Welford's online algorithm (C++) often useful to be able to compute the variance in a single pass

Welford.hpp

#pragma once

#include <cmath>

// Welford's online algorithm: 
// https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#On-line_algorithm
// It is often useful to be able to compute the variance in a single pass

/**
*                            EXAMPLE:
*
*   std::vector<int> grades = { 12, 11, 14, 15, 16, 17, 8, 10 };
*	Welford accum{};
*
*	for (auto& grade : grades)
*		accum.add_value(float(grade));
*
*	std::cout << "Size: " << accum.size() << std::endl;
*	std::cout << "Mean: " << accum.mean() << std::endl;
*	std::cout << "Var : " << accum.var() << std::endl;
*	std::cout << "Sd  : " << accum.sd() << std::endl;
*/

class Welford {

public:

    explicit Welford()
    {
        n = 0;
        m = ss = 0.0f;
    }

    ~Welford() = default;

    // Add a value to the accumulator
    void add_value(float x)
    {
        n++;
        float delta = x - m;
        m += delta / n;
        float delta2 = x - m;
        ss += delta * delta2;
    }

    // Get the mean
    float mean()
    {
        return m;
    }

    // Get the variance
    float var()
    {
        if (n <= 1)
            return 0.0f;

        return ss / (n - 1);
    }

    // Get the standard derivation
    float sd()
    {
        return sqrt(var());
    }

    // Get the size of the population
    int size()
    {
        return n;
    }

private:
    // Mean
    float m;
    // Sum-of-squares
    float ss;
    // Size
    int n;
};