stddev.h

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//#include <vector>
//#include <iostream>
//#include <math.h>
#include <utility>
#include <cmath>

using namespace std;

class stddev {
        private:
                double var;  // variance
                double avg;
                int j;
                double SS;  // sample variance

        public:
                stddev() : j(0), var(0), avg(0), SS(0) {}
                void operator()(double x) {
                        ++j;
                        if (j==1) { avg = x; var = 0; SS=0; }
                        else { double avgnew = avg + (x-avg)/(j);
                                SS = (1-static_cast<double>(1)/(j-1))*SS + j*(avgnew-avg)*(avgnew-avg);
                                var = (j-1)*(var/j + (avgnew-avg)*(avgnew-avg));
                                avg = avgnew; 
                        }
                        //cerr << "n: " << j << " avg =" << avg 
                        //      << " sqrt(SS)= " << sqrt(SS) << endl;
                }
                double getMean() const { return avg; }
                double getStd() const { return sqrt(var); }
                double getSampleStd() const { return sqrt(SS); }
                // postgres retuns the sample standard deviation
                pair<double, double> result() const { return make_pair(avg, sqrt(SS)); }
};