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a-mitani/welford_pseudo_code.py

Created November 15, 2020 01:44
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python pseudo code for welford algorithm
Raw
welford_pseudo_code.py
def var(data):
n = len(data)
m = 0
s = 0
for k in range(n):
x = data[k]
old_m = m
m += (x - m)/k
s += (x - m) * (x - old_m)
return s / (n - 1)
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