Closed shabbybanks closed 7 years ago
Should use 4 summations instead of 2 sums and 2 multiplies, is probably faster than the Welford-derived version.
Kahan indeed faster, implemented for running sums and means in b7876265c34.
Should use 4 summations instead of 2 sums and 2 multiplies, is probably faster than the Welford-derived version.