Calculates the variance of columns of a matrix in a single pass, implemented with Rcpp. Much faster than `apply(x, 2, var)`

colVars.R

library(Rcpp)
cppFunction('NumericVector colVars(NumericMatrix x) {
      int nrow = x.nrow(), ncol = x.ncol();
      NumericVector out(ncol);
      
      for (int j = 0; j < ncol; j++) {
        double mean = 0;
        double M2 = 0;
        int n;
        double delta, xx;

        for (int i = 0; i < nrow; i++) {
          n = i+1;
          xx = x(i,j);
          delta = xx - mean;
          mean += delta/n;
          M2 = M2 + delta*(xx-mean);
        }

        out(j) = M2/(n-1);
      }

      return out;
}')