Statistics: Streaming Mean

src/Numerics/Statistics/ArrayStatistics.cs

@@ -80,7 +80,7 @@ namespace MathNet.Numerics.Statistics
         }
 
         /// <summary>
-        /// Returns the sample mean from the unsorted data array.
+        /// Returns the arithmetic sample mean from the unsorted data array.
         /// Returns NaN if data is empty or any entry is NaN.
         /// </summary>
         /// <param name="data">Sample array, no sorting is assumed.</param>

src/Numerics/Statistics/StreamingStatistics.cs

@@ -46,7 +46,7 @@ namespace MathNet.Numerics.Statistics
 
             var min = double.PositiveInfinity;
             bool any = false;
-            foreach (double d in stream)
+            foreach (var d in stream)
             {
                 if (d < min || double.IsNaN(d))
                 {
@@ -68,7 +68,7 @@ namespace MathNet.Numerics.Statistics
 
             var max = double.NegativeInfinity;
             bool any = false;
-            foreach (double d in stream)
+            foreach (var d in stream)
             {
                 if (d > max || double.IsNaN(d))
                 {
@@ -78,5 +78,23 @@ namespace MathNet.Numerics.Statistics
             }
             return any ? max : double.NaN;
         }
+
+        /// <summary>
+        /// Returns the arithmetic sample mean from the enumerable, in a single pass without memoization.
+        /// Returns NaN if data is empty or any entry is NaN.
+        /// </summary>
+        /// <param name="stream">Sample stream, no sorting is assumed.</param>
+        public static double Mean(IEnumerable<double> stream)
+        {
+            if (stream == null) throw new ArgumentNullException("stream");
+
+            double mean = 0;
+            ulong m = 0;
+            foreach (var d in stream)
+            {
+                mean += (d - mean) / ++m;
+            }
+            return mean;
+        }
     }
 }

src/UnitTests/StatisticsTests/StatisticsTests.cs

@@ -86,6 +86,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
 
             Assert.Throws<ArgumentNullException>(() => StreamingStatistics.Minimum(data));
             Assert.Throws<ArgumentNullException>(() => StreamingStatistics.Maximum(data));
+            Assert.Throws<ArgumentNullException>(() => StreamingStatistics.Mean(data));
         }
 
         [Test]
@@ -119,6 +120,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
 
             Assert.DoesNotThrow(() => StreamingStatistics.Minimum(data));
             Assert.DoesNotThrow(() => StreamingStatistics.Maximum(data));
+            Assert.DoesNotThrow(() => StreamingStatistics.Mean(data));
         }
 
         [TestCase("lottery")]
@@ -134,6 +136,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var data = _data[dataSet];
             AssertHelpers.AlmostEqual(data.Mean, Statistics.Mean(data.Data), 15);
             AssertHelpers.AlmostEqual(data.Mean, ArrayStatistics.Mean(data.Data), 15);
+            AssertHelpers.AlmostEqual(data.Mean, StreamingStatistics.Mean(data.Data), 15);
         }
 
         [TestCase("lottery")]
@@ -228,11 +231,19 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             AssertHelpers.AlmostEqual(2d, Statistics.StandardDeviation(gaussian.Samples().Take(10000)), 2);
 
             AssertHelpers.AlmostEqual(1e+9, ArrayStatistics.Mean(gaussian.Samples().Take(10000).ToArray()), 11);
+
+            AssertHelpers.AlmostEqual(1e+9, StreamingStatistics.Mean(gaussian.Samples().Take(10000)), 11);
         }
 
         [Test]
         public void MinimumOfEmptyMustBeNaN()
         {
+            Assert.That(Statistics.Minimum(new double[0]), Is.NaN);
+            Assert.That(Statistics.Minimum(new[] { 2d }), Is.Not.NaN);
+            Assert.That(ArrayStatistics.Minimum(new double[0]), Is.NaN);
+            Assert.That(ArrayStatistics.Minimum(new[] { 2d }), Is.Not.NaN);
+            Assert.That(SortedArrayStatistics.Minimum(new double[0]), Is.NaN);
+            Assert.That(SortedArrayStatistics.Minimum(new[] { 2d }), Is.Not.NaN);
             Assert.That(StreamingStatistics.Minimum(new double[0]), Is.NaN);
             Assert.That(StreamingStatistics.Minimum(new[] {2d }), Is.Not.NaN);
         }
@@ -240,6 +251,12 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
         [Test]
         public void MaximumOfEmptyMustBeNaN()
         {
+            Assert.That(Statistics.Maximum(new double[0]), Is.NaN);
+            Assert.That(Statistics.Maximum(new[] { 2d }), Is.Not.NaN);
+            Assert.That(ArrayStatistics.Maximum(new double[0]), Is.NaN);
+            Assert.That(ArrayStatistics.Maximum(new[] { 2d }), Is.Not.NaN);
+            Assert.That(SortedArrayStatistics.Maximum(new double[0]), Is.NaN);
+            Assert.That(SortedArrayStatistics.Maximum(new[] { 2d }), Is.Not.NaN);
             Assert.That(StreamingStatistics.Maximum(new double[0]), Is.NaN);
             Assert.That(StreamingStatistics.Maximum(new[] { 2d }), Is.Not.NaN);
         }