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Struct template variance_impl

boost::accumulators::impl::variance_impl — Iterative calculation of variance.

Synopsis

// In header: <boost/accumulators/statistics/variance.hpp>

template<typename Sample, typename MeanFeature, typename Tag> 
struct variance_impl : public  {
  // types
  typedef  ;

  // public member functions
  template<typename Args> ();
  template<typename Args>  ();
   () ;
  template<typename Archive>  (, );
};

Description

Iterative calculation of sample variance according to the formula

Equation 1.31. 


where

Equation 1.32. 


is the estimate of the sample mean and is the number of samples.

Note that the sample variance is not defined for .

A simplification can be obtained by the approximate recursion

Equation 1.33. 


because the difference

Equation 1.34. 


converges to zero as . However, for small the difference can be non-negligible.

variance_impl public member functions

  1. template<typename Args> ( args);
  2. template<typename Args>  ( args);
  3.  () ;
  4. template<typename Archive>  ( ar, );

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