Running variance Welford method

variance.js

// See http://www.johndcook.com/blog/standard_deviation/

function varianceReduce (p, x, i) {
  p.mean = isNaN(p.mean) ? 0 : p.mean
  var mean = p.mean + (x - p.mean) / (i + 1)
  var vari = i < 1 ? 0 : (p.vari * i + (x - p.mean) * (x - mean)) / (i + 1)
  return {
    mean: mean,
    vari: vari
  }
}

[ 2, 4, 5, 3, 8, 2 ].reduce(varianceReduce, {mean: NaN, vari: NaN}).vari

// 4.3333333333