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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

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