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Vinzent Steinberg 95a2a1d409 Implement quantile
2017-05-25 15:42:53 +02:00
benches Add benchmark for Min 2017-05-24 19:17:52 +02:00
src Implement quantile 2017-05-25 15:42:53 +02:00
tests Implement Max 2017-05-24 19:17:52 +02:00
.gitignore Initial commit 2017-04-26 20:24:20 +02:00
.travis.yml Fix travis 2017-05-05 16:58:39 +02:00
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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.

Documentation | crates.io

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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.