Standard statistics using Welford's algorithm


Statistics::Welford provides standard statistics (mean value, variance, standard deviation, minimum and maximum value as well as the number of elements) using Welford's algorithm.

Welford's algorithm is much more resource efficient compared to the naïve algorithm implemented in e.g. Statistics::Basic::StdDev or Catmandu::Fix::stat_stddev. It especially does not need to load all values into RAM at the same time, i.e. does not require an array containing all values.

See also

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