Function rgsl::statistics::wvariance

pub fn wvariance(
    w: &[f64], 
    wstride: usize, 
    data: &[f64], 
    stride: usize, 
    n: usize
) -> f64

This function returns the estimated variance of the dataset data with stride stride and length n, using the set of weights w with stride wstride and length n. The estimated variance of a weighted dataset is calculated as,

\Hat\sigma^2 = ((\sum w_i)/((\sum w_i)^2 - \sum (w_i^2))) \sum w_i (x_i - \Hat\mu)^2

Note that this expression reduces to an unweighted variance with the familiar 1/(N-1) factor when there are N equal non-zero weights.