variance()

double MayaFlux::Kinesis::Stochastic::Estimate::variance ( std::span< const double >  samples )

staticnoexcept

Sample variance of a span.

Parameters

samples

Values to analyze

Returns

Variance, or 0.0 for spans of size < 2

Definition at line 210 of file Estimate.cpp.

{
    if (samples.size() < 2)
        return 0.0;
 
    const double mean = std::accumulate(samples.begin(), samples.end(), 0.0) / static_cast<double>(samples.size());
 
    double sq_sum = 0.0;
    for (double v : samples)
        sq_sum += (v - mean) * (v - mean);
 
    return sq_sum / static_cast<double>(samples.size() - 1);
}

Referenced by MayaFlux::Kinesis::estimate_period(), and update_rolling_variance().

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