From e8a0bf2c2ce4ebb155efbc3f792eaeb6ce05bbde Mon Sep 17 00:00:00 2001
From: Krishna Vedala <7001608+kvedala@users.noreply.github.com>
Date: Sat, 23 May 2020 19:26:11 -0400
Subject: [PATCH] compute stats of data in realtime (unknown length of data) -
 mean, variance and standard deviation

---
 math/realtime_stats.cpp | 106 ++++++++++++++++++++++++++++++++++++++++
 1 file changed, 106 insertions(+)
 create mode 100644 math/realtime_stats.cpp

diff --git a/math/realtime_stats.cpp b/math/realtime_stats.cpp
new file mode 100644
index 000000000..af0c54ca9
--- /dev/null
+++ b/math/realtime_stats.cpp
@@ -0,0 +1,106 @@
+#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;
+}
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