EWVar¶
Exponentially weighted variance.
To calculate the variance we use the fact that Var(X) = Mean(x^2) - Mean(x)^2 and internally we use the exponentially weighted mean of x/x^2 to calculate this.
Parameters¶
-
fading_factor
Default →
0.5
The closer
fading_factor
is to 1 the more the statistic will adapt to recent values.
Attributes¶
-
variance (float)
The running exponentially weighted variance.
Examples¶
from river import stats
X = [1, 3, 5, 4, 6, 8, 7, 9, 11]
ewv = stats.EWVar(fading_factor=0.5)
for x in X:
ewv.update(x)
print(ewv.get())
0.0
1.0
2.75
1.4375
1.984375
3.43359375
1.7958984375
2.198974609375
3.56536865234375
Methods¶
get
Return the current value of the statistic.
update
Update the called instance.
Parameters
- x — 'numbers.Number'