From fbae2f7fe95a05954f79c7dd48f3cb3b55ffce8d Mon Sep 17 00:00:00 2001
From: Alan Bernstein <abernstein@umbel.com>
Date: Thu, 17 Nov 2016 15:44:19 -0600
Subject: [PATCH] Add standard deviation to stats

---
 bench/stats.go | 23 +++++++++++++++++++----
 1 file changed, 19 insertions(+), 4 deletions(-)

diff --git a/bench/stats.go b/bench/stats.go
index 0c1b027cf..dc8a86328 100644
--- a/bench/stats.go
+++ b/bench/stats.go
@@ -1,14 +1,19 @@
 package bench
 
 import (
+	"math"
 	"time"
 )
 
 type Stats struct {
-	Min   time.Duration
-	Max   time.Duration
-	Total time.Duration
-	Num   int64
+	Min            time.Duration
+	Max            time.Duration
+	Mean           time.Duration
+	SumSquareDelta float64
+	Variance       float64
+	StdDev         time.Duration
+	Total          time.Duration
+	Num            int64
 }
 
 func NewStats() *Stats {
@@ -26,6 +31,16 @@ func (s *Stats) Add(td time.Duration) {
 	if td > s.Max {
 		s.Max = td
 	}
+
+	// these three comprise an online variance calculation
+	// https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm
+	delta := td - s.Mean
+	s.Mean += delta / time.Duration(s.Num)
+	s.SumSquareDelta += float64(delta * (td - s.Mean))
+
+	// these are the useful results, but don't need to be updated every iteration
+	s.Variance = s.SumSquareDelta / float64(s.Num)
+	s.StdDev = time.Duration(math.Sqrt(s.Variance))
 }
 
 func (s *Stats) Avg() time.Duration {