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Online variance and SD #35

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superbobry opened this issue Oct 22, 2012 · 1 comment
Open

Online variance and SD #35

superbobry opened this issue Oct 22, 2012 · 1 comment
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@superbobry
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Algorithm is described here.
@superbobry
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An even better idea would be to abstract ecirca_type in to a class-like structure and allow creating stacks of various summary statistics (since none of the "types" are mutually exclusive). For instance we might have:

ecirca:new(256, [mean, variance, max])

What do you think?

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