| Value | Meaning |
|---|---|
| online | Performs Welford's online algorithm for updating variance. Can also put another VarianceAccumulator of the same type, which uses the parallel algorithm from Chan et al., described above. |
| naive | Calculates variance using E(x^^2) - E(x)^2 (alowing for adjustments for population/sample variance). This algorithm can be numerically unstable. |
| twoPass | Calculates variance using a two-pass algorithm whereby the input is first centered and then the sum of squares is calculated from that. |
| assumeZeroMean | Calculates variance assuming the mean of the dataseries is zero. |
Variance algorithms.
See Also: Algorithms for calculating variance.