RunningStats.js

class RunningStats {
    constructor() {
        this.count = 0
        this._mean = 0
        this._dSquared = 0
    }
    update(newValue) {
        this.count++
        const meanDifferential = (newValue - this._mean) / this.count
        const newMean = this._mean + meanDifferential
        const dSquaredIncrement = (newValue - newMean) * (newValue - this._mean)
        const newDSquared = this._dSquared + dSquaredIncrement
        this._mean = newMean
        this._dSquared = newDSquared
    }
    get mean() {
        this.validate()
        return this._mean
    }
    get dSquared() {
        this.validate()
        return this._dSquared
    }
    get populationVariance() {
        return this.dSquared / this.count
    }
    get populationStdev() {
        return Math.sqrt(this.populationVariance)
    }
    get sampleVariance() {
        return this.count > 1 ? this.dSquared / (this.count - 1) : 0
    }
    get sampleStdev() {
        return Math.sqrt(this.sampleVariance)
    }
    validate() {
        if (this.count == 0) {
            throw new StatsError('Mean is undefined')
        }
    }
}

class StatsError extends Error {
    constructor(...params) {
        super(...params)
        if (Error.captureStackTrace) {
            Error.captureStackTrace(this, StatsError)
        }
    }
}