31 Jan
2007
31 Jan
'07
9:33 a.m.
Matthias Troyer wrote:
This all leads on to the algorithms used for the mean and variance etc: I assume that these are of the "naive" variety? Perfectly satisfactory for simple cases, but there are well known pathological situations where these fail.
Very naive, yes.
Actually tag::variance is the naive implementation while tag::variance (immediate) is a more accurate implementation.
OK I switched my torture test to use the "immediate" versions of the mean and variance, and got all the right answers :-) So with some suitable warnings in the documentation about which to use when, I'm happy now. Thanks, John.