Hello For the monitoring component I've got a set of values. I'd like to compute the std. deviation, but as I don't store the full values but only aggregates (sum, sum of squares) I can't use commons-math StandardDeviation.
Is there anything in commons-math for such use case ? I've found at http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance some algorithm to compute "an unbiased<http://en.wikipedia.org/wiki/Estimator_bias> estimate", but if something stable and tested is available in math I'd prefer not to reinvent the wheel ! Nicolas