Changes:修正版迭代方差计算，在自己证明了csdn上那个例子后觉得可以用，不过细节处理有微调

2022-05-31 07:08:03 +08:00
parent 61dcd34d09
commit ecb44f84f4
1 changed files with 1 additions and 1 deletions
--- a/variance_x.py
+++ b/variance_x.py
@@ -27,6 +27,6 @@ class variance_x(algorithm):
            self.var_ = 0
        else:
            present_avg_ = self.avg_ * (self.window_length_ - 1)/self.window_length_ + value / self.window_length_
-            self.var_ = self.var_ +(value - present_avg_) * (value-self.avg_) / (present_avg_ - self.avg_)
+            self.var_ = (self.window_length_ - 1)/self.window_length_ * self.var_ + (self.window_length_ - 1) / (self.window_length_ ** 2) * ((value - self.avg_)**2)
            self.avg_ = present_avg_
        return self.var_