Class SampleVarianceCalculator
- java.lang.Object
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- com.opengamma.strata.math.impl.statistics.descriptive.SampleVarianceCalculator
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public class SampleVarianceCalculator extends Object implements Function<double[],Double>
Calculates the sample variance of a series of data.The unbiased sample variance $\mathrm{var}$ of a series $x_1, x_2, \dots, x_n$ is given by: $$ \begin{align*} \text{var} = \frac{1}{n-1}\sum_{i=1}^{n}(x_i - \overline{x})^2 \end{align*} $$ where $\overline{x}$ is the sample mean. For the population variance, see
PopulationVarianceCalculator
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Constructor Summary
Constructors Constructor Description SampleVarianceCalculator()
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