From: Rak Rok <rakrok@...>
Date: 2007-12-06T02:21:40+09:00
Subject: Re: How to calculate variance

>   def variance
>     m = mean
>     sum { |i| ( i - m )**2 } / size
>   end

If you wanted it to be a little more efficient you can do it like so:

def variance( arr )
  n, mean, s = [0, 0, 0]

  arr.each_with_index do |x, n|
    delta    = (x - mean).to_f
    mean += delta/(n+1)
    s       += delta*(x - mean)
  end

  s/n
end

It calculates the variance in one pass by calculating the mean and
variance iteratively [1].

-rr-

[1] http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance