runningSTD¶
-
utils.
runningSTD
(oldSTD, oldMean, newMean, newValue)[source]¶ Parameters: Returns: newSTD – The new running average standard deviation
Return type: Notes
Based on Donald Knuth’s Art of Computer Programming, Vol 2, page 232, 3rd edition (which is based on B. P. Welford (2012) Note on a Method for Calculating Corrected Sums of Squares and Products, Technometrics, 4:3, 419-420, DOI: 10.1080/00401706.1962.10490022 This version is taken from https://www.johndcook.com/blog/standard_deviation/
Examples
>>> runningSTD(0, 1, 1.5, 2) 0.5
>>> runningSTD(0.5, 1.5, 2.0, 3) 2.0