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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

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

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.