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I've found myself using fewvar.py in place of ewvar.py because the answers make more sense (to me) during the burn-in period and it converges to var.py as we vary the fading_factor. In contrast ewvar.py is highly sensitive to the first value and will take a long time to converge, potentially. Similar comments apply to the EWMean.
Hi are you still developing this project?
I might have someone (and maybe myself) to add a few little things, maybe starting with this...
online-ml/river#1619
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