andreacavalli/rust-average
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Vinzent Steinberg b371d3e8bc Correct benchmark 
It was doing less work, because it did not calculate the variance.
2017-05-24 19:17:52 +02:00
benches Correct benchmark 2017-05-24 19:17:52 +02:00
src Generalize Min implementation 2017-05-24 19:17:52 +02:00
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README.md

average

Calculate the average of a sequence and its error iteratively, using constant memory and avoiding numerical problems. The calculation can be easily parallelized by using Average::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.