Wrong variance for vector of complex values?
Open
- Dominant language
- Rust
- Stars
- 4.8k
- Forks
- 565
- PR merge metrics
- No merged PRs in 30d
Description
I was generating a vector of complex values drawn from the standard normal distribution and when I was checking the variance using the variance() function it does not give me a correct result. For one I think it would be better if it simply returned the total variance rather than the real and imaginary variance but even so the values it returns are not correct. Instead of returning something close to Complex(1.0, 1.0) it gives me something very small.
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.