Table of Contents
VarianceTracker Objects
class VarianceTracker()
Class that implements variance estimates for streaming data and for batched data.
Parameters
count Number tracked elements sum Sum of all numbers mean Current estimate of the mean
update
| update(new_value)
Add a number to tracking estimates
Based on https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm
Parameters
new_value : int, float
stddev
| stddev()
Return an estimate of the sample standard deviation
variance
| variance()
Return an estimate of the sample variance
merge
| merge(other: "VarianceTracker")
Merge statistics from another VarianceTracker into this one
See: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
Parameters
other : VarianceTracker Other variance tracker
Returns
merged : VarianceTracker A new variance tracker from the merged statistics
copy
| copy()
Return a copy of this tracker
to_protobuf
| to_protobuf()
Return the object serialized as a protobuf message
Returns
message : VarianceMessage
from_protobuf
| @staticmethod
| from_protobuf(message)
Load from a protobuf message
Returns
variance_tracker : VarianceTracker
