Variance Calculations (Variance Calculations)
Jump to navigation
Jump to search
Description
Given a set of n (real/integer) numbers, compute the variance (sample or population). Of interest is streaming algorithms and numerical stability.
Parameters
n: number of values
Table of Algorithms
| Name | Year | Time | Space | Approximation Factor | Model | Reference |
|---|---|---|---|---|---|---|
| Naïve algorithm | 1940 | $O(n)$ | $O({1})$ auxiliary | Exact | Deterministic | |
| Two-pass algorithm | 1940 | $O(n)$ | $O({1})$ auxiliary | Exact | Deterministic | |
| Welford's Online algorithm | 1962 | $O(n)$ | $O({1})$ auxiliary | Exact | Deterministic | Time |
| Weighted incremental algorithm | 1979 | $O(n)$ | $O({1})$ auxiliary | Exact | Deterministic | Time |
| Chan's algorithm Parallel Implementation | 1979 | $O(log n)$ | $O({1})$ per processor | Exact | Parallel | Time |
Time Complexity Graph
Error creating thumbnail: Unable to save thumbnail to destination
Space Complexity Graph
Error creating thumbnail: Unable to save thumbnail to destination
Pareto Frontier Improvements Graph
Error creating thumbnail: Unable to save thumbnail to destination