TheAlgorithms-C-Plus-Plus/math/realtime_stats.cpp

#include <cmath>
#include <iostream>

/**
 * continuous mean and variance computance using
 * first value as an approximation for the mean
 **/
template <typename T>
class stats_computer1 {
 public:
  void new_val(T x) {
    if (n == 0) K = x;
    n++;
    T tmp = x - K;
    Ex += tmp;
    Ex2 += tmp * tmp;
  }

  double mean() const { return K + Ex / n; }

  double variance() const { return (Ex2 - (Ex * Ex) / n) / (n - 1); }

  double std() const { return std::sqrt(this->variance()); }

  friend std::istream &operator>>(std::istream &input, stats_computer1 &stat) {
    T val;
    input >> val;
    stat.new_val(val);
    return input;
  }

 private:
  unsigned int n = 0;
  double Ex, Ex2;
  T K;
};

/**
 * continuous mean and variance computance using
 * Welford's algorithm
 **/
template <typename T>
class stats_computer2 {
 public:
  void new_val(T x) {
    n++;
    double delta = x - mu;
    mu += delta / n;
    double delta2 = x - mu;
    M += delta * delta2;
  }

  double mean() const { return mu; }

  double variance() const { return M / n; }

  double std() const { return std::sqrt(this->variance()); }

  friend std::istream &operator>>(std::istream &input, stats_computer2 &stat) {
    T val;
    input >> val;
    stat.new_val(val);
    return input;
  }

 private:
  unsigned int n = 0;
  double mu = 0, var = 0, M = 0;
};

int main(int argc, char **argv) {
  std::cout << "Enter data. Any non-numeric data will terminate the data input."
            << std::endl;

  stats_computer1<double> stats1;
  stats_computer2<double> stats2;

  while (1) {
    double val;
    std::cout << "Enter number: ";
    std::cin >> val;
    if (std::cin.fail())  // check for failure to read input. Happens for
                          // non-numeric data
      break;
    stats1.new_val(val);
    stats2.new_val(val);
    std::cout << "\tMethod 1:"
              << "\tMean: " << stats1.mean()
              << "\t Variance: " << stats1.variance()
              << "\t Std: " << stats1.std() << std::endl;
    std::cout << "\tMethod 2:"
              << "\tMean: " << stats2.mean()
              << "\t Variance: " << stats2.variance()
              << "\t Std: " << stats2.std() << std::endl;
  }

  return 0;
}