/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; /** * Computes the unbiased variance of an array. * * @private * @param {NumericArray} arr - input array * @returns {number} variance */ function variance( arr ) { var delta; var mean; var len; var M2; var i; var x; delta = 0.0; mean = 0.0; M2 = 0.0; len = arr.length; for ( i = 0; i < len; i++ ) { x = arr[ i ]; delta = x - mean; mean += delta / (i+1); M2 += delta * ( x - mean ); } return M2 / ( i - 1 ); } // EXPORTS // module.exports = variance;