This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import math | |
class Welford(object): | |
""" Implements Welford's algorithm for computing a running mean | |
and standard deviation as described at: | |
http://www.johndcook.com/standard_deviation.html | |
can take single values or iterables | |
Properties: | |
mean - returns the mean |