Simple class for measuring certain statistics dynamically that is numerically efficient. More...
#include "cxutils/math/runningstats.h"
#include <cmath>
#include <algorithm>
Go to the source code of this file.
Simple class for measuring certain statistics dynamically that is numerically efficient.
This code is based off of similar class written by John D. Cook http://www.johndcook.com/standard_deviation.html
Which is based on the following references: Chan, Tony F.; Golub, Gene H.; LeVeque, Randall J. (1983). Algorithms for Computing the Sample Variance: Analysis and Recommendations. The American Statistician 37, 242-247.
Ling, Robert F. (1974). Comparison of Several Algorithms for Computing Sample Means and Variances. Journal of the American Statistical Association, Vol. 69, No. 348, 859-866.
Author(s): Daniel Barber
Created: 21 Januar 2010
Copyright (c) 2010
Applied Cognition and Training in Immersive Virtual Environments
(ACTIVE) Laboratory
Institute for Simulation and Training (IST)
University of Central Florida (UCF)
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Email: dbarber@ist.ucf.edu
Web: http://active.ist.ucf.edu
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Definition in file runningstats.cpp.