running_stat.rb

require "minitest/autorun"

class RunningStat
  def initialize(opts={})
    @nr_of_els = opts.fetch(:nr_of_els, 0)
    @old_m     = opts.fetch(:old_m, 0.0)
    @old_s     = opts.fetch(:old_s, 0.0)
  end

  def push(x)
    @nr_of_els += 1

    if @nr_of_els == 1
      @old_m = @new_m = x
      @old_s = 0.0
    else
      @new_m = @old_m + (x - @old_m) / @nr_of_els
      @new_s = @old_s + (x - @old_m) * (x - @new_m)

      @old_m = @new_m
      @old_s = @new_s
    end
  end

  def mean
    @nr_of_els > 0 ? @new_m : 0.0
  end

  def variance
    @nr_of_els > 1 ? @new_s / (@nr_of_els - 1) : 0.0
  end

  def std_deviation
    Math.sqrt(variance)
  end
end

class TestRunningStat < MiniTest::Unit::TestCase
  # for 13, 23, 12, 44, 55
  def setup
    @rs = RunningStat.new
    [13,23,12,44,55].each { |i| @rs.push(i.to_f) }
  end

  def test_mean
    assert_equal 29.4, @rs.mean
  end

  def test_variance
    assert_equal 370.3, @rs.variance
  end

  def test_std_deviation
    assert_equal 19.24318, @rs.std_deviation.round(5)
  end
end

class TestRunningStatIncremental < MiniTest::Unit::TestCase
  # by loading the results for 13, 23, 12, 44, 55
  # and adding 16 to the set
  def setup
    @rs = RunningStat.new(nr_of_els: 5, old_m: 29.4, old_s: 1481.2)
    @rs.push(16.0)
  end

  def test_mean
    assert_equal 27.16667, @rs.mean.round(5)
  end

  def test_variance
    assert_equal 326.16667, @rs.variance.round(5)
  end

  def test_std_deviation
    assert_equal 18.06008, @rs.std_deviation.round(5)
  end
end