On 9/29/07, Amnon Lahav <[EMAIL PROTECTED]> wrote: > Hi , > how is the Standard deviation calculated in the commons math ? because i'm > getting diffrent values then my code which i used till far , iswtiched out > of runtime speed considerations and i know my code is OK since it mathces > the stock exchange's values ... > isn't is for 20days periods ? > thanks . >
The exact computation depends on whether you supply the whole array of values or feed them in one at a time; though for small arrays the results should not differ. See http://commons.apache.org/math/api-1.1/org/apache/commons/math/stat/descriptive/moment/Variance.html for a description of the computational formulas used. Math.sqrt is used to get the standard deviation from the variance. What class / method are you using? Can you share the data and expected results? If so and you can't explain the difference, please open a Jira ticket here. http://commons.apache.org/math/issue-tracking.html Phil > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [EMAIL PROTECTED] > For additional commands, e-mail: [EMAIL PROTECTED] > > --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
