Numeric algorithms and constants module
#include "diplib/accumulators.h"
dip::VarianceAccumulator class

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

Reference

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.

Functions

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