A simple module for computing the sample statistics of an array in a running/online fashion.
Project description
running-stats
A simple Python module for computing the sample statistics of an array in a running/online fashion (when samples are not kept).
This is just a Python port of [John Cook]'s C++ code here. There is also a Julia implementation by John Myles White here. The only special feature of this code is that we support computing running statistics of arrays living on a GPU via CuPy.
You may also be interested in the Python module RunStats.
My interest in computing statistics this way comes from summarizing the samples generated by a MCMC sampler when storing all of the samples is infeasible.
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