NAME

Math::StdDev - Pure-perl mean and variance computation supporting running/online calculation (Welford's algorithm)

SYNOPSIS

#!/usr/bin/perl -w
  
use Math::StdDev;

my $d = new Math::StdDev();
$d->Update(2);
$d->Update(3);
print $d->mean() . "\t" . $d->sampleVariance();	# or $d->variance()

or

perl -MMath::StdDev -e '$d=new Math::StdDev; $d->Update(10**8+4, 10**8 + 7, 10**8 + 13, 10**8 + 16); print $d->mean() . "\n" . $d->sampleVariance() . "\n"'

DESCRIPTION

This module impliments Welford's online algorithm (see https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance ) Maybe one day in future the two-pass algo could be included, along with Kahan compensated summation... so much math, so little time...

EXPORT

None by default.

Notes

new

Usage is

my $d = new Math::StdDev();
or
my $d = new Math::StdDev(1,2,3,4);	# Add one or more samples, or a population, right from the start

Update

Usage is

my $d->Update(123);
or
my $d->Update(@list_of_scalars);

mean()

Usage is

print $d->mean();

variance

Usage is

print $d->variance();

sampleVariance

(same as variance, but uses n-1 divisor.) Usage is:

print $d->sampleVariance();

AUTHOR

This module was written by Chris Drake cdrake@cpan.org.

COPYRIGHT AND LICENSE

Copyright (c) 2019 Chris Drake. All rights reserved.

This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.18.2 or, at your option, any later version of Perl 5 you may have available.

cpanm Math::StdDev

perl -MCPAN -e shell
install Math::StdDev