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Variance and mean could be calculated in a better way #190

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vks opened this issue Jun 9, 2017 · 1 comment
Open

Variance and mean could be calculated in a better way #190

vks opened this issue Jun 9, 2017 · 1 comment

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@vks
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vks commented Jun 9, 2017

Currently the mean is calculated in a very naive way, which has numerical problems. Also it is possible to calculate the variance (and higher moments) in a single pass over the data, instead of two passes (see Wikipedia). (I implemented such an algorithm in Rust in this crate.)
@Andlon
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Andlon commented Jun 10, 2017

Indeed. Also related issue: #182.

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@vks @Andlon