Value | Meaning |
---|---|
online | Performs Welford's online algorithm for updating variance. Can also put another VarianceAccumulator of different types, 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. As in: E(x ^^ 2) - E(x) ^^ 2 |
twoPass | Calculates variance using a two-pass algorithm whereby the input is first centered and then the sum of squares is calculated from that. As in: E((x - E(x)) ^^ 2) |
assumeZeroMean | Calculates variance assuming the mean of the dataseries is zero. |
hybrid | When slices, slice-like objects, or ranges are the inputs, uses the two-pass algorithm. When an individual data-point is added, uses the online algorithm. |
Variance algorithms.
See Also: Algorithms for calculating variance.