Biocaml 0.4-dev : Biocaml_math.variance

let variance a =

 let n = Array.length a in

 assert (n > 1);

 let avrg = mean a in

 let f v = let diff = v -. avrg in diff *. diff in

 let a = Array.map f a in

 (Array.fold ~f:(+.) ~init:0. a) /. (Float.of_int (n - 1))