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  1. Commons Statistics
  2. STATISTICS-71 Implementation of Univariate Statistics
  3. STATISTICS-80

Implement Variance

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    • Sub-task
    • Status: Closed
    • Minor
    • Resolution: Implemented
    • None
    • 1.1
    • descriptive
    • None
    • 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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          Web Link GitHub Pull Request #52

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              Unassigned Unassigned
              ani5rudh Anirudh Joshi
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