Module variance

VarianceSample: variance sample aggregations. VariancePopulation: variance population aggregations.

Structs

VarianceAccumulator

An accumulator to compute variance The algorithm used is an online implementation and numerically stable. It is based on this paper: Welford, B. P. (1962). “Note on a method for calculating corrected sums of squares and products”. Technometrics. 4 (3): 419–420. doi:10.2307/1266577. JSTOR 1266577.

VarianceGroupsAccumulator

VariancePopulation

VarianceSample

Functions

var_pop

Computes the population variance.

var_pop_udaf

AggregateFunction that returns a AggregateUDF for VariancePopulation

var_samp_udaf

AggregateFunction that returns a AggregateUDF for VarianceSample

var_sample

Computes the sample variance.