9bf56690e6
Before it was returning wrong results for samples with less than 5 elements. Also mention that average and quantile will be 0 for empty samples. |
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benches | ||
src | ||
tests | ||
.gitignore | ||
.travis.yml | ||
Cargo.toml | ||
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.