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2018-03-06 18:55:21 +01:00
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README.md

average

Calculate statistics of a sequence iteratively in a single pass, using constant space and avoiding numerical problems. The calculations can be easily parallelized by using merge.

Documentation Status Latest Version Build Status

Implemented statistics

  • Mean and its error.
  • Variance, skewness, kurtosis.
  • Minimum and maximum.
  • Quantile.

Related Projects

  • quantiles: Provides quantile estimates with bounded error but using growing space.