Details
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Sub-task
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Status: Closed
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Minor
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Resolution: Implemented
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None
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None
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Easy
Description
Computes the rolling mean according to the FirstMoment.increment(double d) method in commons-math library. If the input array is known beforehand, such as in the Mean.of(double... values) method, a more accurate mean is computed using a two-pass, corrected algorithm, starting with computing the rolling mean, which protects the mean from overflow, and then correcting this by adding the mean deviation of the data values from the arithmetic mean.