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https://issues.apache.org/jira/browse/MATH-287?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13876945#comment-13876945
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Brian commented on MATH-287:
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I also would like this for SummaryStatistics and/or storeless ones as well. I
have to calculate weighted statistics from a large set for a current project
and wanted to use the commons library for streaming calculations - I don't want
to have to copy all the values into memory.
> Add support for weighted descriptive statistics
> -----------------------------------------------
>
> Key: MATH-287
> URL: https://issues.apache.org/jira/browse/MATH-287
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 2.0
> Reporter: Matthew Rowles
> Priority: Minor
> Attachments: weightTests.patch, weighted.patch
>
>
> Add support for weighted descriptive statistics, such as weighted variance.
> An example method call would be Variance.evaluate(double[] values, double[]
> weights, int begin, int length)
> - Suggested by [email protected] on the mailing list.
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