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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 3 of the License, or (at |
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8 ## your option) any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, see |
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17 ## <http://www.gnu.org/licenses/>. |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} var (@var{x}) |
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21 ## For vector arguments, return the (real) variance of the values. |
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22 ## For matrix arguments, return a row vector containing the variance for |
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23 ## each column. |
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24 ## |
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25 ## The argument @var{opt} determines the type of normalization to use. |
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26 ## Valid values are |
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27 ## |
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28 ## @table @asis |
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29 ## @item 0: |
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30 ## Normalizes with @math{N-1}, provides the best unbiased estimator of the |
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31 ## variance [default]. |
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32 ## @item 1: |
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33 ## Normalizes with @math{N}, this provides the second moment around the mean. |
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34 ## @end table |
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35 ## |
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36 ## The third argument @var{dim} determines the dimension along which the |
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37 ## variance is calculated. |
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38 ## @end deftypefn |
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39 |
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40 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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41 ## Description: Compute variance |
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42 |
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43 function y = var (x, opt, dim) |
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44 |
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45 if (nargin < 1 || nargin > 3) |
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46 print_usage (); |
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47 endif |
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48 if (nargin < 3) |
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49 dim = find (size (x) > 1, 1); |
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50 if (isempty (dim)) |
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51 dim = 1; |
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52 endif |
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53 endif |
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54 if (nargin < 2 || isempty (opt)) |
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55 opt = 0; |
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56 endif |
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57 |
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58 sz = size (x); |
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59 if (prod (sz) < 1) |
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60 error ("var: x must not be empty"); |
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61 elseif (sz(dim) == 1) |
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62 y = 0; |
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63 else |
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64 rng = ones (1, length (sz)); |
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65 rng (dim) = sz (dim); |
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66 if (opt == 0) |
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67 y = sumsq (x - repmat(mean (x, dim), rng), dim) / (sz(dim) - 1); |
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68 else |
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69 y = sumsq (x - repmat(mean (x, dim), rng), dim) / sz(dim); |
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70 endif |
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71 endif |
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72 |
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73 endfunction |
