StandardDeviationUnion

deviation.go

@@ -1,6 +1,8 @@
 package stats
 
-import "math"
+import (
+	"math"
+)
 
 // MedianAbsoluteDeviation finds the median of the absolute deviations from the dataset median
 func MedianAbsoluteDeviation(input Float64Data) (mad float64, err error) {
@@ -55,3 +57,29 @@ func StandardDeviationSample(input Float64Data) (sdev float64, err error) {
 	// Return the sample standard deviation
 	return math.Sqrt(vs), nil
 }
+
+// StandardDeviationUnion finds the new Standard deviation of an array
+// when you are appending new elemnts (without processing former elements)
+func StandardDeviationUnion(input Float64Data, formerMean float64, formerLength int, formerSD float64) (sdev float64, err error) {
+
+	if input.Len() == 0 {
+		return math.NaN(), EmptyInputErr
+	}
+	inputMean, _ := Mean(input)
+	UnionMean := ((float64(formerLength) * formerMean) + (float64(len(input)) * inputMean)) / float64((len(input) + formerLength))
+	C := UnionMean / formerMean
+	elem1 := formerSD * formerSD
+	formerMeanPow2 := formerMean * formerMean
+	elem2 := (C*C - 1) * formerMeanPow2
+	elem3 := (1 - C) * 2 * formerMeanPow2
+	elem4 := 0.0
+
+	for _, n := range input {
+		elem4 += (n - UnionMean) * (n - UnionMean)
+	}
+	elem4 /= float64(formerLength)
+
+	UnionVariance := float64(formerLength) / float64(formerLength+len(input)) * (elem1 + elem2 + elem3 + elem4)
+	// Return the sample standard deviation
+	return math.Sqrt(UnionVariance), nil
+}

examples/main.go

@@ -2,6 +2,7 @@ package main
 
 import (
 	"fmt"
+	"time"
 
 	"github.com/montanaflynn/stats"
 )
@@ -189,4 +190,21 @@ func main() {
 
 	description, _ := stats.Describe([]float64{1.0, 2.0, 3.0}, true, &[]float64{25.0, 50.0, 75.0})
 	fmt.Println(description.String(2))
+
+	dt1 := []float64{1, 3, 423, 4235, 342, 5, 123, 124, 23, 432, 543, 5, 346}
+	dt2 := []float64{6}
+	dt3 := append(dt1, dt2...)
+	dt1Mean, _ := stats.Mean(dt1)
+	SD1, _ := stats.StandardDeviation(dt1)
+	t1 := time.Now()
+	SD3, _ := stats.StandardDeviation(dt3)
+	t1Diff := time.Now().Sub(t1)
+	t1End := time.Now()
+	SD3New, _ := stats.StandardDeviationUnion(dt2, dt1Mean, len(dt1), SD1)
+	t2Diff := time.Now().Sub(t1End)
+
+	fmt.Printf("StandardDeviation took : %v\n", t1Diff)
+	fmt.Printf("StandardDeviationUnion took : %v\n", t2Diff)
+	fmt.Printf("StandardDeviation: %v\n", SD3)
+	fmt.Printf("StandardDeviationUnion : %v\n", SD3New)
 }