The OpenD Programming Language

VarianceAlgo

Variance algorithms.

See Also: Algorithms for calculating variance.

Values

ValueMeaning
online

Performs Welford's online algorithm for updating variance. Can also put another VarianceAccumulator of the same type, which uses the parallel algorithm from Chan et al., described above.

naive

Calculates variance using E(x^^2) - E(x)^2 (alowing for adjustments for population/sample variance). This algorithm can be numerically unstable.

twoPass

Calculates variance using a two-pass algorithm whereby the input is first centered and then the sum of squares is calculated from that.

assumeZeroMean

Calculates variance assuming the mean of the dataseries is zero.

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