The main statistics of a vector/array of data

statistics.hpp

// MIT License
//
// Copyright (c) 2018 degski
//
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#pragma once

#define _USE_MATH_DEFINES
#include <cmath>
#include <cstddef>

#include <limits>
#include <tuple>


namespace sf {

// Wellford's method: https://www.johndcook.com/blog/standard_deviation/
// returns min, mix, mean, variance, sample sd and population sd.
template<typename T>
std::tuple<T, T, T, T, T, T> stats ( T * data, std::size_t n ) noexcept {
    long double min = ( long double ) std::numeric_limits<T>::max ( ), max = ( long double ) std::numeric_limits<T>::min ( );
    long double avg = 0.0, var = 0.0;
    for ( std::size_t i = 0; i < n; i++ ) {
        const long double d = ( long double ) data [ i ];
        if ( d < min ) min = d;
        if ( d > max ) max = d;
        const long double t = d - avg;
        avg += t / ( i + 1 );
        var += t * ( d - avg );
    }
    return { min, max, ( T ) avg, ( T ) var, ( T ) std::sqrt ( var / ( n - 1 ) ), ( T ) std::sqrt ( var / n ) };
}
}