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They were forgotten when renaming average to mean. |
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README.md |
average
Calculate the average of a sequence and its error iteratively in a single pass,
using constant memory and avoiding numerical problems. The calculation can be
easily parallelized by using merge
.
Advantages over naive calculation of average and variance
- Avoids loss of precision due to cancellation.
- Only needs a single pass over the samples, at the cost of a division inside the loop.