On 01/20/2015 01:26 PM, Arne Scheffer wrote:
Interesting patch.
I did a quick review looking only into the patch file.
The "sum of variances" variable contains
the "sum of squared differences" instead, I think.
Umm, no. It's not.
e->counters.sum_var_time +=
(total_time - old_mean) * (total_time - e->counters.mean_time);
This is not a square that's being added. old_mean is not the same as
e->counters.mean_time.
Since the variance is this value divided by (n - 1), AIUI, I think "sum
of variances" isn't a bad description. I'm open to alternative suggestions.
And a very minor aspect:
The term "standard deviation" in your code stands for
(corrected) sample standard deviation, I think,
because you devide by n-1 instead of n to keep the
estimator unbiased.
How about mentioning the prefix "sample"
to indicate this beiing the estimator?
I don't understand. I'm following pretty exactly the calculations stated
at <http://www.johndcook.com/blog/standard_deviation/>
I'm not a statistician. Perhaps others who are more literate in
statistics can comment on this paragraph.
And I'm sure I'm missing C specifics (again)
(or it's the reduced patch file scope),
but you introduce sqrtd, but sqrt is called?
Good catch. Will fix.
cheers
andrew
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