stdlib-js / stdlib-js/stdlib

[RFC]: add `stats/incr/wstdev`

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#47 4 comments 3 reactions 0 assignees View on GitHub
Accepted difficulty: 1 Feature priority: Normal RFC Statistics
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Description

Incremental weighted standard deviation. `@stdlib/stats/incr/wstdev`.

See also an [algorithm](https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Weighted_incremental_algorithm) for computing an incremental weighted variance.

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