README
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welford
Package welford implements a one-pass algorithm for computing mean and variance. Knuth attributes this algorithm to B.P. Welford in The Art Of Computer Programming, Volume 2.
For an explanation of why you might want to calculate variance this way, see http://www.johndcook.com/standard_deviation.html and http://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/
For documentation on this package see http://godoc.org/github.com/eclesh/welford
Quick start
$ go get github.com/eclesh/welford
$ cd $GOPATH/src/github.com/eclesh/welford
$ go test
License
welford is licensed under the MIT license.
Documentation
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Overview ¶
Package stats implements Welford's one-pass algorithm for computing the mean and variance of a set of numbers. For more information see Knuth (TAOCP Vol 2, 3rd ed, pg 232).
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Source Files