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Apache Ignite® is a Distributed Database For High-Performance Computing With In-Memory Speed.

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.ignite.ml.math.statistics;

/**
 * This class encapsulates calculating variance.
 */
public class Variance {
    /** */
    private double mean;

    /** */
    private long n;

    /** */
    private double m2;

    /** */
    public Variance() {
        mean = 0;
        n = 0;
        m2 = 0;
    }

    /** */
    public Variance update(Double x) {
        n++;
        double delta = x - mean;
        mean += delta / n;
        double delta2 = x - mean;
        m2 += delta * delta2;
        return this;
    }

    /** */
    public double getResult() {
        return m2;
    }
}