stats.py

from __future__ import division
from collections import namedtuple

Stats = namedtuple('Stats', 'count min max average variance')

def statgenerator(initial=None):
    l = u = None   # lower and upper values seen
    n = v = a = 0  # count, variance, average (arithmetic mean)
    q = 0          # running sum (see wikipedia)

    while 1:
        #TODO: a better way to pass in initial iterators
        x = initial.pop() if initial else (yield Stats(n,l,u,a,v))

        if (l is None) or (x < l): l = x
        if (u is None) or (x > u): u = x

        n += 1
        q = q + (n-1)*(x-a)*(x-a)/n
        a = a + (x-a)/n
        v = q/n

    # For an explanation of the math, see:
    #    http://en.wikipedia.org/wiki/Stddev#Rapid_calculation_methods

s = statgenerator()
s.next()
print s.send(1)
print s.send(7)
print s.send(9)
print s.send(15)

print statgenerator([0,6,8,14]).next()

# Prints:
#   Stats(count=1, min=1, max=1, average=1.0, variance=0.0)
#   Stats(count=2, min=1, max=7, average=4.0, variance=9.0)
#   Stats(count=3, min=1, max=9, average=5.666666666666667, variance=11.555555555555557)
#   Stats(count=4, min=1, max=15, average=8.0, variance=24.999999999999996)
#   
#   Stats(count=4, min=0, max=14, average=7.0, variance=25.000000000000004)