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 variance according to the SecondMoment.increment(double d) method in commons-math library. If the input array is known beforehand, such as in the Variance.of(double... values) method, a more accurate variance is computed using a two-pass, corrected algorithm, starting with computing the sum of squared deviations from mean and then correcting this by adding the squared sum of deviations normalized by the sample size.
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