Name
intprb_muvstepupdate — Update values for the step-by-step (mean,variance) computation.
Calling Sequence
[ n , mu , v ] = intprb_muvstepupdate ( n , mu , v , x )
Parameters
- n :
a 1 x 1 matrix of floating point integers, the number of values
- mu :
a 1 x 1 matrix of doubles, the mean
- v :
a 1 x 1 matrix of doubles, the sample variance, as the sum of squares divided by with n-1
- x :
a 1 x 1 matrix of doubles, the new value to be taken into account
Description
This routine is used in an algorithm which uses the step-by-step
variance computation.
It is designed to be used with intprb_muvstepupdate and intprb_muvstepstop.
During the update, the variable v holds the sum of squares, not
the sample variance.
Authors
Michael Baudin - 2010 - DIGITEO |
Bibliography
Donald E. Knuth (1998). The Art of Computer Programming, volume 2: Seminumerical Algorithms, 3rd edn., p. 232. Boston: Addison-Wesley.
http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance