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Changed weighted variance computational formula to use Chan-Golub method (consistent with unweighted version). 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@894528 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Phil Steitz 2009-12-30 01:03:32 +00:00
parent e193fc40fd
commit 0920122ae6
1 changed files with 4 additions and 2 deletions
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6
src/main/java/org/apache/commons/math/stat/descriptive/moment/Variance.java
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@ -494,9 +494,11 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
} else if (length > 1) {
double accum = 0.0;
double dev = 0.0;
double accum2 = 0.0;
for (int i = begin; i < begin + length; i++) {
dev = values[i] - mean;
accum += weights[i] * (dev * dev);
accum2 += weights[i] * dev;
}
double sumWts = 0;
@ -505,9 +507,9 @@ public class Variance extends AbstractStorelessUnivariateStatistic implements Se
}
if (isBiasCorrected) {
var = accum / (sumWts - 1);
var = (accum - (accum2 * accum2 / sumWts)) / (sumWts - 1.0);
} else {
var = accum / sumWts;
var = (accum - (accum2 * accum2 / sumWts)) / sumWts;
}
}
}