Wednesday, March 21, 2012

Welford's Algorithm

Computing means and standard deviations for data can be hard.  Naively implementing the formula can result in large numerical errors.

A better way is to use Welford's Algorithm, which is numerically stable.

Below is a gist for doing just that.

Python Email Notification

So, I occasionally want to run a long simulation, and not really pay attention to when it finishes.

Ideally, I could have python email me when it was done.  Even more ideal, I could have it use gmail to send the email notification.

Well, I've done just that, along with using netrc to hold the password configuration so I know its secure.

The Gist is up at, or copied below.