search

libmir / mir-stat

Dlang Statistical Package
http://mir-stat.libmir.org/
Other
12 stars 3 forks source link

Add hybrid algorithm for accumulators #86

Closed jmh530 closed 1 year ago

jmh530 commented 1 year ago

The performance of the online algorithm can be bad compared to 2-3 pass algorithms when not parallelizing. Create hybrid algorithms that use pass algorithms when array/slice type and online otherwise.

Change defaults to these versions.

jmh530 commented 1 year ago

Need to fix up for SkewnessAccumulator/KurtosisAccumulator with twoPass/threePass to handle any range as well.

jmh530 commented 1 year ago

And fixup how they handle isPopulation to be consistent with VarianceAccumulator

jmh530 commented 1 year ago

There are also likely some extra consts that can get removed.

jmh530 commented 1 year ago

Addressed by https://github.com/libmir/mir-stat/pull/88 and https://github.com/libmir/mir-stat/pull/89