Compute the mean and variance of a data stream as it is made available, without storing the entire stream. Welford's one-pass algorithm is used for computing the variance in a numerically stable way. Some code has been translated from the 'StreamStats.jl' package by John Myles White.
|Author||David J. Harris|
|Maintainer||David J. Harris <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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