The statisticians have a bunch of tricks to transform the formulas into more-eas... | Hacker News

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		Hussell 8 months ago \| parent \| context \| favorite \| on: Statistical Formulas for Programmers (2013) The statisticians have a bunch of tricks to transform the formulas into more-easily computable forms, e.g. calculate both the average and the standard deviation in a single pass through the data instead of one pass to calculate the average and a second to calculate the standard deviation. Converting the math in here to efficient code isn't very easy.

glitchc 8 months ago [–]

You mean Welford's algorithm. Since code was requested:

https://jonisalonen.com/2013/deriving-welfords-method-for-co...

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