trimmedVariance
Computes the variance of the values after removing a fraction from each tail.
The trimmed variance sorts the data, discards the lowest and highest proportion of values, and computes the variance of the remaining middle portion using Welford's numerically stable algorithm. This makes it more robust to outliers than the regular variance. A proportion of 0.0 gives the ordinary variance.
Example:
doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0).trimmedVariance(0.1) // 6.0Return
the variance of the remaining values after trimming.
Parameters
the fraction of values to remove from each tail, in [0.0, 0.5). For example, 0.1 removes the lowest 10% and highest 10%.
whether to compute sample or population variance. Defaults to PopulationKind.SAMPLE, which divides by n-1 (Bessel's correction) where n is the count after trimming.
See also
Computes the variance of the values after removing a fraction from each tail.
The trimmed variance sorts the data, discards the lowest and highest proportion of values, and computes the variance of the remaining middle portion. This makes it more robust to outliers than the regular variance. A proportion of 0.0 gives the ordinary variance.
Example:
listOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0).trimmedVariance(0.1) // 6.0Return
the variance of the remaining values after trimming.
Parameters
the fraction of values to remove from each tail, in [0.0, 0.5). For example, 0.1 removes the lowest 10% and highest 10%.
whether to compute sample or population variance. Defaults to PopulationKind.SAMPLE, which divides by n-1 (Bessel's correction) where n is the count after trimming.
See also
Computes the variance of the values after removing a fraction from each tail.
The trimmed variance sorts the data, discards the lowest and highest proportion of values, and computes the variance of the remaining middle portion. This makes it more robust to outliers than the regular variance. A proportion of 0.0 gives the ordinary variance.
Example:
sequenceOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0).trimmedVariance(0.1) // 6.0Return
the variance of the remaining values after trimming.
Parameters
the fraction of values to remove from each tail, in [0.0, 0.5). For example, 0.1 removes the lowest 10% and highest 10%.
whether to compute sample or population variance. Defaults to PopulationKind.SAMPLE, which divides by n-1 (Bessel's correction) where n is the count after trimming.