Running Statistics - Standard Deviation, Variance, Mean

[jrsofsd]

RunningStats calculates running (moving) statistics: Standard Deviation, Variance, and Mean . The single function _RunningStats(), queries, clears, restores, or adds to the running statistics.

Example.au3 adds 7 samples of data to running statistics and displays the results using _ArrayDisplay().

Example-Persistent-Storage.au3 adds the first 6 samples to the running statistics and stores the results in an INI file. The data is read from the INI file and restored to the running statistics. The 7th sample is added and the results displayed, matching the results from Example.au3.

Credits: John D. Cook for his article "Accurately computing running variance" at http://www.johndcook.com/blog/standard_deviation/

RunningStats.zip

Edited October 7, 2016 by jrsofsd