Online variation and standard deviation using Welford's algorithm and Java 8 Streams - just a sketch! only lightly tested!!

IntAccumulator.java

import java.util.Collections;
import java.util.EnumSet;
import java.util.IntSummaryStatistics;
import java.util.Set;
import java.util.function.BiConsumer;
import java.util.function.BinaryOperator;
import java.util.function.Function;
import java.util.function.Supplier;
import java.util.function.ToIntFunction;
import java.util.stream.Collector;
import java.util.stream.Collectors;

/**
 * Online accumulator which extends the Java 8 IntSummaryStatistics class to
 * also do variance and standard deviation using Welford's algorithm.
 * 
 * @author Tom Morris <[email protected]>
 *
 */
public class IntAccumulator extends IntSummaryStatistics {

    private double mean = 0.0; // our online mean estimate
    private double m2 = 0.0;

    @Override
    public void accept(int value) {
        super.accept(value);
        double delta = value - mean;
        mean += delta / this.getCount(); // getCount() too inefficient?
        m2 += delta * (value - mean);
    }

    @Override
    public void combine(IntSummaryStatistics other) {
        // TODO: What's the right answer here? Just throw or attempt to cast?
        combine((IntAccumulator) other);
    };

    public void combine(IntAccumulator other) {
        long count = getCount(); // get the old count before we combined
        long otherCount = other.getCount();
        double totalCount = count + otherCount;
        super.combine(other);
        // https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
        double delta = other.getMeanEstimate() - mean;
        // mean += delta * (otherCount / totalCount);
        mean = (mean * count + other.getMeanEstimate() * otherCount) / totalCount;
        m2 += other.getSquareSum() + ((delta * delta) * count * otherCount / totalCount);
    }

    private double getSquareSum() {
        return m2;
    }

    /**
     * Returns the online version of the mean which may be less accurate, but
     * won't overflow like the version kept by {@link #getAverage()}.
     * 
     * @return
     */
    public double getMeanEstimate() {
        return mean;
    }

    public double getSampleVariance() {
        long count = getCount();
        if (count < 2) {
            return 0.0;
        } else {
            return m2 / (getCount() - 1); // sample variance N-1
        }
    }

    public double getSampleStdDev() {
        return Math.sqrt(getSampleVariance());
    }

    public static <T> Collector<T, ?, IntAccumulator> summarizingIntStdDev(ToIntFunction<? super T> mapper) {
        return new CollectorImpl<T, IntAccumulator, IntAccumulator>(IntAccumulator::new,
                (r, t) -> r.accept(mapper.applyAsInt(t)), (l, r) -> {
                    l.combine(r);
                    return l;
                }, CollectorImpl.CH_ID);
    }

}

/**
 * Private copy of {@link Collectors.CollectorImpl} that we can use to get
 * around visibility restrictions.
 *
 * @param <T>
 * @param <A>
 * @param <R>
 */
class CollectorImpl<T, A, R> implements Collector<T, A, R> {

    static final Set<Collector.Characteristics> CH_ID = Collections
            .unmodifiableSet(EnumSet.of(Collector.Characteristics.IDENTITY_FINISH));

    private final Supplier<A> supplier;
    private final BiConsumer<A, T> accumulator;
    private final BinaryOperator<A> combiner;
    private final Function<A, R> finisher;
    private final Set<Characteristics> characteristics;

    CollectorImpl(Supplier<A> supplier, BiConsumer<A, T> accumulator, BinaryOperator<A> combiner,
            Function<A, R> finisher, Set<Characteristics> characteristics) {
        this.supplier = supplier;
        this.accumulator = accumulator;
        this.combiner = combiner;
        this.finisher = finisher;
        this.characteristics = characteristics;
    }

    CollectorImpl(Supplier<A> supplier, BiConsumer<A, T> accumulator, BinaryOperator<A> combiner,
            Set<Characteristics> characteristics) {
        this(supplier, accumulator, combiner, castingIdentity(), characteristics);
    }

    @Override
    public BiConsumer<A, T> accumulator() {
        return accumulator;
    }

    @Override
    public Supplier<A> supplier() {
        return supplier;
    }

    @Override
    public BinaryOperator<A> combiner() {
        return combiner;
    }

    @Override
    public Function<A, R> finisher() {
        return finisher;
    }

    @Override
    public Set<Characteristics> characteristics() {
        return characteristics;
    }

    @SuppressWarnings("unchecked")
    private static <I, R> Function<I, R> castingIdentity() {
        return i -> (R) i;
    }
}