On 11/16/13 3:55 AM, Ajo Fod wrote: > Hello, > > The document: > http://commons.apache.org/proper/commons-math/javadocs/api-3.2/index.htmlis > relevant to First/Second/Moments, could someone add it to those > classes > as well?
The javadoc for first and second moments and variance now describes exactly what the updating algorithms are. The moments use recurrences similar to what the reference you provided suggests, but they are explicitly stated in the javadoc and pretty elementary. In general, when we can provide full algorithm descriptions in [math] javadoc, we prefer to do that, as it makes it clear exactly what we are computing. If what you are suggesting is that we change the updating formulas, please clarify and explain the numerical rationale for the change. The (storeless) variance computation uses West's updating algorithm [1], as documented in the class javadoc for Variance. One other thing to bear in mind here is that what we call "SecondMoment" is a not really the standard second moment statistic. The difference is made clear in the class javadoc. This statistic is a building block used by other stats and its definition reflects that. Phil [1] http://doi.acm.org/10.1145/359146.359152 > > > This link is already documented in : > > > > > *org.apache.commons.math3.stat.correlation.StorelessCovariance* > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
