gistfile1.txt

# based upon http://www.johndcook.com/standard%5Fdeviation.html
from collections import OrderedDict

class RunningStat(object):
    def __init__(self):
        self.n = 0
        self.m = None
        self.s = None
        self.min = None
        self.max = None

    def clear(self):
        self.n = 0
        self.m = None
        self.s = None
        self.min = None
        self.max = None

    
    def push(self, x):
        x = float(x)
        self.n += 1
        if self.n == 1:
            self.min = self.max = self.m = x
            self.s = 0.0
        else:
            self.min = min(self.min, x)
            self.max = max(self.max, x)
            m = self.m
            self.m = m + (x - m)/self.n
            self.s = self.s + (x - m)*(x - self.m)

    @property
    def mean(self):
        return self.m if self.n > 0 else 0.0

    @property
    def variance(self):
        return self.s/(self.n-1) if self.n > 1 else 0.0

    @property
    def stddev(self):
        return self.variance ** 0.5
    
    @property
    def stats(self):
        if self.n > 0:
            return OrderedDict(count=self.n, min=self.min, max=self.max, mean=self.mean, stddev=self.stddev) 
        else:
            return OrderedDict()