Expand description
Rolling (windowed) statistics with fixed capacity.
Time complexity per update: O(1). Space complexity: O(window_size).
The implementation stores the window contents in a VecDeque and recomputes
the statistic on each update. For the window sizes typically used in online
learning this is simple and correct. A more sophisticated incremental update
could be added later, but only if accompanied by thorough removal tests.
Structsยง
- Rolling
Mean - Rolling mean over a fixed-size window.
- Rolling
Variance - Rolling variance over a fixed-size window.