README.md

In Sinnefa/WelfordAlgorithm_R_Package: Welford Algorithm for Incremental Mean, Variance and Standard Deviation

Description

Welford Algorithm for Incremental Mean, Variance and Standard Deviation. It handles a stream of numbers and computes descriptive values without a prior knowledge of how many values you have. It basically computes values coming from a stream of numbers.

How to Install

The preferred way to install this package:

install.packages("devtools")
devtools::install_github("Sinnefa/WelfordAlgorithm_R_Package")

Performance

This package has the following advantages 1. Saves memory 2. Saves time 3. Can be used wihtout knowing in advance the number of elements to process 4. Garbage collector time minimized

The following images show performances with the following imaginary data stream

size <- 100000
values_in <- runif(size)

Welford approach performances

Standard approach performances

Example

library(WelfordAlgorithm)
x <- WelfordAlgorithm$new()
x$push(4)
x$pushList(c(3,6.5,4))
x
y <- x$getDataValues()
y
print(x$numDataValues())
print(x$mean())
print(x$standardDeviation())
print(x$variance())

Sinnefa/WelfordAlgorithm_R_Package documentation built on Nov. 12, 2021, 2:31 a.m.