[Numpy-discussion] online (1-shot) calculation of variance (complex)
Thu May 8 17:54:42 CDT 2008
Robert Kern wrote:
> On Thu, May 8, 2008 at 5:45 PM, Neal Becker <firstname.lastname@example.org> wrote:
>> I saw some links on 1-pass recursive calculation of mean/variance. When
>> I tried the algorithms, it did not seem to give correct results for
>> values. Anyone know how to correctly implement this?
> Well, exactly what did you try?
See Algorithm III here:
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