// Copyright © 2016 Abcum Ltd // // 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. package math import "math" func Variance(vals []float64, sample bool) float64 { if len(vals) == 0 { return math.NaN() } var out float64 m := Mean(vals) for _, v := range vals { out += (float64(v) - m) * (float64(v) - m) } return out / float64((len(vals) - (1 * Bool(sample)))) } func SampleVariance(vals []float64) float64 { if len(vals) == 0 { return math.NaN() } return Variance(vals, true) } func PopulationVariance(vals []float64) float64 { if len(vals) == 0 { return math.NaN() } return Variance(vals, false) }