Re: [boost] [Review] Review of the Accumulators library begins today Jan 29

From: james.jones_at_[hidden]
Date: 2007-01-31 09:53:13

From: Matthias Troyer <troyer_at_[hidden]>
> These were easy, trickier are robust estimators of variance and  
> moments, even trickier will be median estimators where I currently  
> even do not see how this should be done without storing most of the  
> time series.

Isn't this already a problem with sequences? Suppose you're storing the current median, and a new value comes along. What's the new median - without checking all the previous values? There are statistical estimates for this, but I don't know any exact way other than essentially resorting the data and checking the new median.

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