[Numpy-discussion] online (1-shot) calculation of variance (complex)

Neal Becker ndbecker2@gmail....
Thu May 8 17:54:42 CDT 2008


Robert Kern wrote:

> On Thu, May 8, 2008 at 5:45 PM, Neal Becker <ndbecker2@gmail.com> 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
>> complex
>> values.  Anyone know how to correctly implement this?
> 
> Well, exactly what did you try?
> 
See Algorithm III here:
http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance



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