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Implement alternative rolling sum using Kahan summation #4

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ajcr opened this issue Feb 13, 2018 · 0 comments
Open

Implement alternative rolling sum using Kahan summation #4

ajcr opened this issue Feb 13, 2018 · 0 comments

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@ajcr
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ajcr commented Feb 13, 2018

cf. https://en.wikipedia.org/wiki/Kahan_summation_algorithm

Also refer to CPython's implementation of math.fsum:

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