Re: [math] UnivariateImpl - when sumsq ~ xbar*xbar*((double) n)

[Mark R. Diggory]

Yes, I'm working my way through all the bug patches and trying apply 
them in order. Hopefully this shouldn't take too long, but I'm in and 
out of the office today, so it might not be til this evening.

-Mark

Phil Steitz wrote:

--- "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



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