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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
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lib/statistics/variance/Variance.md
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@@ -52,6 +52,20 @@ Where:
## Performance Profile
### Operation Count (Streaming Mode)
Variance uses Welford-style running sums of x and x^2 for exact O(1) update (no sqrt needed).
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Ring buffer add/evict | 1 | 3 cy | ~3 cy |
| Update sum_x and sum_x2 | 2 | 2 cy | ~4 cy |
| Compute variance via shortcut formula | 1 | 5 cy | ~5 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~14 cy** |
O(1) per update. Slightly faster than StdDev (no sqrt). Periodic resync prevents floating-point drift in long series where sum_x2 >> (sum_x)^2/N.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 5 ns/bar | O(1) complexity using running sums. |