Go implementation of variance's method for one-pass variance computation with D. H. D. West improved methods which features merging of several multiple sets of statistics and adding weighted values.

Epsilon is a library with functions for machine learning and statistics written in plain C. It is intended to run on microcontrollers.

Calculate the standard deviation of a strided array using Welford's algorithm.

Welford algorithm for Go

Calculate the arithmetic mean of a single-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation.

Calculate the arithmetic mean of a strided array using Welford's algorithm.

Calculate the arithmetic mean of a double-precision floating-point strided array using a one-pass trial mean algorithm.

Calculate the arithmetic mean of a double-precision floating-point strided array, using Welford's algorithm and ignoring NaN values.

Calculate the arithmetic mean of a single-precision floating-point strided array, ignoring NaN values and using Welford's algorithm.

Calculate the standard deviation of a strided array ignoring NaN values and using Welford's algorithm.

Calculate the arithmetic mean of a single-precision floating-point strided array, ignoring NaN values, using Welford's algorithm with extended accumulation, and returning an extended precision result.

Calculate the variance of a strided array ignoring NaN values and using Welford's algorithm.

Calculate the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm.

Calculate the variance of a double-precision floating-point strided array using Welford's algorithm.

Calculate the arithmetic mean of a single-precision floating-point strided array using Welford's algorithm.

Calculate the arithmetic mean of a double-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation.

Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using Welford's algorithm.

Calculate the arithmetic mean of a double-precision floating-point strided array using Welford's algorithm.

Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using Welford's algorithm.

Calculate the arithmetic mean of a single-precision floating-point strided array using Welford's algorithm with extended accumulation and returning an extended precision result.