variance

Function variance 

Source
pub fn variance<T>(data: &[T]) -> f64
where T: Num + NumCast + Copy,
Expand description

Computes the sample variance (σ^2) of a data series.

NOTE: This calculates the sample standard deviation using Bessel’s correction (dividing by n - 1 instead of n) to reduce bias in estimation from a finite data sample.

§Examples

use quant_mathema::stats::variance;

let data = [1.0, 2.0, 3.0, 4.0, 5.0];
let var = variance(&data);
assert!((var - 2.5).abs() < 1e-6);