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Go implementation of variance's method for one-pass variance computation with D. H. D. West improved methods:
A method of improved efficiency is given for updating the mean and variance of weighted sampled data when an additional data value is included in the set. Evidence is presented that the method is stable and at least as accurate as the best existing updating method.
-- Updating mean and variance estimates: an improved method - D. H. D. West
It features merging of several multiple sets of statistics and adding weighted values.
Install using go get
:
go get github.com/axiomhq/variance
Import the package:
import "github.com/axiomhq/variance"
Use the package:
package main
import (
"fmt"
"github.com/axiomhq/variance"
)
func main() {
stats1 := variance.New()
stats1.Add(1)
stats1.Add(1)
stats1.Add(1)
stats1.Add(0)
stats1.Add(0)
stats1.Add(0)
fmt.Println(
stats1.Mean(),
stats1.Variance(),
stats1.StandardDeviation(),
stats1.VariancePopulation(),
stats1.StandardDeviationPopulation(),
stats1.NumDataValues(),
)
}
Checkout the example or run it on pkg.go.dev.
Distributed under the MIT License.