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Vinzent Steinberg 0098668d3b Add a reference for calculating moments		2017-06-27 12:40:09 +02:00
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src	Add a reference for calculating moments	2017-06-27 12:40:09 +02:00
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README.md

average

Calculate statistics of a sequence iteratively in a single pass, using constant memory and avoiding numerical problems. The calculations can be easily parallelized by using merge.

Implemented statistics

Mean and its error.
Variance, skewness, kurtosis.
Minimum and maximum.
Quantile.