variance
Description
Computes the variance of an Observable
using [Welford's Online Algorithm]([https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm](https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm)\).
By default, it will compute the sample variance.
Examples
Sample Variance
Population Variance
API
Since
0.1
Parameters
None
Options
initialState: Object
: Sets a warm start value so that the calculation can continue from a non-zero starting point (instead of a blank state). The initialState should have these keys:index: Number
: The starting index. (The total number of items in the sample minus one.)mean: Number
: The initial mean of the sample.m2: Number
The initial m2 value for the sample. (See the source code to see how m2 is calculated.)
sample: Boolean
: The default istrue
. Iftrue
, then it will calculate the sample variance. Otherwise, it will calculate population variance.
Returns
Number
. (The current variance of the Observable
.)
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