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Author SHA1 Message Date
Yves Gerey
890f62b8fe Provide robust and efficient variance computation for online statistics.
This CL implements Welford's algorithm for a
numerically stable computation of the variance.
This implementation is plugged in SamplesStatsCounter class (adapter pattern).

A 'NumericalStability' unit test has been added,
whose previous implementation of SamplesStatsCounter failed to pass.

Follow-up CLs will factorize more occurences of duplicated and misbehaved
computations.

Bug: webrtc:10412
Change-Id: Id807c3d34e9c780fb1cbd769d30b655c575c88ac
Reviewed-on: https://webrtc-review.googlesource.com/c/src/+/131394
Commit-Queue: Yves Gerey <yvesg@google.com>
Reviewed-by: Artem Titov <titovartem@webrtc.org>
Reviewed-by: Karl Wiberg <kwiberg@webrtc.org>
Reviewed-by: Mirko Bonadei <mbonadei@webrtc.org>
Cr-Commit-Position: refs/heads/master@{#27547}
2019-04-10 16:27:57 +00:00