Todd Lisonbee created FLINK-3613: ------------------------------------ Summary: Add standard deviation to list of Aggregations Key: FLINK-3613 URL: https://issues.apache.org/jira/browse/FLINK-3613 Project: Flink Issue Type: Improvement Reporter: Todd Lisonbee Priority: Minor
Implement Standard Deviation for org.apache.flink.api.java.aggregation.Aggregations Ideally implementation should be single pass and numerically stable. References: "Scalable and Numerically Stable Descriptive Statistics in SystemML", Tian et al, International Conference on Data Engineering 2012 http://dl.acm.org/citation.cfm?id=2310392 "The Kahan summation algorithm (also known as compensated summation) reduces the numerical errors that occur when adding a sequence of finite precision floating point numbers. Numerical errors arise due to truncation and rounding. These errors can lead to numerical instability when calculating variance." https://en.wikipedia.org/wiki/Kahan_summation_algorithm -- This message was sent by Atlassian JIRA (v6.3.4#6332)