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https://issues.apache.org/jira/browse/ARROW-10070?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Apache Arrow JIRA Bot reassigned ARROW-10070:
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Assignee: Apache Arrow JIRA Bot (was: Yibo Cai)
> [C++][Compute] Implement stdev aggregate kernel
> -----------------------------------------------
>
> Key: ARROW-10070
> URL: https://issues.apache.org/jira/browse/ARROW-10070
> Project: Apache Arrow
> Issue Type: New Feature
> Components: C++
> Reporter: Yibo Cai
> Assignee: Apache Arrow JIRA Bot
> Priority: Major
> Labels: pull-request-available
> Time Spent: 1h 40m
> Remaining Estimate: 0h
>
> To calculate standard deviation of an array or chunked array.
> I would prefer two pass algorithm [1] as a balance of numerical stability and
> performance. Numpy uses this method to calculate variance [2].
> Welford's online algorithm [3] is more stable, but also more expensive in
> computation.
> [1]
> https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Two-pass_algorithm
> [2]
> https://github.com/numpy/numpy/blob/92ebe1e9a6aeb47a881a1226b08218175776f9ea/numpy/core/_methods.py#L176
> [3]
> https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm
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