fingertree stats

finger_tree_stats.clj

(ns finger-tree-stats
  (:use [clojure.data.finger-tree]))

(defrecord stats [^double number ^double mean ^double variance])

(def null-stats (stats. 0 0 Double/NaN))

(defn make-stats
  [^double x]
  (stats. 1 x 0))

(defn combine-stats
  [nmv1 nmv2]
  (let [{n1 :number m1 :mean v1 :variance} nmv1
        {n2 :number m2 :mean v2 :variance} nmv2]
    (cond
     (== n2 0) nmv1
     (== n1 0) nmv2
     :else
     (let [delta (- m2 m1)]
       (stats.
        (+ n1 n2)
        (/ (+ (* n1 m1) (* n2 m2)) (+ n1 n2))
        (+ v1 v2 (/ (* delta delta n1 n2) (+ n1 n2))))))))

(def empty-stats-tree (finger-tree (meter make-stats null-stats combine-stats)))

; test

(def st (into empty-stats-tree [9.0 3.0 4.0 5.0 1.0 1.0 1.0 0.0 99.0 99.0]))

(println st)
(println (measured st))
(println (measured (pop (rest st))))

Compute statistics using a finger-tree.
Based on: http://blog.sigfpe.com/2010/11/statistical-fingertrees.html