average

Calculate statistics of a sequence iteratively in a single pass, using constant space and avoiding numerical problems. The calculations can be easily parallelized by using merge.

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Implemented statistics

• Mean and its error.
• Variance, skewness, kurtosis.
• Arbitrary moments.
• Minimum and maximum.
• Quantile.
• Histogram.

Related Projects

• quantiles: Provides quantile estimates with bounded error but using growing space.