python-runningstats
This is a small module which provides a Statistics class
to calculate statistics in an online manner.
The formulas are taken from Wikipedia.
The module is numpy aware, you can fill in more than one value at once:
>>> from runningstats import Statistics
>>> import numpy as np
>>> s = Statistics()
>>> s.fill(np.random.normal(size=100))
>>> s.mean
-0.11433712863074698
>>> s.fill(np.random.normal(size=100))
>>> s.mean
-0.022835570703490356
Take a look at the examples notebook