On Jan 31, 2007, at 4:40 PM, Topher Cooper wrote:
At 03:58 PM 1/30/2007, you wrote:
For now it seems that you use the default variance implementation which should be the naive estimator from the sum and sum of squares.
Why would you supply a poor implementation as the default when the alternative (West's algorithm) is efficient, easily implemented and is much more precise? The only reasons I can think for including the naive algorithm at all is for those rare cases where a small increase in performance is more important than a potentially very large loss in precision or if you are using exact arithmetic (e.g., if instead of floating point you are using rational numbers or if all your values are integers).
Yes, this is the reason - maybe one could just make the more accurate version the default?