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use more stable var, std algo #386

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dcherian opened this issue Aug 14, 2024 · 1 comment
Open

use more stable var, std algo #386

dcherian opened this issue Aug 14, 2024 · 1 comment

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@dcherian
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dcherian commented Aug 14, 2024 •
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https://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/
https://www.johndcook.com/blog/2008/09/28/theoretical-explanation-for-numerical-results/

will require upstream fixes to npg too.

This should let us delete this SKIPPED_FUNCS bit:

flox/tests/strategies.py

Lines 35 to 39 in 4dbadae

SKIPPED_FUNCS = ["var", "std", "nanvar", "nanstd"]
func_st = st.sampled_from(
[f for f in ALL_FUNCS if f not in NON_NUMPY_FUNCS and f not in SKIPPED_FUNCS]
)

@dcherian
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https://ds.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf

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