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Vinzent Steinberg eb0fa41619 Commit to SPSS estimator of standard error of weighted average

Before we were calculating some quantities not strictly needed for this.

2017-05-19 14:47:00 +02:00

benches

Add test comparing to streaming-stats

2017-05-05 16:40:23 +02:00

src

Commit to SPSS estimator of standard error of weighted average

2017-05-19 14:47:00 +02:00

tests

Add test comparing to streaming-stats

2017-05-05 16:40:23 +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

Bump version

2017-05-05 17:14:32 +02:00

README.md

Improve README

2017-05-16 18:21:27 +02:00

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

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.