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Numerical stability #3

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jlouis opened this issue Dec 29, 2015 · 1 comment
Open

Numerical stability #3

jlouis opened this issue Dec 29, 2015 · 1 comment

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@jlouis
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jlouis commented Dec 29, 2015

We could opt for using summation and processing with better numerical stability.
@seriyps
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seriyps commented Sep 8, 2019

I found that under some circumstances (measured values in a set are very close or the same big floats), std_dev calculation may fail because variance becomes negative.
I guess it's somehow related to instability? Should some other "variance" calculation algorithm be implemented?
https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Na%C3%AFve_algorithm

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