(*
    For computing average and variance without using too much memory...

    See http://www.cs.umd.edu/~austinjp for a proof of the algorithm's
    correctness.

    I guarantee nothing about the quality, effectiveness, compilability, etc of
    this code. 

    @author Austin Parker
*)

(* average, variance, and number of samples *)
type sample_stats = float*float*int

let null_stats = (0.0,0.0,0)

let updateSampleStats (ss : sample_stats) nextVal =
    let (avg,var,num) = ss in
    let newNum = num+1 in
    let newAvg = (nextVal +. (avg*.(float_of_int num))) /. (float_of_int newNum) in
    let inter1 = (nextVal-.avg) /. (float_of_int newNum) in
    let inter2 = nextVal-.newAvg in
    let newVar = ((float_of_int num)*.var+.(float_of_int num)*.inter1*.inter1+.inter2*.inter2)/. (float_of_int newNum) in
    (newAvg,newVar,newNum)

let updateSampleStatsWithStats (ss1 : sample_stats) (ss2: sample_stats) =
    let (a1,v1,n1) = ss1 in
    let (a2,v2,n2) = ss2 in
    let n3 = n1+n2 in
    let a3 = ((a1*.(float_of_int n1))+.(a2*.(float_of_int n2))) /. (float_of_int (n1+n2)) in
    let v3 = 0.0 (*unimplemented...*) in
    (a3,v3,n3)

let sample_stats_to_string (ss : sample_stats) =
    let (avg,var,num) = ss in
    "Average: "^(string_of_float avg)^" Variance: "^(string_of_float var)^" Samples: "^(string_of_int num)