RunningStat

RunningStat computes the central tendency, shape, and extrema of a set of points online, in constant space. It uses a neat one-pass algorithm for calculating variance, described here: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#On-line_algorithm

This particular implementation adapts a sample C++ implementation by John D. Cook to PHP. See also:

• http://www.johndcook.com/standard_deviation.html
• http://www.johndcook.com/skewness_kurtosis.html

RunningStat instances can be combined. The resultant RunningStat has the same state it would have had if it had been used to accumulate each point. This property is attractive because it allows separate threads of execution to process a stream in parallel. More importantly, individual points can be accumulated in stages, without loss of fidelity, at intermediate points in the aggregation process. JavaScript profiling samples can be accumulated in the user's browser and be combined with measurements from other browsers on the profiling data aggregator. Functions that are called multiple times in the course of a profiled web request can be accumulated in MediaWiki prior to being transmitted to the profiling data aggregator.

Usage

Here is how you use it:

use Wikimedia\RunningStat;

$rstat = new RunningStat();
foreach ( [
  49.7168, 74.3804,  7.0115, 96.5769, 34.9458,
  36.9947, 33.8926, 89.0774, 23.7745, 73.5154,
  86.1322, 53.2124, 16.2046, 73.5130, 10.4209,
  42.7299, 49.3330, 47.0215, 34.9950, 18.2914,
] as $sample ) {
  $rstat->addObservation( $sample );
}


printf(
  "n = %d; min = %.2f; max = %.2f; mean = %.2f; variance = %.2f; stddev = %.2f\n",
  count( $rstat ),
  $rstat->min,
  $rstat->max,
  $rstat->getMean(),
  $rstat->getVariance(),
  $rstat->getStdDev()
);
// Output:
// n = 20; min = 7.01; max = 96.58; mean = 47.59; variance = 725.71; stddev = 26.94

License

GPL-2.0-or-later