axiomhq/welford

Go implementation of variance's method for one-pass variance computation with D. H. D. West improved methods which features merging of several multiple sets of statistics and adding weighted values.

11 best points · 1 comments · 1 Hacker News post · 20 GitHub stars · View on GitHub

Hacker News discussions

• Show HN: Go implementation of Welford's algorithm for weighted variance (11 points, 1 comments, by seiflotfy, 2021-10-21)