/// <summary>
/// Compute Standard Deviation. In case of both subMean and useStd are true, we technically need to compute variance
/// based on centered values (i.e. after subtracting the mean). But since the centered
/// values mean is approximately zero, we can use variance of non-centered values.
/// </summary>
private static Float StdDev(Float[] values, int count, int length)
{
Contracts.Assert(0 <= count && count <= length);
if (count == 0)
{
return(0);
}
// We need a mean to compute variance.
Float tmpMean = SseUtils.Sum(values, 0, count) / length;
Float sumSq = 0;
if (count != length && tmpMean != 0)
{
// Sparse representation.
Float meanSq = tmpMean * tmpMean;
sumSq = (length - count) * meanSq;
}
sumSq += SseUtils.SumSq(tmpMean, values, 0, count);
return(MathUtils.Sqrt(sumSq / length));
}
public static float Sum(float[] src, int offset, int count) => SseUtils.Sum(src, offset, count);
