chmike / variance

Computes the mean or variance of values in one pass. Values may also be removed for a sliding window.

Computes the mean or variance

This small package can be used to compute the mean or variance of values in one pass. Values are added with the Add method. The Mean method returns the mean of the values. If no values have been adde Mean returns 0. The method Variance returns the variance of the added values. If there are less then two values in the accumulator, Variance returns 0.

The Del method can be used to remove an added value. It panics if no values have been added or all values have been removed. This method can be used to compute the mean and variance over a sliding window. Values are added on one side, and removed on the other.

import "github.com/chmike/variance"

...

var acc variance.Accumulator
acc.Add(0)
acc.Add(1)
acc.Add(2)
fmt.Println(acc.Mean())     // outputs 1.
fmt.Println(acc.Variance()) // outputs 1.
acc.Del(0)
fmt.Println(acc.Mean())     // outputs 1.5
fmt.Println(acc.Variance()) // outputs 0.5