / (self.n) if self.n > 1 else 0.0
+
+    @property
+    def stddev(self):
+        return math.sqrt(self.variance)
+
+    def __unicode__(self):
+        return u'{min} {mean} {max} {stddev}'.format(
+            min=self.min,
+            mean=self.mean,
+            max=self.max,
+            stddev=self.stddev,
+        )
+
+    def __str__(self):
+        return u'{}'.format(self).encode('utf8')
+
+    def __repr__(self):
+        return u'<OnlineStat {}>'.format(self)
diff --git a/setup.py b/setup.py
new file mode 100644
index 0000000..da21249
--- /dev/null
+++ b/setup.py
@@ -0,0 +1,16 @@
+from setuptools import setup
+
+setup(
+    name='ostat',
+    version='0.1',
+    description=(
+        'efficient, accurate, and stable calculation of online '
+        'statistical quantities.'
+    ),
+    url='https://s.mcquay.me/sm/py-ostat/',
+    author='Stephen McQuay',
+    author_email='stephen@mcquay.me',
+    license='MIT',
+    packages=['ostat'],
+    zip_safe=False,
+)