RunningStat Class that uses Welford's Method for computing variance on a dataset

running_stat.rb

class RunningStat
  attr_reader :n, :oldM, :newM, :oldS, :newS

  def initialize
    @n = 0
  end

  def clear
    @n = 0
  end

  def push(x)
    @n += 1
    if(@n == 1)
      @oldM = @newM = x
      @oldS = 0.0
    else
      @newM = @oldM + (x - @oldM)/@n
      @newS = @oldS + (x - @oldM)*(x - @newM)
      @m_oldM = @newM
      @m_oldS = @newS
    end
  end

  def num_data_values
    @n
  end

  def mean
    (@n > 0) ? @newM : 0.0
  end

  def variance
    ( (@n > 1) ? @newS/(@n -1) : 0.0 )
  end

  def standard_deviation
    Math.sqrt( self.variance() )
  end

end