The Sandia report is free. The javadoc link is paywalled. I'd recommend linking a free version if you want people to have unfettered access.
Does the paywalled document describe how to do the aggregate/combine/reduce operation we talked about in https://issues.apache.org/jira/browse/MATH-1016? The Sandia report does. Also, I've been working off the Sandia report and I think that adequately describes what is going on in the classes. Let me know if you are aware of any differences. Cheers, -Ajo. On Sat, Nov 16, 2013 at 11:34 AM, Phil Steitz <phil.ste...@gmail.com> wrote: > On 11/16/13 3:55 AM, Ajo Fod wrote: > > Hello, > > > > The document: > > > http://commons.apache.org/proper/commons-math/javadocs/api-3.2/index.htmlis > > relevant to First/Second/Moments, could someone add it to those > > classes > > as well? > > The javadoc for first and second moments and variance now describes > exactly what the updating algorithms are. The moments use > recurrences similar to what the reference you provided suggests, but > they are explicitly stated in the javadoc and pretty elementary. In > general, when we can provide full algorithm descriptions in [math] > javadoc, we prefer to do that, as it makes it clear exactly what we > are computing. If what you are suggesting is that we change the > updating formulas, please clarify and explain the numerical > rationale for the change. The (storeless) variance computation uses > West's updating algorithm [1], as documented in the class javadoc > for Variance. One other thing to bear in mind here is that what we > call "SecondMoment" is a not really the standard second moment > statistic. The difference is made clear in the class javadoc. This > statistic is a building block used by other stats and its definition > reflects that. > > Phil > > [1] http://doi.acm.org/10.1145/359146.359152 > > > > > > This link is already documented in : > > > > > > > > > > *org.apache.commons.math3.stat.correlation.StorelessCovariance* > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
