prnicolas / ScalaMl

Project, source code and data files for 1st edition "Scala for Machine Learning"
http://www.scalaformachinelearning.com
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Fix variance formula #5

Open totekp opened 9 years ago

totekp commented 9 years ago

Variance calculation and its dependent values seem to be off. Ex. Old: scala> val oldS = new org.scalaml.stats.Stats((0 to 10).toArray) oldS: org.scalaml.stats.Stats[Int] = org.scalaml.stats.Stats@2c8038d8

scala> oldS.variance res5: Double = 38.27272727272727

scala> oldS.stdDev res6: Double = 6.186495556672394

New: scala> val s = Stats(0 to 10) s: Stats[Int] = Stats(Range(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10))

scala> s.variance res3: Double = 11.0

scala> s.stdDev res4: Double = 3.3166247903554

update: Nevermind.