andreacavalli/rust-average
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Vinzent Steinberg fbdb247a0e Implement WinCross estimator of standard error of weighted average
2017-05-19 15:38:39 +02:00
benches Add test comparing to streaming-stats 2017-05-05 16:40:23 +02:00
src Implement WinCross estimator of standard error of weighted average 2017-05-19 15:38:39 +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

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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.