2 files changed, 46 insertions, 2 deletions
diff --git a/src/clojure/contrib/accumulators.clj b/src/clojure/contrib/accumulators.clj
index 524bf7f7..d6de6a25 100644
--- a/src/clojure/contrib/accumulators.clj
+++ b/src/clojure/contrib/accumulators.clj
@@ -1,7 +1,7 @@
 ;; Accumulators
 
 ;; by Konrad Hinsen
-;; last updated April 17, 2009
+;; last updated April 21, 2009
 
 ;; This module defines various accumulators (list, vector, map,
 ;; sum, product, counter, and combinations thereof) with a common
@@ -218,6 +218,45 @@
     (min-max new-min new-max)))
 
 ;
+; Mean and variance accumulator
+;
+(deftype ::mean-variance mean-variance)
+
+(derive ::mean-variance ::accumulator)
+
+(defvar empty-mean-variance (mean-variance {:n 0 :mean 0 :variance 0})
+  "An empty mean-variance accumulator, combining sample mean and
+   sample variance. Only numbers can be added.")
+
+(defmethod combine ::mean-variance
+  ([mv]
+   mv)
+
+  ([mv1 mv2]
+   (let [{n1 :n mean1 :mean var1 :variance} mv1
+	 {n2 :n mean2 :mean var2 :variance} mv2
+	 n (+ n1 n2)
+	 mean (/ (+ (* n1 mean1) (* n2 mean2)) n)
+	 sq #(* % %)
+	 c    (+ (* n1 (sq (- mean mean1))) (* n2 (sq (- mean mean2))))
+	 var  (if (< n 2)
+		0
+		(/ (+ c (* (dec n1) var1) (* (dec n2) var2)) (dec n)))]
+     (mean-variance {:n n :mean mean :variance var})))
+   
+  ([mv1 mv2 & mvs]
+   (reduce combine (combine mv1 mv2) mvs)))
+
+(defmethod add ::mean-variance
+  [mv x]
+  (let [{n :n mean :mean var :variance} mv
+	n1 (inc n)
+	d (- x mean)
+	new-mean (+ mean (/ d n1))
+	new-var (if (zero? n) 0 (/ (+ (* (dec n) var) (* d (- x new-mean))) n))]
+    (mean-variance {:n n1 :mean new-mean :variance new-var})))
+
+;
 ; Counter accumulator
 ;
 (deftype ::counter counter)
diff --git a/src/clojure/contrib/accumulators/examples.clj b/src/clojure/contrib/accumulators/examples.clj
index ec3c1a01..f30483cc 100644
--- a/src/clojure/contrib/accumulators/examples.clj
+++ b/src/clojure/contrib/accumulators/examples.clj
@@ -12,7 +12,7 @@
 		empty-vector empty-list empty-queue empty-set empty-map
 		empty-counter empty-counter-with-total
 		empty-sum empty-product empty-maximum empty-minimum
-		empty-min-max empty-string empty-tuple)]))
+		empty-min-max empty-mean-variance empty-string empty-tuple)]))
 
 ; Vector accumulator: combine is concat, add is conj
 (combine [:a :b] [:c :d] [:x :y])
@@ -74,6 +74,11 @@
       m2 (add-items empty-min-max [(/ 1 2)])]
   (combine m1 m2))
 
+; Mean-variance accumulator: sample mean and sample variance
+(let [m1 (add-items empty-mean-variance [2 4])
+      m2 (add-items empty-mean-variance [6])]
+  (combine m1 m2))
+
 ; String accumulator: combine is concatenation
 (combine "a" "b" "c" "def")
 (add "a" (char 44))