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A simple bit of code in multiple languages that lets you calculate useful statistics without storing every sample.
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Zed A. Shaw 185c64686f
Made the Go implementation a library. Test is pathetic but it's a start. 		1 month ago
cpp Fixed a problem where stddev in C++ and Go was calculated from variance instead of sample variance. R uses sample variance so defaulting to that. 1 month ago
go/magic_stats Made the Go implementation a library. Test is pathetic but it's a start. 1 month ago
.gitignore Fix up the test to compare with R. 1 month ago
LICENSE Mostly working naive vs. welford sampling and the t-test actually works now. 1 month ago
README.md Warn about t-test errors. 2 months ago

README.md

magic_stats

A simple bit of code in multiple languages that lets you calculate useful statistics without storing every sample.

Look in cpp/ for a C++ version. More to come.

THE MATH FOR t-test IS WRONG!