--- "Mark R. Diggory" <[EMAIL PROTECTED]> wrote: > Phil Steitz wrote: > > > Al Chou wrote: > > > >> Uh, did we drop the idea of using the "corrected two-pass" algorithm > >> for the > >> variance in the non-rolling case? I excerpted that thread below. > > > > > > I was going to mention that. The discussion above regards the > > "non-stored vector" approach (UnivariateImpl). I submitted some > > patches to the "stored" classes > > (StoredUnivariate,AbstractStoreUnivariate) last weekend (adding > > percentiles -- > > http://issues.apache.org/bugzilla/show_bug.cgi?id=20377) and I was > > waiting for them to get committed before suggesting this > > change/submitting the patch. > > > > Given our recent NR entanglements, we need to make sure that if and > > when we apply that patch we document using the original source of the > > formula. > > > > Thanks for the remider. > > > > What is relevant to the UnivariateImpl computations is Brent's > > suggestion re: making "running" error corrections. Have you > > investigated this further? > > > I'll pick up this patch and apply it before any of my changes to > UnivariateImpl. Thanks for redirecting my attention to it, I'm still > getting used to going into bugzilla. >
Thanks, Mark. While you're in the neighborhood, can you also commit the patch that I submitted adding MathUtils: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20390 It occurs to me now that MathUtils, a simple utility class extending the basic computing functions in java.lang.Math would make a nice place to encapsulate our array-based mean, variance and standard deviation computations, using Al's suggested improvements. Users would likely find simple double[] |- > double functions to compute means, variances, std dev, min and max directly useful and the various Univariate implementations could leverage them. Phil > -Mark > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [EMAIL PROTECTED] > For additional commands, e-mail: [EMAIL PROTECTED] > __________________________________ Do you Yahoo!? Yahoo! Calendar - Free online calendar with sync to Outlook(TM). http://calendar.yahoo.com --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
