dimforge / dimforge/nalgebra

Wrong variance for vector of complex values?

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Description

I was generating a vector of complex values drawn from the standard normal distribution and when I was checking the variance using the variance() function it does not give me a correct result. For one I think it would be better if it simply returned the total variance rather than the real and imaginary variance but even so the values it returns are not correct. Instead of returning something close to Complex(1.0, 1.0) it gives me something very small.

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