use super::average;
pub fn variance<T: AsRef<[f64]>>(values: T) -> f64 {
let values = values.as_ref();
if values.is_empty() { return f64::NAN; }
let average = average(values);
variance_with_average(values, average)
}
pub fn variance_with_average<T: AsRef<[f64]>>(values: T, average: f64) -> f64 {
let values = values.as_ref();
if values.is_empty() { return f64::NAN; }
let mut delta_square_sum: f64 = 0.0;
let mut len: usize = 0;
values.iter().for_each(|x|
if !x.is_nan() {
let delta = *x - average;
delta_square_sum += delta * delta;
len += 1;
}
);
match len {
0 => return f64::NAN,
1 => return 0.0,
x => delta_square_sum / (x - 1) as f64
}
}
#[cfg(test)]
mod test {
use super::*;
use crate::assert_eq_f64;
#[test]
fn test_empty() {
let x: &[f64] = &[];
assert!(variance(x).is_nan());
}
#[test]
fn test_nan() {
let x: &[f64] = &[f64::NAN];
assert!(variance(x).is_nan());
}
#[test]
fn test_value() {
let x: &[f64] = &[1.0];
assert_eq_f64!(variance(x), 0.0);
}
#[test]
fn test_values_ascending() {
let x = &[1.0, 2.0, 4.0];
assert_eq_f64!(variance(x), 2.3333333333333333);
}
#[test]
fn test_values_ascending_and_nans() {
let x = &[1.0, f64::NAN, 2.0, f64::NAN, 4.0];
assert_eq_f64!(variance(x), 2.3333333333333333);
}
}