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@alexalemi
alexalemi / welford.py
Created March 21, 2012 19:29
Python Welford Algorithm
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