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strongh/gist:8553277

Created January 22, 2014 04:00
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gistfile1.txt
;; http://www.johndcook.com/standard_deviation.html
(defn online-var
[x]
(loop [xs x
k 1
m (first x)
s 0]
(let [x (first xs)
mk (+ m (float (/ (- x m) k)))]
(if (empty? (rest xs))
(/ s (- k 1))
(recur (rest xs)
(inc k)
mk
(+ s (* (- x m) (- x mk))))))))
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