var
, svar
Variance, sample variance
var
Variance
var x var[x]
Where x
is a numeric list, returns its variance as a float atom. Nulls are ignored.
q)var 2 3 5 7
3.6875
q)var 2 3 5 0n 7
3.6875
q)select var price by sym from trade where date=2010.10.10,sym in`IBM`MSFT
var
is an aggregate function, equivalent, where sqr:{x*x}
to
{avg[sqr x]-sqr[avg x]}
svar
Sample variance
svar x svar[x]
Where x
is a numeric list, returns its sample variance as a float atom.
\[svar(x)=\frac{n}{n-1}var(x)\]
q)var 2 3 5 7
3.6875
q)svar 2 3 5 7
4.916667
q)select svar price by sym from trade where date=2010.10.10,sym in`IBM`MSFT
svar
is an aggregate function, equivalent to {var[x]*count[x]%-1+count x}
.