xarray-contrib / flox

Fast & furious GroupBy operations for dask.array
https://flox.readthedocs.io
Apache License 2.0
124 stars 18 forks source link

use more stable var, std algo #386

Open dcherian opened 3 months ago

dcherian commented 3 months ago

https://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/ https://www.johndcook.com/blog/2008/09/28/theoretical-explanation-for-numerical-results/

will require upstream fixes to npg too.

This should let us delete this SKIPPED_FUNCS bit: https://github.com/xarray-contrib/flox/blob/4dbadaed6d4fd5b525f017182ce19c13cebb1e24/tests/strategies.py#L35-L39

dcherian commented 3 weeks ago

https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf