RunningIntegral

class RunningIntegral

Online mean, variance and standard error of a stream of values (Welford’s algorithm), used to track the integral estimate during event generation.

Public Functions

inline RunningIntegral()

Empty accumulator.

inline double mean() const

Running mean of the pushed values.

inline double variance() const

Running variance of the pushed values.

inline double error() const

Standard error of mean.

inline double rel_error() const

error relative to mean.

inline double rel_std_dev() const

Standard deviation of the pushed values relative to mean.

inline std::size_t count() const

Number of pushed values.

inline void reset()

Discard every pushed value.

inline void push(double value)

Add one more value to the running statistics.