SEM

Running standard error of the mean using Welford's algorithm.

Parameters

• ddof

  Default → 1

  Delta Degrees of Freedom. The divisor used in calculations is n - ddof, where n is the number of seen elements.

Attributes

• n (int)

  Number of observations.

Examples

from river import stats

X = [3, 5, 4, 7, 10, 12]

sem = stats.SEM()
for x in X:
    sem.update(x)
    print(sem.get())

0.0
1.0
0.577350
0.853912
1.240967
1.447219

from river import utils

X = [1, 4, 2, -4, -8, 0]

rolling_sem = utils.Rolling(stats.SEM(ddof=1), window_size=3)
for x in X:
    rolling_sem.update(x)
    print(rolling_sem.get())

0.0
1.5
0.881917
2.403700
2.905932
2.309401

Methods

get

Return the current value of the statistic.

revert

update

Update the called instance.

Parameters

• x — 'numbers.Number'
• w — defaults to 1.0

update_many

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1. Wikipedia article on algorithms for calculating variance ↩