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https://issues.apache.org/jira/browse/MATH-174?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#action_12547660
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Luc Maisonobe commented on MATH-174:
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I agree with you, go ahead with this change.
> Mean.evaluate() should use a two-pass algorithm
> -----------------------------------------------
>
> Key: MATH-174
> URL: https://issues.apache.org/jira/browse/MATH-174
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 1.0, 1.1
> Reporter: Phil Steitz
> Priority: Minor
> Fix For: 1.2
>
> Attachments: mean.patch
>
>
> Since it has access to the full array of stored data, Mean.evaluate(double[])
> can improve its accuracy by executing a two-pass algorithm, first computing
> an initial estimate using the definitional forumla and then correcting that
> value by the mean deviation against that value. The attached patch makes the
> correction and includes an algorithm reference. It also re-activates and
> increases sensitivity in some of the certified data tests. The Michelson
> data test fails with the current implementation, showing a difference in the
> 13th significant digit.
> This change will improve accuracy in DescriptiveStatistics.getMean and also
> in Variance.evaluate() and DescriptiveStatistics.getVariance(). There is a
> cost associated with the change - as it roughly doubles the arithmetic
> operations required to compute the mean. Since it only applies to the
> "stored array" implementation and the implementation will be pluggable in
> 1.2, my preference is to move ahead with this change.
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