From: Milosz Marian Hulboj (mhulboj_at_[hidden])
Date: 2008-01-16 10:49:08
Hello,
I was looking through the documentation of boost.accumulators for
calculating the variance in one pass. It seems that for so
called 'immediate variance' some approximation is being introduced. However
I think that it is not necessary (unless there is a hidden purpose?) and
incremental calculation can be done according to the substitution schema
described here:
http://planetmath.org/encyclopedia/OnePassAlgorithmToComputeSampleVariance.html
Regards,
Milosz