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knowledge through programming

Since I couldn’t easily find this code anywhere, I figured I’d post it here for quick reference:

"""
2012.1.25 CKS
Incremental calculation of both the mean and variance.
http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
"""
import unittest
 
## Dumb slow mean/variance formulas.
 
def mean(seq):
return sum(seq)/float(len(seq))
 
def variance(seq):
m = mean(seq)
return sum((v-m)**2 for v in seq)/float(len(seq))
 
## Incremental mean/variance formulas.
 
class [...]

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