[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:

More information about the Numpy-discussion mailing list