| benches | ||
| src | ||
| tests | ||
| .gitignore | ||
| .travis.yml | ||
| Cargo.toml | ||
| 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.
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.