Jan. 13, 2004
8:26 p.m.
On Tue, 13 Jan 2004, Raymond Hettinger wrote:
* Is there a way to compute the standard deviation without multiple passes over the data (one to compute the mean and a second to sum the squares of the differences from the mean?
Yes -- def one_pass_stddev(l): n = 0 x = 0. xx = 0. for y in l: n += 1 x += y xx += y*y x /= n xx /= n var = max(0,xx - x*x) dev = var**0.5 return dev Skewness and kurtosis can also be computed in one pass, though numerical stability problems can occur (even with std.dev) with these kinds of methods. -Kevin