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Boost : |
From: Paul A Bristow (pbristow_at_[hidden])
Date: 2006-11-21 14:42:17
| -----Original Message-----
| From: boost-bounces_at_[hidden]
| [mailto:boost-bounces_at_[hidden]] On Behalf Of Matthias Troyer
| Sent: 21 November 2006 17:49
| To: boost_at_[hidden]
| Subject: Re: [boost] Review Request: Accumulators Framework
| and StatisticalAccumulators Library
|
| On 20 Nov 2006, at 00:44, Michael Stevens wrote:
|
| >
| > The 'variance' accumulator has a lazy calculation of
| variance using
| > the
| > formula \sigma_n^2 = M_n^{(2)} - \mu_n^2. This formal is
| > specifically
| > cited for it poor performance in the presence of rounding error.
| > Indeed it
| > may even return negative results.
|
| That's exactly why there is not only the lazy version but also an
| accurate one
I wonder if there could also be an 'outlier rejecting' or robust version of these things like mean, variance etc.
Since one its strengths is that it can take data as some sensor (or human) produces it, then it would be useful if it could shout or
discard if duff data arrives.
Does this sound feasible/desirable?
Paul
--- Paul A Bristow Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB +44 1539561830 & SMS, Mobile +44 7714 330204 & SMS pbristow_at_[hidden]
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