Interesting patch.
I did a quick review looking only into the patch file.
The "sum of variances" variable contains
the "sum of squared differences" instead, I think.
And a very minor aspect:
The term "standard deviation" in your code stands for
(corrected) sample standard deviation, I think,
because you devide by n-1 instead of n to keep the
estimator unbiased.
How about mentioning the prefix "sample"
to indicate this beiing the estimator?
And I'm sure I'm missing C specifics (again)
(or it's the reduced patch file scope),
but you introduce sqrtd, but sqrt is called?
VlG
Arne
