dip::VarianceAccumulator class

VarianceAccumulator computes mean and standard deviation by accumulating the first two central moments.


Samples are added one by one, using the Push method. Other members are used to retrieve estimates of the population statistics based on the samples seen up to that point. Formula used to compute population statistics are corrected, though the standard deviation is not an unbiased estimator. The accumulator uses a stable algorithm to prevent catastrophic cancellation. If catastrophic cancellation is unlikely or not important, use the faster dip::FastVarianceAccumulator.

It is possible to accumulate samples in different objects (e.g. when processing with multiple threads), and add the accumulators together using the + operator.

It is also possible to remove a sample from the accumulator, using the Pop method. It is assumed that the particular value passed to this method had been added previously to the accumulator. If this is not the case, resulting means and variances are no longer correct.


void Reset()
Reset the accumulator, leaving it as if newly allocated.
void Push(dip::dfloat x)
Add a sample to the accumulator
void Pop(dip::dfloat x)
Remove a sample from the accumulator
auto Number() const -> dip::uint
Number of samples
auto Mean() const -> dip::dfloat
Unbiased estimator of population mean
auto Variance() const -> dip::dfloat
Unbiased estimator of population variance
auto StandardDeviation() const -> dip::dfloat
Estimator of population standard deviation (it is not possible to derive an unbiased estimator)


auto operator+=(dip::VarianceAccumulator const& b) -> dip::VarianceAccumulator&
Combine two accumulators