Running weighted average

weightedaverage.py

#By Tim Sheerman-Chase, 2016
#CC0 license
class RunningWeightedAverage(object):
	def __init__(self):
		self.val = 0.0
		self.weightTotal = 0.0

	def update(self, valIn, weight = 1.0):
		scaling = weight / float(self.weightTotal + weight)
		self.val = valIn * scaling + self.val * (1.0 - scaling)
		self.weightTotal += weight
		return self.val

	def get(self):
		return self.val

	def extend(self, vals, weights):
		for v, w in zip(vals, weights):
			self.update(v, w)
		return self.val

if __name__ == "__main__":
	rwa = RunningWeightedAverage()
	print rwa.extend([5, 6, 2], [0.25, 0.25, 0.5])
	print "correct answer", 3.75