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From "Cyril Briquet (JIRA)" <>
Subject [jira] Created: (MATH-229) Add support for removal of observations from DescriptiveStatistics
Date Mon, 10 Nov 2008 05:18:44 GMT
Add support for removal of observations from DescriptiveStatistics

                 Key: MATH-229
             Project: Commons Math
          Issue Type: Improvement
         Environment: Feature-related, platform-independent
            Reporter: Cyril Briquet
            Priority: Minor


Add support for removal of observations from DescriptiveStatistics.


Typically, a process can be modeled through a set of values.
These values can be fed to DescriptiveStatistics through the addValue() method.
The user might be interested in recomputing e.g. the mean and variance
of the observed values each time a new value is added.

Sometimes, however, a value of the observed process
takes some time to acquire. Nonetheless, the user might want
to recompute stats both (1) with the initial estimation
of the most recent value as well as (2) with each subsequent update
of the the most recent value.


The values 50 and 60 are added.
Then the observed process leads to a new observation
that has an initial value of 42.
Then this most recent value stabilizes to a value of 40. 
Stats should be computed on the sets of observations
{ 50, 60 }, { 50, 60, 42 } and { 50, 60, 40 }.


Support should be added to both enable the update or removal
of the most recent value added to a DescriptiveStatistics.
The underlying data structure (i.e. ResizableDoubleArray)
can be modified to this end.

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