- All Implemented Interfaces:
- WarpScriptAggregatorFunction, WarpScriptBucketizerFunction, WarpScriptMapperFunction, WarpScriptReducerFunction
public class VarianceWelford
extends NamedWarpScriptFunction
implements WarpScriptMapperFunction, WarpScriptReducerFunction, WarpScriptBucketizerFunction
Aggregator to compute the variance on a list of datapoints.
This implements Welford's algorithm for numerical stability, see
https://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/