/// <summary>
/// Estimates the unbiased population variance from the provided samples.
/// On a dataset of size N will use an N-1 normalizer (Bessel's correction).
/// Returns NaN if data has less than two entries or if any entry is NaN.
/// </summary>
/// <param name="samples">A subset of samples, sampled from the full population.</param>
public static double Variance(this IEnumerable <double> samples)
{
var array = samples as double[];
return(array != null
? ArrayStatistics.Variance(array)
: StreamingStatistics.Variance(samples));
}
/// <summary>
/// Estimates the unbiased population variance from the provided samples.
/// On a dataset of size N will use an N-1 normalizer (Bessel's correction).
/// Returns NaN if data has less than two entries or if any entry is NaN.
/// Null-entries are ignored.
/// </summary>
/// <param name="samples">A subset of samples, sampled from the full population.</param>
public static double Variance(this IEnumerable <double?> samples)
{
if (samples == null)
{
throw new ArgumentNullException("samples");
}
return(StreamingStatistics.Variance(samples.Where(d => d.HasValue).Select(d => d.Value)));
}
/// <summary>
/// Estimates the unbiased population variance from the provided samples.
/// On a dataset of size N will use an N-1 normalizer (Bessel's correction).
/// Returns NaN if data has less than two entries or if any entry is NaN.
/// Null-entries are ignored.
/// </summary>
/// <param name="samples">A subset of samples, sampled from the full population.</param>
public static double Variance(this IEnumerable <double?> samples)
{
return(StreamingStatistics.Variance(samples.Where(d => d.HasValue).Select(d => d.Value)));
}
