On Mon, 23 Mar 2009, Mathieu Bouchard wrote:
You can send simple repeated sequences to [mapping/variance] to show
that not only it can drift in the negative values almost endlessly, but
it doesn't even compute the variance of N values. This is because there
is a moving average of something involving another moving average. This
makes a global moving average of 2N-1 values instead of N, and then the
window isn't rectangular anymore, it's triangular, because different
values are counted different number of times depending on how old they
are.
errata: i mean that a moving average of a moving average is another moving
average with a different window (the convolution of the two windows), but
the case of [mapping/variance] is more complicated because of the extra
operations being done, and so there is no easy way to describe it, but you
can see that it uses too many values in the same way that the moving
average of the moving average does.
_ _ __ ___ _____ ________ _____________ _____________________ ...
| Mathieu Bouchard - tél:+1.514.383.3801, Montréal, Québec
_______________________________________________
[email protected] mailing list
UNSUBSCRIBE and account-management ->
http://lists.puredata.info/listinfo/pd-list
