Math.variance

The mean of the squared distances of a list of numbers from their mean. Cloud9Trader adds it to JavaScript’s built-in Math.

variance(x: number[]): number;

Parameters

• x: an array of numbers, such as the result of prices().

This is the population variance: it divides by the number of items, not one less.

Errors

Stops the run if x is not an array: “Value passed to Math.variance() must be an array of numbers”.

Example

function onIntervalClose() {
  log("variance", Math.variance(prices(20)));
}