Open skswlsaks opened 1 year ago
May be similar to https://github.com/pola-rs/polars/issues/9318 and a slightly clearer case where higher accuracy is needed? The Kahan Summation Wikipedia page mentioned also links to similar methods to handle variance calculation more accuractely.
I guess the key takeaway should be (from that thread), it shouldn't matter for practical data science applications since 45 << 3.7550e8?
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Issue description
I recently i have tested rolling_std on a polars series.
Gives me following result
But obviously last three numbers are identical, which should give me 0 on the last number.
Reproducible example
Expected behavior
Installed versions