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Re: mean() function [message #46991 is a reply to message #46938]

Thu, 12 January 2006 09:07

Kenneth P. Bowman
Messages: 585
Registered: May 2000

Senior Member

In article <ywkuzmm1l7bv.fsf@snowblower.colorado.edu>, savoie@nsidc.org
wrote:

> "Maarten" <maarten.sneep@knmi.nl> writes:
>
>> And the reason you need that page, is in part because IDL uses the
>> moment routine described in Numerical Recipes (take total first, divide
>> later), instead of a proper running average, like the GNU scientific
>> library does.
>>
>> However, since looping is slow in IDL, you don't want to implement that
>> in IDL, so the next best thing is to have that page.

The situation to avoid is adding values with different magnitudes. That
results in a loss of precision.

For example, summing a large number of values with similar magnitudes
will eventually result in adding small values to large values.

There are several tricks one can use to avoid this, particularly in the
case where all the values have similar magnitudes. The simplest is to
assume that the mean is close to the first value. Subtract the first
value from each value before accumulating, compute the mean, then add
the first value back into the total. Alternatively, compute a first
approximation to the mean the naive way, then recompute the mean by
subtracting the approximate mean from each value before summing. This
requires two passes through the data, so the tradeoff is computational
time and precision.

Ken Bowman

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[Message index]

		mean() function By: biocpu on Tue, 10 January 2006 14:34
		Re: mean() function By: Foldy Lajos on Mon, 16 January 2006 02:27
		Re: mean() function By: Maarten[1] on Mon, 16 January 2006 00:01
		Re: mean() function By: Foldy Lajos on Sun, 15 January 2006 05:53
		Re: mean() function By: Maarten[1] on Fri, 13 January 2006 00:57
		Re: mean() function By: Kenneth P. Bowman on Thu, 12 January 2006 09:07

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