Re: Study about accuracy of statistical software, incl. Octave

[Jaroslav Hajek]

On Tue, Mar 24, 2009 at 8:49 PM, Jason Riedy <address@hidden> wrote:
> And Jaroslav Hajek writes:
>> But what is the correct answer? Just writing those numbers into Octave
>> introduces an error ~ 3e-17. I *don't* expect the "correct" answer is
>> 1e7 + 0.2. You can't expect Octave to guess your actual numbers.
>
> I do expect better than a single precision result from std(), however.
> I'll try to poke at what happens (esp. using DNRM2) this week, although
> I'd love for someone to beat me to it...
>
> Jason
>

I would be interested in creating improved compiled versions of mean,
meansq, std and var. Any other good pointers for algorithms than
wikipedia?


-- 
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz