FastRng/FastRngTests/RunningStatistics.cs

using System;
using System.Diagnostics.CodeAnalysis;

namespace FastRngTests;

[ExcludeFromCodeCoverage]
internal sealed class RunningStatistics
{
    private float previousM;
    private float previousS;
    private float nextM;
    private float nextS;

    private int NumberRecords { get; set; } = 0;
        
    public void Clear() => this.NumberRecords = 0;

    public void Push(float x)
    {
        this.NumberRecords++;
 
        // See Knuth TAOCP vol 2, 3rd edition, page 232
        if (this.NumberRecords == 1)
        {
            this.previousM = this.nextM = x;
            this.previousS = 0.0f;
        }
        else
        {
            this.nextM = this.previousM + (x - this.previousM) / this.NumberRecords;
            this.nextS = this.previousS + (x - this.previousM) * (x - this.nextM);
     
            // set up for next iteration
            this.previousM = this.nextM;
            this.previousS = this.nextS;
        }
    }

    public float Mean => this.NumberRecords > 0 ? this.nextM : 0.0f;

    public float Variance => this.NumberRecords > 1 ? this.nextS / (this.NumberRecords - 1f) : 0.0f;

    public float StandardDeviation => MathF.Sqrt(this.Variance);
}