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RunningStat
===========
RunningStat
computes
the
central
tendency
,
shape
,
and
extrema
of
a
set
of
points
online
,
in
constant
space
.
It
uses
a
neat
one
-
pass
algorithm
for
calculating
variance
,
described
here
:
<
https
:
//en.wikipedia.org/wiki/Algorithms_for_calculating_variance#On-line_algorithm>
This
particular
implementation
adapts
a
sample
C
++
implementation
by
John
D
.
Cook
to
PHP
.
See
also
:
*
<
http
:
//www.johndcook.com/standard_deviation.html>
*
<
http
:
//www.johndcook.com/skewness_kurtosis.html>
RunningStat
instances
can
be
combined
.
The
resultant
RunningStat
has
the
same
state
it
would
have
had
if
it
had
been
used
to
accumulate
each
point
.
This
property
is
attractive
because
it
allows
separate
threads
of
execution
to
process
a
stream
in
parallel
.
More
importantly
,
individual
points
can
be
accumulated
in
stages
,
without
loss
of
fidelity
,
at
intermediate
points
in
the
aggregation
process
.
JavaScript
profiling
samples
can
be
accumulated
in
the
user
'
s
browser
and
be
combined
with
measurements
from
other
browsers
on
the
profiling
data
aggregator
.
Functions
that
are
called
multiple
times
in
the
course
of
a
profiled
web
request
can
be
accumulated
in
MediaWiki
prior
to
being
transmitted
to
the
profiling
data
aggregator
.
Usage
-----
Here
is
how
you
use
it
:
```
php
use
Wikimedia
\
RunningStat
;
$
rstat
=
new
RunningStat
();
foreach
(
[
49.7168
,
74.3804
,
7.0115
,
96.5769
,
34.9458
,
36.9947
,
33.8926
,
89.0774
,
23.7745
,
73.5154
,
86.1322
,
53.2124
,
16.2046
,
73.5130
,
10.4209
,
42.7299
,
49.3330
,
47.0215
,
34.9950
,
18.2914
,
]
as
$
sample
)
{
$
rstat
->
addObservation
(
$
sample
);
}
printf
(
"n = %d; min = %.2f; max = %.2f; mean = %.2f; variance = %.2f; stddev = %.2f\n"
,
count
(
$
rstat
),
$
rstat
->
min
,
$
rstat
->
max
,
$
rstat
->
getMean
(),
$
rstat
->
getVariance
(),
$
rstat
->
getStdDev
()
);
// Output:
// n = 20; min = 7.01; max = 96.58; mean = 47.59; variance = 725.71; stddev = 26.94
```
License
-------
GPL
-
2.0
-
or
-
later
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