[Python-ideas] Running average and stdev in the statistics module?

[Michael Selik]

I've often wanted a windowing function in itertools. One exists as a recipe
in the docs. If I remember correctly, one reason this was never implemented
is that the most efficient implementation changes depending on the size of
the window.

Use a deque(maxsize=n) for large windows and tuple slicing/concat for tiny
windows. I'm not sure how the tee/zip trick compares.

On Mon, May 6, 2019, 10:11 AM Serge Matveenko <s at matveenko.ru> wrote:

> On Sun, May 5, 2019 at 1:08 PM Luca Baldini <luca.baldini at pi.infn.it>
> wrote:
> >
> > Hi here,
> > I wonder if the idea of adding to the statistics module a class to
> > calculate the running statistics (average and standard deviation) of a
> > generic input data stream has ever come up in the past.
> >
> > The basic idea is to do the necessary book-keeping as the data are fed
> > into the accumulator class and to be able to query the average variance
> > of the sequence at any point in time without having to loop over the
> > thing again. The obvious way to do that is well know, and described,
> > e.g., in Knuth TAOCP vol 2, 3rd edition, page 232. FWIW It is something
> > that through the years I have coded myself a myriad of times (e.g., for
> > real-time data processing)---and maybe worth considering for addition to
> > the standard library.
>
> Personally, I would definitely use this in a number of places in the
> real-life code I contribute to.
>
> The problem that I have with this idea is it's not clear how to store
> the data in an accumulator class. What about cases with different
> contexts in asyncio and/or multithreading code?
> I would say it could be useful to allow to pass a storage
> implementation from a user's code to address almost any possible
> scenario. In that case, such an accumulator class doesn't need to be a
> class at all and bother with any intermediate storage. It could be a
> number of module-level functions providing an effective algorythm
> implementation for user to be able to base on.
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