use kahan summation for aanderaa #20
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russelldeguzman
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russelldeguzman
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Nov 9, 2023
| EXPECT_TRUE(sampler.addSampleTimestamped(degToRad(samplesDeg[sample]), (sample + 1))); | ||
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| EXPECT_NEAR(sampler.getRunningWelfordVariance(), sampler.getVariance(), 0.5); |
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There's a bit of mathematical delta here, but seems to converge as the number of samples grows.
update algos use old formula make -j init stuff update test and runningvariance welford's convergance
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