# constSD.pl
# ----------
#
# Code by Austin Parker
# He is a grad student, not a coder. Expect nothing
# from this code -- it is just here because I like
# the pretty colors source code makes in a syntax
# highlighted editor (that was a ``no warenty'' thing).
#
# If you use this, you should thank me -- particularlly
# if you're writing a paper of some kind.
#
# based on proof located at
# http://www.cs.umd.edu/~austinjp/constSD.pdf


# takes as input current mean, current variance, 
# current number of samples and the next sample
# and returns the new mean, variance, and number
# of samples.
#
# usage: updateSD( mean, var, num, new_sample )
# returns: ( new_mean, new_var, num+1 )
# 
sub updateSD
{
    my $mean = shift;
    my $var = shift;
    my $n = shift;
    my $new = shift;
    my $new_n = $n+1;
    my $new_mean = ($n*$mean + $new) / $new_n;
    my $new_var = ($n*$var + $n*(($new-$mean)/$new_n)**2 + ($new - $new_mean)**2)/$new_n;
    return ($new_mean, $new_var, $new_n);
}

1;