From: Matthias Troyer (troyer_at_[hidden])
Date: 2006-11-21 12:49:13
On 20 Nov 2006, at 00:44, Michael Stevens wrote:
>
> The 'variance' accumulator has a lazy calculation of variance using
> the
> formula \sigma_n^2 = M_n^{(2)} - \mu_n^2. This formal is
> specifically
> cited for it poor performance in the presence of rounding error.
> Indeed it
> may even return negative results.
That's exactly why there is not only the lazy version but also an
accurate one