56 lines
1.2 KiB
Python
56 lines
1.2 KiB
Python
import math
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class OnlineStat(object):
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def __init__(self):
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self.n = 0.0
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self.min = float('inf')
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self.max = float('-inf')
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self.old_m = 0.0
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self.old_s = 0.0
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self.new_m = 0.0
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self.new_s = 0.0
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def push(self, x):
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self.n += 1
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if x < self.min:
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self.min = x
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if x > self.max:
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self.max = x
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self.new_m = self.old_m + (x - self.old_m) / self.n
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self.new_s = self.old_s + (x - self.old_m) * (x - self.new_m)
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self.old_m = self.new_m
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self.old_s = self.new_s
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@property
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def mean(self):
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return self.new_m if self.n > 0 else 0.0
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@property
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def variance(self):
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return self.new_s / (self.n) if self.n > 1 else 0.0
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@property
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def stddev(self):
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return math.sqrt(self.variance)
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def __unicode__(self):
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return u'{min} {mean} {max} {stddev}'.format(
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min=self.min,
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mean=self.mean,
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max=self.max,
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stddev=self.stddev,
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)
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def __str__(self):
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return u'{}'.format(self).encode('utf8')
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def __repr__(self):
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return u'<OnlineStat {}>'.format(self)
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