Incremental mean counter

IncrementalMeanCounter.cs

//
// IncrementalMeanCounter used to count average value in streaming mode
// (when it is impossible to accumulate values in a collection to compute after).
//
// (c) 2017 Yuri Tikhomirov @ ModumLab
//

public struct IncrementalMeanCounter
{
	double mean, count;

	public static IncrementalMeanCounter Empty {
		get {
			return new IncrementalMeanCounter();
		}
	}

	public void Reset()
	{
		mean = count = 0.0;
	}

	public void AddValue(double val)
	{
		count += 1.0;
		mean = mean + ((val - mean) / count);
	}

	public double Mean { get { return mean; } }

	public static implicit operator double(IncrementalMeanCounter imc)
	{
		return imc.mean;
	}

	public static IncrementalMeanCounter operator + (IncrementalMeanCounter imc, double val)
	{
		var count = imc.count + 1.0;
		return new IncrementalMeanCounter() {
			count = count,
			mean = imc.mean + ((val - imc.mean) / count)
		};
	}
}