public static double Variance(this IEnumerable <double> source)
{
if (source == null)
{
throw new ArgumentNullException(NameOf.GetCallerName() + ": source");
}
long n = 0;
double mean = 0;
double M2 = 0;
checked
{
foreach (double x in source)
{
n++;
double delta = x - mean;
mean += delta / n;
M2 += delta * (x - mean);
}
}
if (source.Count() < 2)
{
if (source.Count() == 1)
{
return(double.NaN);
}
//TODO : Exception
throw new InvalidOperationException(NameOf.GetCallerName() + ": source contains no elements.");
}
return((double)(M2 / (n - 1)));
}