Cumulative standard deviation
You are encouraged to solve this task according to the task description, using any language you may know.
Write a stateful function, class, generator or coroutine that takes a series of floating point numbers, one at a time, and returns the running standard deviation of the series. The task implementation should use the most natural programming style of those listed for the function in the implementation language; the task must state which is being used. Do not apply Bessel's Correction; the returned standard deviation should always be computed as if the sample seen so far is the entire population.
Use this to compute the standard deviation of the set: 2, 4, 4, 4, 5, 5, 7, 9
Tcl
With a Class
<lang tcl>oo::class create SDAccum {
variable sum sum2 num
constructor {} {
set sum 0.0
set sum2 0.0
set num 0
}
method value {x} {
set sum2 [expr {$sum2 + $x**2}]
set sum [expr {$sum + $x}]
incr num
return [my stddev]
}
method count {} {
return $num
}
method mean {} {
expr {$sum / double($num)}
}
method variance {} {
expr {($sum2 - double($num)*[my mean]**2)/double($num)}
}
method stddev {} {
expr {sqrt([my variance])}
}
}
- Demonstration
set sdacc [SDAccum new] foreach val {2 4 4 4 5 5 7 9} {
set sd [$sdacc value $val]
} puts "the standard deviation is: $sd"</lang> which produces the output:
the standard deviation is: 2.0