a go package that implements the efficient, accurate, and stable calculation of online statistical quantities.
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Stephen McQuay 84b41cf7fe Got sick of dealing with errors
- just return 0.0 for empty OnlineStats
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ostat

ostat is a go package that implements the efficient, accurate, and stable calculation of online statistical quantities. More info on what is being implemented here can be found on wikipedia.

The algorithm comes from The Art of Computer Programing, vol 2 by Knuth.

For documentation please refer to ostat_test.go.