1
mean and stddev2
af717c37-89b7-426a-929d-eade121371be
isee systems, inc.
iThink
0
50
0.25
false
NORMAL(10, 1)
0
accumulate_mean
IF n = 1 THEN value/DT ELSE ((value - running_mean2)/n)/DT
0
accumulate_variance
This uses the B.P. Welford (1962) method as presented in Knuth's Art of Computer Programming, 3rd edition, Volume 2, pg. 232. It is very accurate.
IF n = 1 THEN 0.0 ELSE (value - running_mean2)*(value - (running_mean2 + accumulate_mean*DT))/DT
running_mean2
SQRT(running_variance)
(TIME - STARTTIME)/DT + 1
IF n > 2 THEN running_variance_sum/(n - 2) ELSE 0.0
value
accumulate_mean
value
accumulate_variance
n
accumulate_variance
n
accumulate_mean
running_mean2
accumulate_mean
running_variance_sum
running_variance
running_mean2
running_mean
running_mean2
accumulate_variance
accumulate_mean
accumulate_variance
running_variance
running_stddev
n
running_variance