{"id":2216,"date":"2015-02-26T11:06:51","date_gmt":"2015-02-26T10:06:51","guid":{"rendered":"http:\/\/roboblog.fatal-fury.de\/?p=2216"},"modified":"2015-02-26T11:06:51","modified_gmt":"2015-02-26T10:06:51","slug":"rosettacode-simple-moving-variance","status":"publish","type":"post","link":"http:\/\/roboblog.fatal-fury.de\/?p=2216","title":{"rendered":"rosettacode - Simple moving variance"},"content":{"rendered":"<p>As mentioned <a href=\"http:\/\/roboblog.fatal-fury.de\/?p=2196\">in my earlier post<\/a> original C++ rosettacode sucks.<br \/>\nHere is my example for a simple moving variance and standard deviation. One has to add only a few lines of code:<\/p>\n<pre><code>\r\nin add()\r\n...\r\n    sum2 = sum2 - oldValue*oldValue + value*value;\r\n...\r\n\r\ndouble var() const {\r\n    return sum2\/size - avg()*avg();\r\n}\r\n\r\ndouble std() const {\r\n    return std::sqrt(var());\r\n}\r\n<\/code><\/pre>\n<pre>\r\nData1 Period 3\r\nAdded 1 avg:        1 var:        0 std: 0\r\nAdded 2 avg:      1.5 var:     0.25 std: 0.5\r\nAdded 3 avg:        2 var: 0.666667 std: 0.816497\r\nAdded 4 avg:        3 var: 0.666667 std: 0.816497\r\nAdded 5 avg:        4 var: 0.666667 std: 0.816497\r\nAdded 5 avg:  4.66667 var: 0.222222 std: 0.471405\r\nAdded 4 avg:  4.66667 var: 0.222222 std: 0.471405\r\nAdded 3 avg:        4 var: 0.666667 std: 0.816497\r\nAdded 2 avg:        3 var: 0.666667 std: 0.816497\r\nAdded 1 avg:        2 var: 0.666667 std: 0.816497\r\n\r\nData2 Period 8\r\nAdded 2 avg:        2 var:        0 std: 0\r\nAdded 4 avg:        3 var:        1 std: 1\r\nAdded 4 avg:  3.33333 var: 0.888889 std: 0.942809\r\nAdded 4 avg:      3.5 var:     0.75 std: 0.866025\r\nAdded 5 avg:      3.8 var:     0.96 std: 0.979796\r\nAdded 5 avg:        4 var:        1 std: 1\r\nAdded 7 avg:  4.42857 var:  1.95918 std: 1.39971\r\nAdded 9 avg:        5 var:        4 std: 2\r\n<\/pre>\n<p>ToDo: add Skewness and Kurtosis<\/p>\n","protected":false},"excerpt":{"rendered":"<p>As mentioned in my earlier post original C++ rosettacode sucks. Here is my example for a simple moving variance and standard deviation. One has to add only a few lines of code: in add() ... sum2 = sum2 - oldValue*oldValue + value*value; ... double var() const { return sum2\/size - avg()*avg(); } double std() const [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[17,40],"class_list":["post-2216","post","type-post","status-publish","format-standard","hentry","category-allgemein","tag-cpp","tag-rosettacode"],"_links":{"self":[{"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=\/wp\/v2\/posts\/2216","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2216"}],"version-history":[{"count":3,"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=\/wp\/v2\/posts\/2216\/revisions"}],"predecessor-version":[{"id":2219,"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=\/wp\/v2\/posts\/2216\/revisions\/2219"}],"wp:attachment":[{"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2216"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2216"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/roboblog.fatal-fury.de\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2216"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}