Extend RunningVariance with min and max (#142)

* 

* Comments

Author: sanmai

src/Helper/RunningVariance.php

@@ -39,6 +39,12 @@ class RunningVariance
      */
     private int $count = 0;
 
+    /** The smallest observed value */
+    private float $min = NAN;
+
+    /** The largest observed value */
+    private float $max = NAN;
+
     /** First moment: the mean value. */
     private float $mean = 0.0;
 
@@ -61,6 +67,19 @@ public function observe(float $value): float
         $this->mean += $delta / $this->count;
         $this->m2 += $delta * ($value - $this->mean);
 
+        if (1 === $this->count) {
+            $this->min = $value;
+            $this->max = $value;
+        } else {
+            if ($value < $this->min) {
+                $this->min = $value;
+            }
+
+            if ($value > $this->max) {
+                $this->max = $value;
+            }
+        }
+
         return $value;
     }
 
@@ -72,6 +91,18 @@ public function getCount(): int
         return $this->count;
     }
 
+    /** The smallest observed value */
+    public function getMin(): float
+    {
+        return $this->min;
+    }
+
+    /** The largest observed value */
+    public function getMax(): float
+    {
+        return $this->max;
+    }
+
     /**
      * Get the mean value.
      */
@@ -129,6 +160,8 @@ private function merge(self $other): void
             $this->count = $other->count;
             $this->mean = $other->mean;
             $this->m2 = $other->m2;
+            $this->min = $other->min;
+            $this->max = $other->max;
 
             return;
         }
@@ -139,5 +172,13 @@ private function merge(self $other): void
         $this->mean = ($this->count * $this->mean) / $count + ($other->count * $other->mean) / $count;
         $this->m2 = $this->m2 + $other->m2 + ($delta ** 2 * $this->count * $other->count / $count);
         $this->count = $count;
+
+        if ($other->min < $this->min) {
+            $this->min = $other->min;
+        }
+
+        if ($other->max > $this->max) {
+            $this->max = $other->max;
+        }
     }
 }

tests/Helper/RunningVarianceTest.php

@@ -51,6 +51,8 @@ public function testEmpty(): void
 
         $this->assertSame(0, $variance->getCount());
         $this->assertNan($variance->getMean());
+        $this->assertNan($variance->getMin());
+        $this->assertNan($variance->getMax());
         $this->assertNan($variance->getVariance());
         $this->assertNan($variance->getStandardDeviation());
     }
@@ -72,10 +74,26 @@ public function testOne(): void
 
         $this->assertSame(1, $variance->getCount());
         $this->assertSame(M_PI, $variance->getMean());
+        $this->assertSame(M_PI, $variance->getMin());
+        $this->assertSame(M_PI, $variance->getMax());
         $this->assertSame(0.0, $variance->getVariance());
         $this->assertSame(0.0, $variance->getStandardDeviation());
     }
 
+    public function testOneNegative(): void
+    {
+        $variance = new RunningVariance();
+        $variance->observe(-1.01);
+
+        $this->assertSame(1, $variance->getCount());
+        $this->assertSame(-1.01, $variance->getMean());
+        $this->assertSame(-1.01, $variance->getMin());
+        $this->assertSame(-1.01, $variance->getMax());
+        $this->assertSame(0.0, $variance->getVariance());
+        $this->assertSame(0.0, $variance->getStandardDeviation());
+    }
+
+
     public function testTwo(): void
     {
         $variance = new RunningVariance();
@@ -84,6 +102,8 @@ public function testTwo(): void
 
         $this->assertSame(2, $variance->getCount());
         $this->assertSame(M_PI, $variance->getMean());
+        $this->assertSame(M_PI, $variance->getMin());
+        $this->assertSame(M_PI, $variance->getMax());
         $this->assertSame(0.0, $variance->getVariance());
         $this->assertSame(0.0, $variance->getStandardDeviation());
     }
@@ -96,6 +116,8 @@ public function testNAN(): void
 
         $this->assertSame(2, $variance->getCount());
         $this->assertNan($variance->getMean());
+        $this->assertSame(M_PI, $variance->getMin());
+        $this->assertSame(M_PI, $variance->getMax());
         $this->assertNan($variance->getVariance());
         $this->assertNan($variance->getStandardDeviation());
     }
@@ -111,6 +133,8 @@ public function testFive(): void
 
         $this->assertSame(5, $variance->getCount());
         $this->assertSame(5.0, $variance->getMean());
+        $this->assertSame(2.0, $variance->getMin());
+        $this->assertSame(8.0, $variance->getMax());
         $this->assertEqualsWithDelta(5.0, $variance->getVariance(), 0.0001);
         $this->assertEqualsWithDelta(sqrt(5.0), $variance->getStandardDeviation(), 0.0001);
     }
@@ -128,6 +152,8 @@ public function testCopy(): void
 
         $this->assertSame(5, $variance->getCount());
         $this->assertSame(5.0, $variance->getMean());
+        $this->assertSame(2.0, $variance->getMin());
+        $this->assertSame(8.0, $variance->getMax());
         $this->assertEqualsWithDelta(5.0, $variance->getVariance(), 0.0001);
         $this->assertEqualsWithDelta(sqrt(5.0), $variance->getStandardDeviation(), 0.0001);
     }
@@ -145,6 +171,8 @@ public function testFiveMerged(): void
 
         $this->assertSame(5, $variance->getCount());
         $this->assertSame(5.0, $variance->getMean());
+        $this->assertSame(2.0, $variance->getMin());
+        $this->assertSame(8.0, $variance->getMax());
         $this->assertEqualsWithDelta(5.0, $variance->getVariance(), 0.0001);
         $this->assertEqualsWithDelta(sqrt(5.0), $variance->getStandardDeviation(), 0.0001);
     }
@@ -164,6 +192,8 @@ public function testFiveMergedTwice(): void
 
         $this->assertSame(5, $variance->getCount());
         $this->assertSame(5.0, $variance->getMean());
+        $this->assertSame(2.0, $variance->getMin());
+        $this->assertSame(8.0, $variance->getMax());
         $this->assertEqualsWithDelta(5.0, $variance->getVariance(), 0.0001);
         $this->assertEqualsWithDelta(sqrt(5.0), $variance->getStandardDeviation(), 0.0001);
     }
@@ -185,6 +215,8 @@ public function testFiveMergedThrice(): void
 
         $this->assertSame(5, $variance->getCount());
         $this->assertSame(5.0, $variance->getMean());
+        $this->assertSame(2.0, $variance->getMin());
+        $this->assertSame(8.0, $variance->getMax());
         $this->assertEqualsWithDelta(5.0, $variance->getVariance(), 0.0001);
         $this->assertEqualsWithDelta(sqrt(5.0), $variance->getStandardDeviation(), 0.0001);
     }