[alexandria-devel] generic mean, variance, median, standard-deviation

Tamas Papp tkpapp at gmail.com
Wed Jan 4 11:36:10 UTC 2012


On Fri, 30 Dec 2011, Nikodemus Siivola wrote:

> On 12 December 2011 18:06, Tamas Papp <tkpapp at gmail.com> wrote:
> 
> > Would it be possible to make MEAN, VARIANCE, MEDIAN, and
> > STANDARD-DEVIATION generic?  The concepts are meaningful for objects
> > other than sequences --- including arrays and random-variables (see
> > cl-random), sequences pre-sorted for easy quantile calculation, etc.
> > Currently I am shadowing these and redefining them as generic in some
> > of my libraries.
> >
> > I am happy to implement the change and send a patch.
> 
> Sounds good to me.

I attach a patch for the mean and median, with a couple of new tests
and a utility function for displacing.  I am happy to rewrite anything
to conform to the style of Alexandria, let me know if that is
necessary.  I will submit a patch for the variance soon.

BTW, is anyone using the biased variance?  When a similar statistic is
needed, it usually makes more sense to calculate the sum of squared
errors (from the mean), and variance could always give the "unbiased"
(/ sse (1- n)) statistic and have no keyword arguments.  Just a
thought.

Best,

Tamas
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