[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
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
EMBL
http://www.embl.de/research/units/genome_biology/huber
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