Calculate mean and standard deviation from a vecto

Question

Is there a way to calculate mean and standard deviation for a vector containing samples using Boost?

Or do I have to create an accumulator and feed the vector into it?

Answer 1

If performance is important to you, and your compiler supports lambdas, the stdev calculation can be made faster and simpler: In tests with VS 2012 I've found that the following code is over 10 X quicker than the Boost code given in the chosen answer; it's also 5 X quicker than the safer version of the answer using standard libraries given by musiphil.

Note I'm using sample standard deviation, so the below code gives slightly different results (Why there is a Minus One in Standard Deviations)

double sum = std::accumulate(std::begin(v), std::end(v), 0.0);
double m =  sum / v.size();

double accum = 0.0;
std::for_each (std::begin(v), std::end(v), [&](const double d) {
    accum += (d - m) * (d - m);
});

double stdev = sqrt(accum / (v.size()-1));

Answer 2

Create your own container:

template <class T>
class statList : public std::list<T>
{
    public:
        statList() : std::list<T>::list() {}
        ~statList() {}
        T mean() {
           return accumulate(begin(),end(),0.0)/size();
        }
        T stddev() {
           T diff_sum = 0;
           T m = mean();
           for(iterator it= begin(); it != end(); ++it)
               diff_sum += ((*it - m)*(*it -m));
           return diff_sum/size();
        }
};

It does have some limitations, but it works beautifully when you know what you are doing.