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welford implements a one-pass algorithm for computing mean and variance

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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.

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