Mailing-List: contact user-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: "Commons Users List" <user@commons.apache.org>
Received-SPF: pass (athena.apache.org: domain of nicolas.deloof@gmail.com
 designates 64.233.182.189 as permitted sender)
DomainKey-Signature: a=rsa-sha1; c=nofws;
        d=gmail.com; s=gamma;
        h=message-id:date:from:sender:to:subject:in-reply-to:mime-version
         :content-type:references:x-google-sender-auth;
        b=Rst+hsJuTagH2onfe0yWp0l5CHzKzUF6e9KnbucGPGVyYCnqCvBdRWgWZxEbnParD5
         9DG2o9oAsHdqCqEejFDvGzzXewXSEYKysUBtPaCdCHMleUXRV1SjEEhdMiFbG0X5p53q
         P4PO48NX0au+T4zUptHC/vYxLgFsGRepCtCYw=
Message-ID: <4c39e3030810261110q300903f0qe8813875aa8c51b5@mail.gmail.com>
Date: Sun, 26 Oct 2008 20:10:59 +0200
From: "nicolas de loof" <nicolas@apache.org>
Sender: nicolas.deloof@gmail.com
To: "Commons Users List" <user@commons.apache.org>
Subject: Re: [math] (unbiased) standard deviation ?
In-Reply-To: <49049040.2000908@free.fr>
MIME-Version: 1.0
Content-Type: multipart/alternative;
	boundary="----=_Part_82275_28704094.1225044659478"
References: <4c39e3030810260744v708c0ed1kfce594345ee93436@mail.gmail.com>
	 <49049040.2000908@free.fr>

------=_Part_82275_28704094.1225044659478
Content-Type: text/plain; charset=ISO-8859-1
Content-Transfer-Encoding: quoted-printable
Content-Disposition: inline

Thanks,

2008/10/26 Luc Maisonobe <Luc.Maisonobe@free.fr>

> nicolas de loof a =E9crit :
> > Hello
> > For the monitoring component I've got a set of values. I'd like to
> compute
> > the std. deviation, but as I don't store the full values but only
> aggregates
> > (sum, sum of squares) I can't use commons-math StandardDeviation.
> >
> > Is there anything in commons-math for such use case ? I've found at
> > http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance some
> > algorithm to compute "an
> > unbiased<http://en.wikipedia.org/wiki/Estimator_bias> estimate",
> > but if something stable and tested is available in math I'd prefer not =
to
> > reinvent the wheel !
> >
> > Nicolas
> >
>
> The various classes dealing with such features are designed to be built
> empty and to be updated at each sample element. For example the
> SummaryStatistics and DescriptiveStatistics classes provide an addValue
> method whereas all implementations of StorelessUnivariateStatistics
> provide an increment method.
>
> These methods take care of computing the sum and sum of squares for you.
> The SummaryStatistics class maintains many values in addition to these
> ones (min, max ...). Could you use these classes instead of storing the
> data by yourself and later computing the results ?
>
> Luc
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: user-unsubscribe@commons.apache.org
> For additional commands, e-mail: user-help@commons.apache.org
>
>

------=_Part_82275_28704094.1225044659478--