commit 7823ebe6228564c1b3718001aeeee0f1580c60fd
Author: Vinzent Steinberg <Vinzent.Steinberg@gmail.com>
Date:   Wed Apr 26 20:24:20 2017 +0200

    Initial commit

diff --git a/.gitignore b/.gitignore
new file mode 100644
index 0000000..4308d82
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,3 @@
+target/
+**/*.rs.bk
+Cargo.lock
diff --git a/Cargo.toml b/Cargo.toml
new file mode 100644
index 0000000..71e0119
--- /dev/null
+++ b/Cargo.toml
@@ -0,0 +1,7 @@
+[package]
+authors = ["Vinzent Steinberg <Vinzent.Steinberg@gmail.com>"]
+name = "average"
+version = "0.1.0"
+
+[dependencies]
+conv = "0.3"
diff --git a/src/lib.rs b/src/lib.rs
new file mode 100644
index 0000000..6e6f5cc
--- /dev/null
+++ b/src/lib.rs
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+extern crate conv;
+
+use conv::ApproxFrom;
+
+/// Represent and average value of a sequence of numbers.
+///
+/// The average is calculated iteratively, so the sequence of numbers can be an
+/// iterator.
+#[derive(Debug, Clone)]
+pub struct Average {
+    avg: f64,
+    n: u64,
+    v: f64,
+}
+
+impl Average {
+    /// Create a new average.
+    pub fn new() -> Average {
+        Average { avg: 0., n: 0, v: 0. }
+    }
+
+    /// Add a number to the sequence of which the average is calculated.
+    pub fn add(&mut self, x: f64) {
+        self.n += 1;
+        let prev_avg = self.avg;
+        self.avg += (x - prev_avg) / f64::approx_from(self.n).unwrap();
+        self.v += (x - prev_avg) * (x - self.avg);
+    }
+
+    /// Return the average of the sequence.
+    pub fn avg(&self) -> f64 {
+        self.avg
+    }
+
+    /// Return the number of elements in the sequence.
+    pub fn len(&self) -> u64 {
+        self.n
+    }
+
+    /// Calculate the unbiased sample variance of the sequence.
+    pub fn var(&self) -> f64 {
+        if self.n < 2 {
+            return 0.;
+        }
+        self.v / f64::approx_from(self.n - 1).unwrap()
+    }
+
+    /// Calculate the standard error of the average of the sequence.
+    pub fn err(&self) -> f64 {
+        if self.n == 0 {
+            return 0.;
+        }
+        (self.var() / f64::approx_from(self.n).unwrap()).sqrt()
+    }
+}
+
+impl std::iter::FromIterator<f64> for Average {
+    fn from_iter<T>(iter: T) -> Average
+        where T: IntoIterator<Item=f64>
+    {
+        let mut a = Average::new();
+        for i in iter {
+            a.add(i);
+        }
+        a
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    use ::conv::ConvAsUtil;
+
+    #[test]
+    fn average() {
+        let a: Average = (1..6).map(|x| x.approx().unwrap()).collect();
+        assert_eq!(a.avg(), 3.0);
+        assert_eq!(a.len(), 5);
+        assert_eq!(a.var(), 2.5);
+        assert!((a.err() - f64::sqrt(0.5)).abs() < 1e-16);
+    }
+}