average
Calculate statistics of a sequence iteratively in a single pass, using
constant space and avoiding numerical problems. The calculations can be
easily parallelized by using merge.
Implemented statistics
- Mean and its error.
- Variance, skewness, kurtosis.
- Arbitrary moments.
- Minimum and maximum.
- Quantile.
- Histogram.
Related Projects
quantiles: Provides quantile estimates with bounded error but using growing space.