[Quantlib-dev] [ quantlib-Patches-3011676 ] calculate mean/variance using a numerically-stable method

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Patches item #3011676, was opened at 2010-06-05 00:27
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Pawel  (pawel3)
Assigned to: Nobody/Anonymous (nobody)
Summary: calculate mean/variance using a numerically-stable method

Initial Comment:
patch to IncrementalStatistics that uses a numerically stable method for calculating mean and variance

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Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-30 17:43

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


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