Re: [boost] Accumulators review

From: Ben FrantzDale (benfrantzdale_at_[hidden])
Date: 2007-01-31 14:04:22

On 1/31/07, Eric Niebler <eric_at_[hidden]> wrote:
>
>
> John Maddock wrote:
> > Matthias Troyer wrote:
> >>>> This all leads on to the algorithms used for the mean and variance
> >>>> etc: I assume that these are of the "naive" variety?  Perfectly
> >>>> satisfactory for simple cases, but there are well known
> >>>> pathological situations where these fail.
> >>>
> >>> Very naive, yes.
> >> Actually tag::variance is the naive implementation while tag::variance
> >> (immediate) is a more accurate implementation.
> >
> > OK I switched my torture test to use the "immediate" versions of the
> mean
> > and variance, and got all the right answers :-)  So with some suitable
> > warnings in the documentation about which to use when, I'm happy now.
>

In the interest of users not getting burned by this, perhaps the default
behavior should be the stable algorithm with something like
tag::variance(fast_and_dangerous) being, well, the fast and dangerous
algorithm.

—Ben