ani5rudh commented on code in PR #52: URL: https://github.com/apache/commons-statistics/pull/52#discussion_r1299205156
########## commons-statistics-descriptive/src/main/java/org/apache/commons/statistics/descriptive/Variance.java: ########## @@ -0,0 +1,233 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.statistics.descriptive; + +/** + * Computes the variance of a set of values. By default, the + * "sample variance" is computed. The definitional formula for sample + * variance is: + * <p> + * sum((x_i - mean)^2) / (n - 1) + * <p>This formula does not have good numerical properties, so this + * implementation does not use it to compute the statistic. + * <ul> + * <li> The {@link #accept(double)} method computes the variance using + * updating formulae based on West's algorithm, as described in + * <a href="http://doi.acm.org/10.1145/359146.359152";> Chan, T. F. and + * J. G. Lewis 1979, <i>Communications of the ACM</i>, + * vol. 22 no. 9, pp. 526-531.</a></li> + * + * <li> The {@link #of(double...)} method leverages the fact that it has the + * full array of values in memory to execute a two-pass algorithm. + * Specifically, this method uses the "corrected two-pass algorithm" from + * Chan, Golub, Levesque, <i>Algorithms for Computing the Sample Variance</i>, + * American Statistician, vol. 37, no. 3 (1983) pp. 242-247.</li></ul> + * + * Note that adding values using {@code accept} and then executing {@code getAsDouble} will + * sometimes give a different, less accurate, result than executing Review Comment: I'll go through the papers once again and see if I can add some more information regarding accuracy. 👍 ########## commons-statistics-descriptive/src/main/java/org/apache/commons/statistics/descriptive/Variance.java: ########## @@ -0,0 +1,233 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.statistics.descriptive; + +/** + * Computes the variance of a set of values. By default, the + * "sample variance" is computed. The definitional formula for sample + * variance is: + * <p> + * sum((x_i - mean)^2) / (n - 1) + * <p>This formula does not have good numerical properties, so this + * implementation does not use it to compute the statistic. + * <ul> + * <li> The {@link #accept(double)} method computes the variance using + * updating formulae based on West's algorithm, as described in + * <a href="http://doi.acm.org/10.1145/359146.359152";> Chan, T. F. and + * J. G. Lewis 1979, <i>Communications of the ACM</i>, + * vol. 22 no. 9, pp. 526-531.</a></li> + * + * <li> The {@link #of(double...)} method leverages the fact that it has the + * full array of values in memory to execute a two-pass algorithm. + * Specifically, this method uses the "corrected two-pass algorithm" from + * Chan, Golub, Levesque, <i>Algorithms for Computing the Sample Variance</i>, + * American Statistician, vol. 37, no. 3 (1983) pp. 242-247.</li></ul> + * + * Note that adding values using {@code accept} and then executing {@code getAsDouble} will + * sometimes give a different, less accurate, result than executing Review Comment: I'll go through the papers once again and see if I can add some more information regarding accuracy. 👍 -- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. To unsubscribe, e-mail: [email protected] For queries about this service, please contact Infrastructure at: [email protected]
