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name: op-agg-variance
description: Population variance via Welford's online algorithm.
kind: operator
category: AGG
operator: AGG_VARIANCE
type: reference
applies_to: process, compose, predict
examples_tags: [distribution-shape, streaming-friendly]

Use when

Spread of a numeric field as the average squared distance from its mean, in squared units, over all rows or per group.

Questions it answers:

  • How much does the order value vary within each channel, in squared units?
  • Which sites show the most variable readings?

Use something else:

  • AGG_STDDEV when you want the spread in the field’s own units, which is easier to read.

Params

Weight: honours a resolved row weight (weight on the request or slot, or Options.DefaultWeight; "weight": null opts out) — weighted it is the population m2_w / Σw. Invalid weights (null, negative, NaN/Inf, fractional under frequency) are excluded and warned (PULSE_WEIGHT_INVALID_ROWS); zero contributes nothing.

Inputs

ParamAccepted field types
Fieldnumeric: u8/u16/u32/u64, f32/f64, decimal128, date, datetime, packed_bool, u4

Output

Scalar float64 — population variance (n-denominator); decimal128 input yields a decimal-scaled result (scale doubled). Per-group when wired under a grouper.

Reading the output

  • value: The average squared distance of a value from the group’s mean, in the field’s units squared (dollars squared, minutes squared). Its square root is AGG_STDDEV, which is in the field’s own units and easier to read.
    • Caveat: Squared units make the size hard to judge directly. For pooling or planning a study’s size use AGG_WELFORD’s variance (dividing by n - 1), which those formulas expect.
    • Caveat: Extreme values weigh heavily, since each distance is squared.

Components

Weighted slots add floor keys sum_weights (Σw), n_eff (Kish; probability only) and n_weight_invalid; absent ⇒ unweighted. n/n_null stay raw counts.

Universal floor {n, n_null} plus operator-specific:

KeyTypeNotes
meanfloat64Welford running mean
m2float64Sum of squared deviations
variancefloat64m2 / n
  • Mergeability: Mergeable (Chan parallel-merge)
  • Streaming: per-chunk Welford

Gotchas

  • Population variance (n), not sample (n-1).
  • decimal128 is supported, but not by Welford: a decimal two-pass (mean, then Σ(x−μ)²). An overflowing intermediate drops the WHOLE aggregate to an f64 pass and warns PULSE_DECIMAL_PRECISION_LOSS. The decimal claim therefore rests partly on an f64 fallback.
  • Single-row group → 0.
  • decimal128 under any weight in force (default included) → PULSE_WEIGHT_UNSUPPORTED; "weight": null opts out.

See