I don't know if Boost has more specific functions, but you can do it with the standard library.
Given std::vector<double> v
, this is the naive way:
#include <numeric>
double sum = std::accumulate(v.begin(), v.end(), 0.0);
double mean = sum / v.size();
double sq_sum = std::inner_product(v.begin(), v.end(), v.begin(), 0.0);
double stdev = std::sqrt(sq_sum / v.size() - mean * mean);
This is susceptible to overflow or underflow for huge or tiny values. A slightly better way to calculate the standard deviation is:
double sum = std::accumulate(v.begin(), v.end(), 0.0);
double mean = sum / v.size();
std::vector<double> diff(v.size());
std::transform(v.begin(), v.end(), diff.begin(),
std::bind2nd(std::minus<double>(), mean));
double sq_sum = std::inner_product(diff.begin(), diff.end(), diff.begin(), 0.0);
double stdev = std::sqrt(sq_sum / v.size());
UPDATE for C++11:
The call to std::transform
can be written using a lambda function instead of std::minus
and std::bind2nd
(now deprecated):
std::transform(v.begin(), v.end(), diff.begin(), [mean](double x) { return x - mean; });