Variance of complex array

[ntessore]

The standard should support taking the variance of a complex-valued array, which is statistically well-defined and unambiguous (var(z) = var(z.real) + var(z.imag)). As far as I'm aware, all array backends already support this.

[rgommers]

The tracking issue for adding complex number support to all relevant APIs was gh-373, and for both std and var it says only:

• No complex number support.
• Change to only real number data types.

No reason for it given unfortunately. Probably was because of the correction keyword and/or the inf/nan special cases. correction does seem well-defined as total variance; there's also pseudo/relational variance and generalized variance, in case numbers aren't simply uncorrelated points in the complex plane (hard to find a single concise reference, https://en.wikipedia.org/wiki/Variance#For_complex_variables has the latter).

If all libraries implement total variance though, I don't see a reason yet not to do the same in the standard.

@kgryte do you remember why you excluded std/var?