[R] Standard Deviation in R

S Ellison S.Ellison at LGCGroup.com
Thu Jun 12 12:18:08 CEST 2014


> > The formula I generally use to compute the standard deviation is the
> square root of the variance where the variance is E(X^2) - (E(x))^2. 

Even if that is what you want, I hope you don't _implement_ it that way (eg as mean(x^2)-mean(x)^2.  _Serious_ numerical rounding issues...

#Example: 
set.seed(1023)
x<-rnorm(200, 1e9)
# Compare 
199*var(x)/200 #"Population" variance

#with
mean(x^2)-mean(x)^2

#Other seeds give differently wrong numbers.
#See  FAQ 7.31 for why

S Ellison



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