scalar_variance.h

// Description: Variance of a scalar set
// Documentation: statistics.txt

#ifndef PASTELMATH_SCALAR_VARIANCE_H
#define PASTELMATH_SCALAR_VARIANCE_H

#include "pastel/sys/real/real_concept.h"
#include "pastel/sys/range/range_concept.h"

// Implementation

#include "pastel/math/statistic/scalar_variance.h"
#include "pastel/math/statistic/scalar_mean.h"
#include "pastel/sys/math/powers.h"

namespace Pastel
{

    //! Returns the variance of a scalar set.
    /*!
   Time complexity: 
   O(n)
   where n = inputSet.n()

   Optional arguments
   ------------------

   biased (bool : true):
   Whether to return a biased estimate.

   mean (Real : scalarMean<Real>(inputSet)):
   The mean of 'inputSet'.

   Returns
   -------

   [sum_{i = 1}^n (x_i - mean)^2] / n, if biased and n > 0,
   [sum_{i = 1}^n (x_i - mean)^2] / (n - 1), if !biased and n > 1,
   0, otherwise.
   */
    template <
        Real_Concept Real,
        Range_Concept Real_Range,
        typename... ArgumentSet
    >
    Real scalarVariance(
        const Real_Range& inputSet,
        ArgumentSet&&... argumentSet)
    {
        bool biased = PASTEL_ARG_S(biased, true);
        Real mean = PASTEL_ARG_S(mean, scalarMean<Real>(inputSet));

        integer n = 0;
        Real variance = 0;

        for (Real x : inputSet)
        {
            variance += square(x - mean);
            ++n;
        }

        if (n == 0)
        {
            return 0;
        }

        if (biased)
        {
            variance /= n;
        }
        else
        {
            if (n > 1)
            {
                variance /= n - 1;
            }
            else
            {
                variance = 0;
            }
        }

        return variance;
    }

}

#endif