Fermat
|
An implementation of a robust online variance estimator, using Welford's algorithm
#include <variance.h>
Public Methods | |
CUGAR_HOST_DEVICE Variance_estimator & | operator= (const Variance_estimator &other) |
CUGAR_HOST_DEVICE Variance_estimator & | operator+= (const float x) |
CUGAR_HOST_DEVICE float | mean () const |
CUGAR_HOST_DEVICE float | variance () const |
Public Members | |
T | m_mean |
T | m_M2 |
float | m_n |