How can I do standard deviation in Ruby?

Question

I have several records with a given attribute, and I want to find the standard deviation.

How do I do that?

Answer 1

The presented computation are not very efficient because they require several (at least two, but often three because you usually want to present average in addition to std-dev) passes through the array.

I know Ruby is not the place to look for efficiency, but here is my implementation that computes average and standard deviation with a single pass over the list values:

module Enumerable

  def avg_stddev
    return nil unless count > 0
    return [ first, 0 ] if count == 1
    sx = sx2 = 0
    each do |x|
      sx2 += x**2
      sx += x
    end
    [ 
      sx.to_f  / count,
      Math.sqrt( # http://wijmo.com/docs/spreadjs/STDEV.html
        (sx2 - sx**2.0/count)
        / 
        (count - 1)
      )
    ]
  end

end