api/variance: move to compat/

1 files changed, 0 insertions, 57 deletions

diff --git a/api/variance.hpp b/api/variance.hpp
deleted file mode 100644
index 7a83154c..00000000
--- a/api/variance.hpp
+++ /dev/null
@@ -1,57 +0,0 @@
-#pragma once
-
-#include <cmath>
-#include <cinttypes>
-
-// no copyright information other than the attribution below.
-
-// code shared as an example/tutorial of running variance
-// written by John D. Cook on the website <http://www.johndcook.com/blog/standard_deviation>
-
-// following references in the site's article:
-
-// Chan, Tony F.; Golub, Gene H.; LeVeque, Randall J. (1983).
-// Algorithms for Computing the Sample Variance: Analysis and Recommendations.
-// The American Statistician 37, 242-247.
-
-// Ling, Robert F. (1974).
-// Comparison of Several Algorithms for Computing Sample Means and Variances.
-// Journal of the American Statistical Association, Vol. 69, No. 348, 859-866.
-
-class variance
-{
-    double m_old, m_new, s_old, s_new;
-    std::uintptr_t cnt;
-
-public:
-    using size_type = std::uintptr_t;
-
-    variance() : cnt(0) {}
-
-    void clear() { *this = variance(); }
-
-    size_type count() { return cnt; }
-
-    void input(double x)
-    {
-        cnt++;
-
-        if (cnt == 1)
-        {
-            m_old = m_new = x;
-            s_old = 0;
-        }
-        else
-        {
-            m_new = m_old + (x - m_old)/cnt;
-            s_new = s_old + (x - m_old)*(x - m_new);
-
-            m_old = m_new;
-            s_old = s_new;
-        }
-    }
-
-    double avg() const { return cnt > 0 ? m_new : 0; }
-    double Var() const { return cnt > 1 ? s_new/(cnt - 1) : 0; }
-    double stddev() const { return std::sqrt(Var()); }
-};