John Maddock wrote:
Paul A Bristow wrote:
PS and about your torture test - I don't think this should be the focus of the review.
There are horses for courses, and the not-always-accurate version should be fine for most applications. (If the data are going to be as unreasonable as the torture data are, one could argue that they are wrong!
In case it wasn't clear from my post, I actually agree with this. The library can be extended to more/better algorithms at a later date anyway, the important thing at this stage is the framework.
Right! :-)
What is important though is documentation: most people would miss the suble difference between the "immediate" and "naive" variance calculations, and potentially (although very rairly) fall into all kinds of hard-to-spot traps.
Agree 100% -- the docs should be clearer on this point. I may be following up with you and Matthias offline for ideas about how best to document the complexity and error of the various statistical accumulators. But a big WARNING up front couldn't hurt, either. -- Eric Niebler Boost Consulting www.boost-consulting.com