[Boost-users] [Boost.accumulators] Immediate variance

From: Milosz Marian Hulboj (mhulboj_at_[hidden])
Date: 2008-01-16 10:49:08

Hello,

I was looking through the documentation of boost.accumulators for 
calculating the variance in one pass. It seems that for so 
called 'immediate variance' some approximation is being introduced. However 
I think that it is not necessary (unless there is a hidden purpose?) and 
incremental calculation can be done according to the substitution schema 
described here:
http://planetmath.org/encyclopedia/OnePassAlgorithmToComputeSampleVariance.html

Regards,
Milosz