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Vinzent Steinberg 9bf56690e6 Make sure quantile works for small samples
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.
2017-05-28 14:03:53 +02:00
benches Add benchmark for Min 2017-05-24 19:17:52 +02:00
src Make sure quantile works for small samples 2017-05-28 14:03:53 +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
Cargo.toml Implement quantile 2017-05-25 15:42:53 +02:00
README.md Improve documentation 2017-05-24 19:45:58 +02:00

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.