Calculate mean, standard deviation, variance and covariance

Given a list of values:

std::vector<double> values = {2,4,4,4,5,5,7,9};

Compute mean

double mean = stats::mean(values); // 5

Compute variance

double var = stats::variance(values); // 4 (population, default)
double varSample = stats::variance(values, true); // (sample)

Compute standard deviation

double sd = stats::stdDev(values); // 2 (population, default)
double sdSample = stats::stdDev(values, true); // (sample)

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Given 2 lists of values:

std::vector<double> x = {1, 6, 3, 4, 4, 2, 5, 3, 2, 5};
std::vector<double> y = {1, 4, 2, 3, 2, 2, 3, 3, 1, 4};

Compute covariance

double cov = stats::covariance(x,y); // 1.35 (population, default)
double covSample = stats::covariance(x,y,true); // 1.50 (sample)

Function stats::covariance() also accepts a matrix as argument. This function returns the symmetric covariance matrix.