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using Welford formula for sd

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Christophe Grand 2017-01-09 16:38:55 +01:00
parent b130b6b6eb
commit 6047563033
1 changed files with 9 additions and 6 deletions
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15
src/net/cgrand/xforms/rfs.cljc
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@ -65,16 +65,19 @@
"Reducing fn to compute the standard deviation. Returns 0 if no or only one item."
([] #?(:clj (double-array 3) :cljs #js [0.0 0.0 0.0]))
([^doubles a]
(let [s (aget a 0) s2 (aget a 1) n (aget a 2)]
(let [s (aget a 0) n (aget a 2)]
(if (< 1 n)
(Math/sqrt (/ (- s2 (/ (* s s) n)) (dec n)))
(Math/sqrt (/ s (dec n)))
0.0)))
([^doubles a x]
(let [s (aget a 0) s2 (aget a 1) n (aget a 2)]
(let [s (aget a 0) m (aget a 1) n (aget a 2)
d (- x m)
n (inc n)
m' (+ m (/ d n))]
(doto a
(aset 0 (+ s x))
(aset 1 (+ s2 (* x x)))
(aset 2 (inc n))))))
(aset 0 (+ s (* d (- x m'))))
(aset 1 m')
(aset 2 n)))))
(defn last
"Reducing function that returns the last value."