How can I calculate the variance of a list in python?

Question

If I have a list like this:

results=[-14.82381293, -0.29423447, -13.56067979, -1.6288903, -0.31632439,
          0.53459687, -1.34069996, -1.61042692, -4.032         


        

Answer 1

The correct answer is to use one of the packages like NumPy, but if you want to roll your own, and you want to do incrementally, there is a good algorithm that has higher accuracy. See this link https://www.johndcook.com/blog/standard_deviation/

I ported my perl implementation to Python. Please point out issues in the comments.

Mklast = 0
Mk = 0
Sk = 0
k  = 0 

for xi in results:
  k = k +1
  Mk = Mklast + (xi - Mklast) / k
  Sk = Sk + (xi - Mklast) * ( xi - Mk)
  Mklast = Mk

var = Sk / (k -1)
print var

Answer is

>>> print var
32.0248491784