commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Phil Steitz" <phil.ste...@gmail.com>
Subject Re: Commons.Math.Distrubition
Date Sat, 29 Sep 2007 19:25:56 GMT
On 9/29/07, Amnon Lahav <amnon.lahav@gmail.com> wrote:
> Hi ,
> how is the Standard deviation calculated in the commons math ? because i'm
> getting diffrent values then my code which i used till far , iswtiched out
> of runtime speed considerations and i know my code is OK since it mathces
> the stock exchange's values ...
> isn't is for 20days periods  ?
> thanks .
>

The exact computation depends on whether you supply the whole array of
values or feed them in one at a time; though for small arrays the
results should not differ.  See
http://commons.apache.org/math/api-1.1/org/apache/commons/math/stat/descriptive/moment/Variance.html
for a description of the computational formulas used.  Math.sqrt is
used to get the standard deviation from the variance.

What class / method are you using?  Can you share the data and
expected results?  If so and you can't explain the difference, please
open a Jira ticket here.

http://commons.apache.org/math/issue-tracking.html

Phil

>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: user-unsubscribe@commons.apache.org
> For additional commands, e-mail: user-help@commons.apache.org
>
>

---------------------------------------------------------------------
To unsubscribe, e-mail: user-unsubscribe@commons.apache.org
For additional commands, e-mail: user-help@commons.apache.org


Mime
View raw message