welford

package

v0.0.0-...-dcb2eba Latest Latest Go to latest Published: Dec 20, 2023 License: Apache-2.0 Imports: 1 Imported by: 0

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Repository

github.com/traffic-refinery/traffic-refinery

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Documentation ¶

Overview ¶

Simple package used to calculate a average and standard deviation of a series of values online, using the welford method

Index ¶

type Welford

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type Welford ¶

type Welford struct {
	N   float64
	Avg float64

	StdDev float64
	Var    float64
	// contains filtered or unexported fields
}

Struct used to calculate welford's method

func (*Welford) AddValue ¶

func (wf *Welford) AddValue(val float64)

CheckAndAddValue adds a value to the welford online computation

func (*Welford) CheckAndAddValue ¶

func (wf *Welford) CheckAndAddValue(val, maxStdDev, maxVal float64) bool

CheckAndAddValue adds a value to the welford online computation only if val is less than maxStdDev times the standard deviation and less than maxIat. Returns True if the value is added. False otherwise

func (*Welford) Reset ¶

func (wf *Welford) Reset()

Reset resets the welford computation to the initial state (i.e. all zeros)

Source Files ¶

View all Source files

welford.go

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