> Massimiliano Maini wrote:
> > Roughly (cubelessly) speaking, if the equity of the current position
> > the weighted
> > average of the equities of the subsequent postions in the game
> > wouldn't the
> > variance of such equities be an indicator of the volatility ?
> Yes, that's a good measurement for the volatility. Of course it should
> be 2-ply variance, since the that's what can happen until it's your
> again. I believe the doubling algorithm in Jellyfish worked with at
> volatility based on the 1-ply variance, and that algorithm wasn't
> Implementing such feature in GNU Backgammon should not be difficult,
> however... hmmmm... where would we integrate this in the GUI? and
> we set the evalcontext etc. Small problems... can be solved....
I would put it it's in the Hint dialog of a cube decision
(and in the analysis pane, of course).
2-ply variance is the logical thing too look at, but
even the 1-ply one indicates how volatile the position is ... I would say that if cube eval is 2-ply, then the variance
is 2-ply, else it is 1-ply.