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Categories / C# / Development Class

 

Calculate Variance

using System; using System.Collections.Generic; public static class MathUtil {     public static double CalculateVariance<T>(IEnumerable<T> data, Func<T, double> extractNumber)     {         var sumOfSquared = 0.0;         var sum = 0.0;         var length = 0;         foreach (var variable in data)         {             var number = extractNumber(variable);             sumOfSquared += (number * number);             sum += number;             length++;         }         if (length <= 1) return 0;         return CalculateVariance(sumOfSquared, sum, length);     }     public static double CalculateStandardDeviation<T>(IEnumerable<T> data, Func<T, double> extractNumber)     {         var variance = CalculateVariance(data, extractNumber);         if (variance <= 1) return 0;         return Math.Sqrt(variance);     }     public static double CalculateVariance(double sumOfSquared, double sum, int length)     {         if (length <= 0)         {             throw new ArgumentException("CalculateVariance cannot accept length equal to or less than one", "length");         }         return (sumOfSquared - ((sum * sum) / length)) / (length - 1);     }     public static double CalculateStandardDeviation(double sumOfSquared, double sum, int length)     {         var variance = CalculateVariance(sumOfSquared, sum, length);         return Math.Sqrt(variance);     } }