Running average in Python

Question

Is there a pythonic way to build up a list that contains a running average of some function? After reading a fun little piece about Martians, black boxes, and the Cauchy distribution, I thought it would be fun to calculate a running average of the Cauchy distribution myself: ``` import math import random def cauchy(location, scale): p = 0.0 while p == 0.0: p = random.random() return location + scale*math.tan(math.pi*(p - 0.5)) # is this next block of code a good way to populate running_avg? sum = 0 count = 0 max = 10 running_avg = [] while count < max: num = cauchy(3,1) sum += num count += 1 running_avg.append(sum/count) print running_avg # or do something else with it, besides printing ``` I think that this approach works, but I'm curious if there might be a more elegant approach to building up that `running_avg` list than using loops and counters (e.g. list comprehensions). There are some related questions, but they address more complicated problems (small window size, exponential w…

Accepted Answer

You could write a generator:

```
def running_average():
  sum = 0
  count = 0
  while True:
    sum += cauchy(3,1)
    count += 1
    yield sum/count
```

Or, given a generator for Cauchy numbers and a utility function for a running sum generator, you can have a neat generator expression:

```
# Cauchy numbers generator
def cauchy_numbers():
  while True:
    yield cauchy(3,1)

# running sum utility function
def running_sum(iterable):
  sum = 0
  for x in iterable:
    sum += x
    yield sum

# Running averages generator expression (** the neat part **)
running_avgs = (sum/(i+1) for (i,sum) in enumerate(running_sum(cauchy_numbers())))

# goes on forever
for avg in running_avgs:
  print avg

# alternatively, take just the first 10
import itertools
for avg in itertools.islice(running_avgs, 10):
  print avg
```

Running average in Python

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