Accord.Statistics.Running.RunningNormalStatistics.Push C# (CSharp) Method

        public void Push(double value)
        {
            count++;

            // See Knuth TAOCP vol 2, 3rd edition, page 232
            // http://www.johndcook.com/standard_deviation.html

            if (count == 1)
            {
                mean = lastMean = value;
                sigma = lastSigma = 0.0;
            }
            else
            {
                mean = lastMean + (value - lastMean) / count;
                sigma = (lastSigma + (value - lastMean) * (value - Mean));

                lastMean = mean;
                lastSigma = sigma;
            }
        }

        public void ClearTest()
        {
            double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };

            RunningNormalStatistics target = new RunningNormalStatistics();

            for (int i = 0; i < values.Length; i++)
                target.Push(values[i]);

            target.Clear();

            double[] values2 = { 1.5, -5.2, 0.7, 1.2, 9.1 };

            for (int i = 0; i < values.Length; i++)
                target.Push(values2[i]);

            Assert.AreEqual(values2.Mean(), target.Mean, 1e-10);
            Assert.AreEqual(values2.StandardDeviation(), target.StandardDeviation, 1e-10);
            Assert.AreEqual(values2.Variance(), target.Variance, 1e-10);
        }