#[derive(Default)]
pub(crate) struct Variance {
mean: f64,
mean2: f64,
n: u64,
}
impl Variance {
#[inline]
pub fn add(&mut self, sample: f64) {
self.n += 1;
let n_f = self.n as f64;
let delta_sq = (sample - self.mean).powi(2);
self.mean2 += ((n_f - 1.0) * delta_sq) / n_f;
self.mean += (sample - self.mean) / n_f;
}
#[inline]
pub fn mean(&self) -> f64 {
self.mean
}
#[inline]
pub fn mean_error(&self) -> f64 {
if self.n < 2 {
return 0.0;
}
let n_f = self.n as f64;
let sd = (self.mean2 / (n_f - 1.0)).sqrt();
sd / n_f.sqrt()
}
#[inline]
pub fn mean_with_error(&self) -> f64 {
let mean = self.mean.abs();
mean + self.mean_error().abs()
}
#[inline]
pub fn has_significant_result(&self) -> bool {
self.n >= 2
}
#[inline]
pub fn samples(&self) -> u64 {
self.n
}
}
#[cfg(test)]
mod tests {
use super::Variance;
#[test]
fn basic() {
let inputs = &[5.0, 10.0, 12.0, 15.0, 20.0];
let mut variance = Variance::default();
for input in inputs {
variance.add(*input);
}
assert_eq!(variance.mean(), 12.4);
let expected_mean_error = 2.5019;
assert!((variance.mean_error() - expected_mean_error).abs() < 0.001);
}
}