Revision as of 22:45, 26 May 2010 edit Markjamesabraham (talk \| contribs) 11 edits →Easiest online algorithm yet. ← Previous edit		Revision as of 12:13, 27 May 2010 edit undo Melcombe (talk \| contribs) Pending changes reviewers 18,880 edits →Pseudocode: ref for published code Next edit →
Line 237: The numerically stable mean and variance computation works, but attempting something similar for skewness and kurtosis using the incremental moments computation code in the later section seems to fail. Is something missing in it ? Are there any reference implementations ? [[User:Shyamal\|Shyamal]] ([[User talk:Shyamal\|talk]]) 16:17, 14 July 2009 (UTC) :I've implemented the Terriberry moment-based method for skewness and kurtosis in the incremental case (i.e. B={x}) and it worked fine. [[User:Markjamesabraham\|Markjamesabraham]] ([[User talk:Markjamesabraham\|talk]]) 22:36, 26 May 2010 (UTC) ::Some published code is at http://lib.stat.cmu.edu/apstat/52 , which also indicates its original source. [[User:Melcombe\|Melcombe]] ([[User talk:Melcombe\|talk]]) 12:13, 27 May 2010 (UTC)

Talk:Algorithms for calculating variance: Difference between revisions