/**
 * Computes the average and standard devaiation of a number
 * of samples iteratively using constant space.
 * 
 * Standard you shouldn't trust this code disclaimer:
 * You shouldn't trust this code. I make no guarantees that it
 * actually does anything. 
 *
 * (in particular, this code will have rounding issues) 
 *
 * Proof or correctness and description at 
 * http://www.cs.umd.edu/~austinjp/constSD.pdf
 *
 * email with corrections / improvements. 
 *
 * @author Austin Parker
 * @email austinjp@cs.umd.edu
 */

package jist.swans.misc;


public class AverageSD {
    protected int num = 0;
    protected double var = 0; //store the variance -- save a couple of square roots.
    protected double avg = 0;

    public int getNumberOfSamples() { return num; }
    public double getVariance() { return var; }
    public double getStandardDeviation() { return Math.sqrt(var); }
    public double getAverage() { return avg; }

    /**
     * includes the parameter as a sample. Recomputes
     * variance, average, and number of samples to 
     * correspond to having this as a new sample.
     */
    public void addSample(double sample) {
        int newNum = num+1;
        double newAvg = (num*avg+sample) / (newNum);
        double intermediate1 = (sample-avg) / newNum;
        double intermediate2 = sample-newAvg;
        double newVar = (num*var + num*intermediate1*intermediate1 + intermediate2*intermediate2) / newNum;
        num = newNum;
        avg = newAvg;
        var = newVar;
    }

    public String toString() {
        return "average: "+avg+", standard deviation: "+getStandardDeviation()+", number of samples: "+num;
    }

}