I just came across Welford's method for calculating standard deviations, and I realized I didn't know how to implement it in J.
See - http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance - http://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/ - http://www.johndcook.com/standard_deviation.html for the various articles that got me wondering about this. Here's the algorithm, as stated in the above links. 1. Initialize m_1 = x_1 and s_1 = 0. 2. For subsequent xs, m_k = m_{k-1} + (x_k - m_{k-1})/k s_k = s_{k-1} + (x_k - m_{k-1})*(x_k - m_k) 3. Then the kth running standard deviation is: stddev_k = s_k / (k - 1) I've not tried to switch it from 1-based indexing to 0-based indexing, or to use J-like phrasing in the problem, for fear I'd make a stupid mistake. How would I do this in J? Cheers, Johann ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
