[Bioc-devel] rfc - rowttests in genefilter package

Wolfgang Huber whuber at embl.de
Fri Jul 17 14:32:41 CEST 2009

Just for the record, this is fixed in genefilter >= 1.25.7

  Best wishes

Wolfgang Huber ha scritto:
> Dear Patrick
> thank you! What Wikipedia calls Welford's/Knuth's one-pass algorithm 
> (and the apparent absence of even cleverer ones) is just what I was 
> looking for.
> Implementation is always a trade-off of choosing between algorithms with 
> different computational cost, implementation effort and performance 
> characteristics. Needless to say, I did not have groups with thousands 
> of samples in mind when I made the "fast & simple" rowttests function 
> public many years ago. However, Welford's/Knuth's algorithm is uniformly 
> better on all three of the above criteria.
>     Thanks again and best wishes
>     Wolfgang
>> Wolfgang,
>> There are robust one-pass algorithms for calculating variances, if 
>> that is what you are interested in. Wikipedia has a nice summary of 
>> algorithms for calculating variance. Here is the link to the robust 
>> one-pass algorithm:
>> http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#On-line_algorithm 
>> Patrick

Wolfgang Huber

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