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< > BotCompany Repo | #1036458 // HalfWelford [running average - I think this is nonsense. Average does the same]

JavaX fragment (include) [tags: use-pretranspiled]

Transpiled version (10102L) is out of date.

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// from https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm
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srecord HalfWelford(long count, dbl mean) {
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  void add(double newValue) {
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    count++;
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    dbl delta = newValue - mean;
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    mean += delta / count;
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  }
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  void remove(double valueToRemove) {
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    guarantee(count > 0);
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    double newValue = valueToRemove;
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    mean = (mean-newValue/count)/(1-1.0/count);
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    --count;
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  }
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  bool isEmpty() { ret count == 0; }
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  dbl average aka avg aka mean() { ret count == 0 ? Double.NaN : mean; }
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  toString {
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    S s = nValues(count);
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    if (!isEmpty())
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      s += ", avg: " + avg();
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    ret s;
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  }
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  double get() {
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    ret avg();
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  }
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}

Author comment

Began life as a copy of #1033575

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Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

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Snippet ID: #1036458
Snippet name: HalfWelford [running average - I think this is nonsense. Average does the same]
Eternal ID of this version: #1036458/2
Text MD5: bf9d391c493cbf9ba320dab793c8dbca
Author: stefan
Category: javax / maths
Type: JavaX fragment (include)
Public (visible to everyone): Yes
Archived (hidden from active list): No
Created/modified: 2022-12-16 02:00:18
Source code size: 714 bytes / 31 lines
Pitched / IR pitched: No / No
Views / Downloads: 138 / 197
Version history: 1 change(s)
Referenced in: [show references]