octave-lyh: scripts/statistics/base/std.m annotate

annotate scripts/statistics/base/std.m @ 11436:e151e23f73bc

Overhaul base statistics functions and documentation of same. Add or improve input validation. Add input validation tests. Add functional tests. Improve or re-write documentation strings.

author	Rik <octave@nomad.inbox5.com>
date	Mon, 03 Jan 2011 21:23:08 -0800
parents	693e22af08ae
children	fd0a3ac60b0e

rev	line source
8920 eb63fbe60fab update copyright notices John W. Eaton <jwe@octave.org> parents: 8507 diff changeset	1 ## Copyright (C) 1996, 1997, 1998, 1999, 2000, 2004, 2005, 2006, 2007, 2008,
eb63fbe60fab update copyright notices John W. Eaton <jwe@octave.org> parents: 8507 diff changeset	2 ## 2009 John W. Eaton
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	3 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	4 ## This file is part of Octave.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	5 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	7 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	9 ## your option) any later version.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	10 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	14 ## General Public License for more details.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	15 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	16 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	18 ## <http://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	19
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	20 ## -- texinfo --
10793 be55736a0783 Grammarcheck the documentation from m-files. Rik <octave@nomad.inbox5.com> parents: 9500 diff changeset	21 ## @deftypefn {Function File} {} std (@var{x})
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	22 ## @deftypefnx {Function File} {} std (@var{x}, @var{opt})
9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	23 ## @deftypefnx {Function File} {} std (@var{x}, @var{opt}, @var{dim})
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	24 ## Compute the standard deviation of the elements of the vector @var{x}.
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	25 ## @tex
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	26 ## $$
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	27 ## {\rm std} (x) = \sigma = \sqrt{{\sum_{i=1}^N (x_i - \bar{x})^2 \over N - 1}}
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	28 ## $$
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	29 ## where $\bar{x}$ is the mean value of $x$ and $N$ is the number of elements.
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	30 ## @end tex
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	31 ## @ifnottex
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3408 diff changeset	32 ##
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	33 ## @example
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	34 ## @group
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	35 ## std (x) = sqrt ( 1/(N-1) SUM_i (x(i) - mean(x))^2 )
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	36 ## @end group
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	37 ## @end example
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	38 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	39 ## @noindent
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	40 ## where @math{N} is the number of elements.
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	41 ## @end ifnottex
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	42 ##
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	43 ## If @var{x} is a matrix, compute the standard deviation for
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	44 ## each column and return them in a row vector.
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	45 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	46 ## The argument @var{opt} determines the type of normalization to use.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	47 ## Valid values are
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	48 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	49 ## @table @asis
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	50 ## @item 0:
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	51 ## normalize with @math{N-1}, provides the square root of the best unbiased
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	52 ## estimator of the variance [default]
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	53 ##
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	54 ## @item 1:
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	55 ## normalize with @math{N}, this provides the square root of the second
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	56 ## moment around the mean
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	57 ## @end table
9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	58 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	59 ## If the optional argument @var{dim} is given, operate along this dimension.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	60 ## @seealso{var, range, iqr, mean, median}
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	61 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	62
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	63 ## Author: jwe
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	64
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	65 function retval = std (x, opt = 0, dim)
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	66
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	67 if (nargin < 1 \|\| nargin > 3)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 6024 diff changeset	68 print_usage ();
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	69 endif
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	70
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	71 if (! (isnumeric (x)))
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	72 error ("std: X must be a numeric vector or matrix");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	73 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	74
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	75 if (isempty (opt))
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	76 opt = 0;
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	77 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	78 if (opt != 0 && opt != 1)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	79 error ("std: normalization OPT must be 0 or 1");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	80 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	81
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	82 sz = size (x);
9500 bb37822e9b82 std.m: correctly work along singleton dimension John W. Eaton <jwe@octave.org> parents: 9211 diff changeset	83 if (nargin < 3)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	84 ## Find the first non-singleton dimension.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	85 dim = find (sz > 1, 1);
8507 cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7411 diff changeset	86 if (isempty (dim))
cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7411 diff changeset	87 dim = 1;
cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7411 diff changeset	88 endif
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	89 endif
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	90
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	91 n = size (x, dim);
8977 f464119ec165 further simplify some stats funcs Jaroslav Hajek <highegg@gmail.com> parents: 8920 diff changeset	92 if (n == 1)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	93 retval = zeros (sz);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	94 elseif (numel (x) > 0)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	95 retval = sqrt (sumsq (center (x, dim), dim) / (n - 1 + opt));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	96 else
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	97 error ("std: X must not be empty");
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	98 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	99
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	100 endfunction
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	101
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	102
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	103 %!test
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	104 %! x = ones (10, 2);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	105 %! y = [1, 3];
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	106 %! assert(std (x) == [0, 0] && abs (std (y) - sqrt (2)) < sqrt (eps));
9500 bb37822e9b82 std.m: correctly work along singleton dimension John W. Eaton <jwe@octave.org> parents: 9211 diff changeset	107 %! assert (std (x, 0, 3), zeros (10, 2))
bb37822e9b82 std.m: correctly work along singleton dimension John W. Eaton <jwe@octave.org> parents: 9211 diff changeset	108 %! assert (std (ones (3, 1, 2), 0, 2), zeros (3, 1, 2))
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	109
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	110 %% Test input validation
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	111 %!error std ();
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	112 %!error std (1, 2, 3, 4);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	113 %!error std (true(1,2))
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	114 %!error std (1, -1);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	115 %!error std ([], 1);
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	116

Mercurial > hg > octave-lyh

annotate scripts/statistics/base/std.m @ 11436:e151e23f73bc