![]() |
Home | Libraries | People | FAQ | More |
boost::accumulators::impl::variance_impl — Iterative calculation of variance.
// In header: <boost/accumulators/statistics/variance.hpp> template<typename Sample, typename MeanFeature, typename Tag> struct variance_impl : public { // types typedef ; // construct/copy/destruct template<typename Args> (); // public member functions template<typename Args> (); () ; template<typename Archive> (, ); };
Iterative calculation of sample variance according to the formula
where
is the estimate of the sample mean and is the number of samples.
Note that the sample variance is not defined for .
A simplification can be obtained by the approximate recursion
because the difference
converges to zero as . However, for small
the difference can be non-negligible.