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shabbychef / fromo

Fast Robust Moments in R with Rcpp
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Test Kahan summation vs. Welford-derived. #24

Closed shabbybanks closed 7 years ago

shabbybanks commented 7 years ago

Should use 4 summations instead of 2 sums and 2 multiplies, is probably faster than the Welford-derived version.

shabbychef commented 7 years ago

Kahan indeed faster, implemented for running sums and means in b7876265c34.