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package Statistics::Welford; |
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=pod |
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=head1 NAME |
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Statistics::Welford - Standard statistics using Welford's algorithm |
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=head1 SYNOPSIS |
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my $stat = Statistics::Welford->new; |
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while (1) { |
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$stat->add(rand); |
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... |
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} |
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print $stat->mean; |
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=head1 DESCRIPTION |
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Standard statistics using Welford's algorithm |
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=head1 METHODS |
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=cut |
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use strict; |
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use warnings; |
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our $VERSION = '0.02'; |
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=pod |
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=head2 new |
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my $stat = Statistics::Welford->new; |
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The C constructor lets you create a new B object. |
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=cut |
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sub new { |
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my $class = shift; |
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my $self = bless { @_ }, $class; |
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$self->{n} = 0; |
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return $self; |
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} |
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=pod |
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=head2 add |
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Add an entry to the statistics base |
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=cut |
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sub add { |
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my ($self, $x) = @_; |
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$self->{n}++; |
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if ($self->{n} == 1) { |
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$self->{old_m} = $x; |
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$self->{new_m} = $x; |
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$self->{min} = $x; |
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$self->{max} = $x; |
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$self->{old_s} = 0.0; |
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return $self; |
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} |
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$self->{new_m} = $self->{old_m} + ($x - $self->{old_m})/$self->{n}; |
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$self->{new_s} = $self->{old_s} + ($x - $self->{old_m})*($x - $self->{new_m}); |
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$self->{min} = $x if $x < $self->{min}; |
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$self->{max} = $x if $x > $self->{max}; |
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# set up for next iteration |
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$self->{old_m} = $self->{new_m}; |
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$self->{old_s} = $self->{new_s}; |
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return $self; |
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} |
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=head2 n |
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Returns the number of entries to the statistics base |
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=cut |
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sub n { |
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my $self = shift; |
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return $self->{n}; |
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} |
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=head2 min |
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Returns the minimum number in the statistics base |
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=cut |
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sub min { |
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my $self = shift; |
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return $self->{min}; |
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} |
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=head2 max |
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Returns the maximum number in the statistics base |
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=cut |
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sub max { |
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my $self = shift; |
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return $self->{max}; |
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} |
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=head2 mean |
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Returns the mean value |
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=cut |
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sub mean { |
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my $self = shift; |
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return $self->{n} > 0 ? $self->{new_m} : 0.0; |
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} |
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=head2 variance |
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Returns the variance value |
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=cut |
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sub variance { |
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my $self = shift; |
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return $self->{n} > 1 ? $self->{new_s}/($self->{n} - 1) : 0.0; |
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} |
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=head2 standard_deviation |
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Returns the standard deviation value |
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=cut |
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sub standard_deviation { |
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my $self = shift; |
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return sqrt( $self->variance ); |
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} |
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1; |
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=pod |
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=head1 AUTHOR |
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153
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Kaare Rasmussen . |
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=head1 COPYRIGHT |
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Copyright (C) 2010, Kaare Rasmussen |
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This module is free software; you can redistribute it or modify it |
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under the same terms as Perl itself. |
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=cut |