RunningStat.php

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<?php
// Needed due to PHP non-bug <https://bugs.php.net/bug.php?id=49828>.
define( 'NEGATIVE_INF', -INF );

class RunningStat implements Countable {

    public $n = 0;

    public $m1 = 0.0;

    public $m2 = 0.0;

    public $min = INF;

    public $max = NEGATIVE_INF;

    public function count() {
        return $this->n;
    }

    public function push( $x ) {
        $x = (float) $x;

        $this->min = min( $this->min, $x );
        $this->max = max( $this->max, $x );

        $n1 = $this->n;
        $this->n += 1;
        $delta = $x - $this->m1;
        $delta_n = $delta / $this->n;
        $this->m1 += $delta_n;
        $this->m2 += $delta * $delta_n * $n1;
    }

    public function getMean() {
        return $this->m1;
    }

    public function getVariance() {
        if ( $this->n === 0 ) {
            // The variance of the empty set is undefined.
            return NAN;
        } elseif ( $this->n === 1 ) {
            return 0.0;
        } else {
            return $this->m2 / ( $this->n - 1.0 );
        }
    }

    public function getStdDev() {
        return sqrt( $this->getVariance() );
    }

    public function merge( RunningStat $other ) {
        // If the other RunningStat is empty, there's nothing to do.
        if ( $other->n === 0 ) {
            return;
        }

        // If this RunningStat is empty, copy values from other RunningStat.
        if ( $this->n === 0 ) {
            $this->n = $other->n;
            $this->m1 = $other->m1;
            $this->m2 = $other->m2;
            $this->min = $other->min;
            $this->max = $other->max;
            return;
        }

        $n = $this->n + $other->n;
        $delta = $other->m1 - $this->m1;
        $delta2 = $delta * $delta;

        $this->m1 = ( ( $this->n * $this->m1 ) + ( $other->n * $other->m1 ) ) / $n;
        $this->m2 = $this->m2 + $other->m2 + ( $delta2 * $this->n * $other->n / $n );
        $this->min = min( $this->min, $other->min );
        $this->max = max( $this->max, $other->max );
        $this->n = $n;
    }
}