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From Al Chou <>
Subject Re: [math] UnivariateImpl - when sumsq ~ xbar*xbar*((double) n)
Date Tue, 03 Jun 2003 15:49:45 GMT
--- Phil Steitz <> wrote:
> Al Chou wrote:
> > Uh, did we drop the idea of using the "corrected two-pass" algorithm for
> the
> > variance in the non-rolling case?  I excerpted that thread below.
> I was going to mention that.  The discussion above regards the 
> "non-stored vector" approach (UnivariateImpl).  I submitted some patches 
> to the "stored" classes (StoredUnivariate,AbstractStoreUnivariate) last 
> weekend (adding percentiles -- 
> and I was 
> waiting for them to get committed before suggesting this 
> change/submitting the patch.
> Given our recent NR entanglements, we need to make sure that if and when 
> we apply that patch we document using the original source of the formula.
> Thanks for the remider.

Cool, thanks.  We can reference the original journal article, though I
personally would feel better if we had a copy of it so we could specifically
reference the equation number in it.  Anybody have easy access to a library
that carries "American Statistician"?

> What is relevant to the UnivariateImpl computations is Brent's 
> suggestion re: making "running" error corrections.  Have you 
> investigated this further?

Sorry, not yet.  I'll try to look at it during lunch.


Albert Davidson Chou

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