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improve mean to use kahan summation #1

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Merged
revvy02 merged 2 commits into from
Dec 2, 2025
Merged

improve mean to use kahan summation #1

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ac5e8ac
improve mean to use kahan summation
ratplier Nov 25, 2025
ff81670
change kahan to neumaier summation to account for edge cases
ratplier Nov 25, 2025
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12 changes: 10 additions & 2 deletions src/sampler.luau
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Original file line number Diff line number Diff line change
Expand Up @@ -380,11 +380,19 @@ local function ANALYZE(sample: Sample, options: AnalyzeOptions?): SampleStats
-- Calculate MAD (median absolute deviation)
local mad = calculate_mad(sample, median)

-- Calculate mean (Neumaier summation)
local sum = 0
local correction = 0
for _, value in sample do
sum += value
local target = sum + value

if math.abs(sum) >= math.abs(value) then
correction += (sum - target) + value
else
correction += (value - target) + sum
end
end
local mean = sum / n
local mean = (sum + correction) / n

-- Calculate variance and standard deviation
local variance_sum = 0
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