On Tue, Sep 13, 2011 at 5:47 PM, Johann Hibschman <[email protected]> wrote: > That's a different algorithm, one with poor numeric properties.
After reading this thread, I would like to note: require'stats' stddev 1e6?@$0 0.288712 stddev 12e6+1e6?@$0 0.288499 J's standard deviation routine seems to already be dealing with the numerical stability issue. stddev %:@var var ssdev % <:@# ssdev +/@:*:@dev dev -"_1 _ mean mean +/ % # stddev f. %:@(+/@:*:@(-"_1 _ (+/ % #)) % <:@#) Or am I overlooking something? -- Raul ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
