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Task #2794

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ping: improve the accuracy of stddev computation

Added by Junxiao Shi almost 9 years ago. Updated almost 9 years ago.

Status:
New
Priority:
Low
Assignee:
-
Start date:
Due date:
% Done:

0%

Estimated time:
3.00 h

Description

Currently, ndnping computes standard deviation using sum of squares method.
This method may give bad results due to loss of precision.

This Task is to use Welford method for standard deviation computation.

Actions #1

Updated by Junxiao Shi almost 9 years ago

I have emailed John D Cook for licensing RunningStat class on his blog http://www.johndcook.com/blog/standard_deviation/. Please don't copy the code until we have a license.

Actions #2

Updated by Junxiao Shi almost 9 years ago

John D Cook has replied, and granted us permission:

Thank you for asking. You may use the code however you wish.

We should attribute his name and blog address in the code file that contains RunningStat class, if we choose to use it.

Actions #3

Updated by Junxiao Shi almost 9 years ago

  • Priority changed from Normal to Low

Beichuan decides on 20150507 research meeting that stddev is unimportant, so I'm decreasing the priority.

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