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Re: Negative Variance? [message #65768 is a reply to message #65767]

Thu, 19 March 2009 19:43

wlandsman
Messages: 743
Registered: June 2000

Senior Member

On Mar 19, 6:00 pm, "anniebry...@gmail.com" <anniebry...@gmail.com>
wrote:
> I am using the VARIANCE comand in IDL and am getting negative values.

I would check that you not getting round-off problems by using double
precision or the /DOUBLE keyword to VARIANCE. As discussed in
http://en.wikipedia.org/wiki/Algorithms_for_calculating_vari ance
round-off error can accumulate in the two-pass variance calculation
(used by IDL) when most values are similar but some are wildly
different.

I had a similar headscratcher a few years back when I found that
SMOOTHing a non-negative array could yield negative numbers. This
was a roundoff problem that was fixed by using double precision.

--Wayne

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[Message index]

		Re: Negative Variance? By: Homeyer on Thu, 19 March 2009 20:11
		Re: Negative Variance? By: wlandsman on Thu, 19 March 2009 19:43
		Re: Negative Variance? By: anniebryant@gmail.com on Thu, 19 March 2009 18:47
		Re: Negative Variance? By: Jean H. on Thu, 19 March 2009 15:35
		Re: Negative Variance? By: anniebryant@gmail.com on Thu, 19 March 2009 15:10
		Re: Negative Variance? By: pgrigis on Thu, 19 March 2009 15:08

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