Numerics is a free and open-source library for .NET developed by USACE-RMC, providing a comprehensive set of methods and algorithms for numerical computations and statistical analysis.
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TimeSeries Standard Deviation vs Statistics Standard Deviaiton #78
In TimeSeries.cs a new StandardDeviation() method is defined that gives a different answer that the StandardDeviation() method in Statistics. I figured this was ok since this was time series data. But in the SummaryStatistics() method in TimeSeries.cs we call Statistics.ProductMoments() to get the mean, standard deviation, skewness, and kurtosis for the TimeSeries object. But this method is calling the Statistics implementation of StandardDeviation, not the TimeSeries implementation, so we get a different value. I'm not sure if the implementation of StandardDeviation() within TimeSeries is incorrect or if this call to ProductMoments() in SummaryStatistics is incorrect.
HadenSmith
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1 month ago
In TimeSeries.cs a new StandardDeviation() method is defined that gives a different answer that the StandardDeviation() method in Statistics. I figured this was ok since this was time series data. But in the SummaryStatistics() method in TimeSeries.cs we call Statistics.ProductMoments() to get the mean, standard deviation, skewness, and kurtosis for the TimeSeries object. But this method is calling the Statistics implementation of StandardDeviation, not the TimeSeries implementation, so we get a different value. I'm not sure if the implementation of StandardDeviation() within TimeSeries is incorrect or if this call to ProductMoments() in SummaryStatistics is incorrect.