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Add degrees of freedom to variance and stddev UFunc functions #507

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tuxdna opened this issue Mar 10, 2016 · 0 comments

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tuxdna commented Mar 10, 2016

Ref: https://groups.google.com/forum/?utm_medium=email&utm_source=footer#!msg/scala-breeze/ym8Zc7weSsk/fsjr4iVpCgAJ

Standard deviation can be calculated by two methods:

Sample Standard Deviation (implemented by breeze)

Population Standard Deviation (default implementation of std in i.e numpy)

https://en.wikipedia.org/wiki/Standard_deviation

I need to port some python code, and thus need the population standard deviation. Is there such a function (UFunc) in Breeze?

Here is the variance function: https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/stats/DescriptiveStats.scala#L139

This might need to accept a ddof parameter ( Degrees of Freedom ) as in pandas DataFrame:

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