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Introduce Welford's online algorithm for variance #116

Merged
merged 27 commits into from
Apr 21, 2023
Merged

Introduce Welford's online algorithm for variance #116

merged 27 commits into from
Apr 21, 2023

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sanmai
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@sanmai sanmai commented Apr 14, 2023 •
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References:

For testing:

TODO

  • API consolidation (this adds three methods)
  • Existing method consolidation (min, max could live here as well)
  • Error analysis (compare with the textbook method)
  • Update documentation

sanmai
sanmai commented Apr 21, 2023
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sanmai
sanmai commented Apr 21, 2023
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🙄

@sanmai sanmai merged commit 12289ac into main Apr 21, 2023
@sanmai sanmai deleted the pr/2023-04/Sample-Variance branch April 21, 2023 23:30
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