[ quantlib-Patches-3011676 ] calculate mean/variance using a numerically-stable method

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[ quantlib-Patches-3011676 ] calculate mean/variance using a numerically-stable method

SourceForge.net
Patches item #3011676, was opened at 2010-06-04 18:27
Message generated for change (Tracker Item Submitted) made by pawel3
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3011676&group_id=12740

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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Pawel  (pawel3)
Assigned to: Nobody/Anonymous (nobody)
Summary: calculate mean/variance using a numerically-stable method

Initial Comment:
patch to IncrementalStatistics that uses a numerically stable method for calculating mean and variance

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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3011676&group_id=12740

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