Dotnet/FastRng
Dotnet/FastRng
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Refactored

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This commit is contained in:
Thorsten Sommer 2020-09-29 17:30:07 +02:00
parent f2521ad256
commit 5d2cc1b29c
1 changed files with 8 additions and 8 deletions
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16
FastRngTests/Double/RunningStatistics.cs
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@ -24,23 +24,23 @@ namespace FastRngTests.Double
// See Knuth TAOCP vol 2, 3rd edition, page 232
if (this.NumberRecords == 1)
{
previousM = nextM = x;
previousS = 0.0;
this.previousM = this.nextM = x;
this.previousS = 0.0;
}
else
{
nextM = previousM + (x - previousM) / this.NumberRecords;
nextS = previousS + (x - previousM) * (x - nextM);
this.nextM = this.previousM + (x - this.previousM) / this.NumberRecords;
this.nextS = this.previousS + (x - this.previousM) * (x - this.nextM);
// set up for next iteration
previousM = nextM;
previousS = nextS;
this.previousM = this.nextM;
this.previousS = this.nextS;
}
}
public double Mean => this.NumberRecords > 0 ? nextM : 0.0;
public double Mean => this.NumberRecords > 0 ? this.nextM : 0.0;
public double Variance => this.NumberRecords > 1 ? nextS / (NumberRecords - 1) : 0.0;
public double Variance => this.NumberRecords > 1 ? this.nextS / (this.NumberRecords - 1) : 0.0;
public double StandardDeviation => Math.Sqrt(this.Variance);
}