pub fn rolling_std_welford(data: &[f64], window: usize) -> Vec<f64>Expand description
Welford’s algorithm for numerically stable rolling standard deviation
This is significantly faster than the naive two-pass approach and more numerically stable than the sum-of-squares method.
§Performance
- Expected speedup: 10-50x over naive O(n*w) two-pass
- Complexity: O(n)
- Numerical stability: Superior to sum-of-squares