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Performance update

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@MicahParks MicahParks released this 10 Jun 00:52

Using the new benchmark, BenchmarkPeakDetector_NextBatch, it appears the new version is faster by a factor of more than 10. Results may vary depending on the size of the Lag and how many values after the initialization are processed.

Changes:

  • Use Welford's method on initialization.
  • Use a similar online algorithm for computing the next mean and population standard deviation.

New references: