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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 1d46682801
Mostly working naive vs. welford sampling and the t-test actually works now. 		10 hours ago
cpp Mostly working naive vs. welford sampling and the t-test actually works now. 10 hours ago
LICENSE Mostly working naive vs. welford sampling and the t-test actually works now. 10 hours ago
README.md Warn about t-test errors. 2 days 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!