stddev_template.cc

template <class Iterator>
typename std::iterator_traits<Iterator>::value_type stddev(Iterator first, Iterator last)
{
    using U = typename std::iterator_traits<Iterator>::value_type;

    U M, Mnew;
    U S, Snew;
    int count = 0;
    for (auto it = first; it != last; ++it) {
        auto v = * it;
        if (it == first) {
            M = Mnew = v;
            S = U{};
        } else {
            Mnew = M + (v - M) / count;
            Snew = S + (v - M) * (v - Mnew);

            M = Mnew;
            S = Snew;
        }
        count++;
    }

    if (count > 1) {
        double variance = Snew / (count - 1);
        return std::sqrt(variance);
    }
    return 0;
}