Compute incrementally mean and std dev

IncrementalStats.h

#include <cmath>

//! One kibibyte unit size (see http://en.wikipedia.org/wiki/Kibibyte)
const size_t KiB = 1024;

//! One mebibyte unit size (see http://en.wikipedia.org/wiki/Mebibyte)
const size_t MiB = 1024*1024;

//! Convert timeval structure to a double
double toDbl( struct timeval& t )
    { return double(t.tv_sec) + double(t.tv_usec)/1000000.0; }

//! Compute incremental stats on a sequence of added values
class IncrementalStats
{
public:
    IncrementalStats() : m_mean(0), m_var(0), m_n(0) {}
    double mean() const { return m_mean; }
    double stdDev() const { return ::sqrt(m_var); }
    double n() const { return m_n; }
    void clear() { m_mean = m_var = m_n = 0; }
    void add(double x)
    {
        // See Knuth TAOCP vol 2, 3rd edition, page 232
        m_n++;
        double temp = (x - m_mean);
        m_mean += temp/m_n;
        m_var += temp*(x - m_mean);
    }
private:
    double m_mean, m_var, m_n;
};