NICE_VisLearning/baselib/RunningStat.h

/** 
 * @file RunningStat.h
 * @brief B. P. Welford Computation of Mean and Variance download at: http://www.johndcook.com/standard_deviation.html
 * @author Michael Koch
 * @date 18/02/2009
 */
#ifndef RunningStatINCLUDE
#define RunningStatINCLUDE

namespace OBJREC {

/** @brief online statistics */
class RunningStat
{
     public:
          RunningStat() : m_n(0) {}

	  /** clear the current statistics */
          void Clear();
          
	  /** add a new data element */
          void Push(double x);
          
	  /** get number of data elements */
          size_t NumDataValues() const;

	  /** get mean value */
          double Mean() const;
          
	  /** get variance */
	  double Variance() const;
          
	  /** get standard deviation */
          double StandardDeviation() const;
         

     private:
          size_t m_n;
          double m_oldM, m_newM, m_oldS, m_newS;
};

}
#endif