Leave division for variance calculation until it's required #11
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
(Hi - this is the first time I've used git or github!)
Instead of storing variance, I suggest storing Q = variance * size
This improves speed of add() by ~2% and merge() by ~12%, without affecting the numerical stability of this implementation
Of course, it shall reduce the speed of variance() slightly, but even if you calculate variance after every insertion, we're saving some multiplies over the previous implementation