Standard Deviation - StdDev

joshday / OnlineStats.jl

⚡ Single-pass algorithms for statistics

https://joshday.github.io/OnlineStats.jl/latest/

MIT License

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Standard Deviation - StdDev #287

Closed femtotrader closed 3 months ago

femtotrader commented 4 months ago

Hello,

currently OnlineStats provides Variance but not standard deviation (StdDev). Maybe it could be worth adding such a statistics (probably on top of Variance)

Kind regards

joshday commented 3 months ago

I never added it since std(value(var)) is convenient enough. I don't think it's worth the additional code to maintain.