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by imurray
4673 days ago
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I've just had a look at the |STAT source, and it computes the variance with double M = Sum/N; /* mean */
double var = (s2 - M*Sum)/(N-1); /* variance */
where s2 is the sum of squares. In most reasonable situations, this approach will work fine. It just doesn't take as wide a variety of inputs as is easily possible to achieve with normal floating point doubles. In fairness, the |STAT terms and conditions state:|STAT PROGRAMS HAVE NOT BEEN VALIDATED FOR LARGE DATASETS, HIGHLY VARIABLE DATA, NOR VERY LARGE NUMBERS. |
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