semvec/pypi-packages huggingface dataset:
cjrh_math 2017.11.1
Maths functions

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cjrh_math
======================

A collection of handy maths functions.

Streaming mean and variance
---------------------------

Sometimes it can be very useful to update an *existing* mean and variance
with new data, rather than have to calculate it again over the whole set.
The functions below implement one of the algorithms described
in `Wikipedia <https://en.wikipedia.org/wiki/Standard_deviation#Rapid_calculation_methods>`_.

.. code-block:: python

    def update_mean(n: int, mean: float, value: float) -> float

Given a new ``value``, calculate a new mean using the existing ``mean`` and
the size of data, ``n``, seen so far.

.. code-block:: python

    def update_pvariance(n: int, mean: float, var: float, value: float) -> float
    def update_variance(n: int, mean: float, var: float, value: float) -> float

Given a new ``value``, calculate a new variance using the existing ``mean``,
existing variance ``var``, and the size of data, ``n``, seen so far.

Note that ``update_variance()`` is for *sample* variance while
``update_pvariance()`` is for *population* variance.

All functions are pure and therefore thread-safe.