utils.tracker.welford

Classes

WelfordTracker()

A Tracker that applies Welford's Algorithm to estimate the mean and variance of a sequence.

class utils.tracker.welford.WelfordTracker

Bases: Tracker

A Tracker that applies Welford’s Algorithm to estimate the mean and variance of a sequence.

Notes

Taken and adapted from Ian Covert’s SAGE implementation.

update(value_i)

Adds one value to the Tracker.

Parameters:

value_i (int or float) – The numeric value to be added to the tracker.

property mean

Returns the mean of the stream.

property std

Returns the standard deviation of the stream.

property var

Returns the variance of the stream.