16 Jan
2008
16 Jan
'08
3:49 p.m.
Hello, I was looking through the documentation of boost.accumulators for calculating the variance in one pass. It seems that for so called 'immediate variance' some approximation is being introduced. However I think that it is not necessary (unless there is a hidden purpose?) and incremental calculation can be done according to the substitution schema described here: http://planetmath.org/encyclopedia/OnePassAlgorithmToComputeSampleVariance.h... Regards, Milosz