Mercurial > hg > octave-nkf
annotate scripts/statistics/base/var.m @ 20038:9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Try to trim long lines to < 80 chars.
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Use two newlines between endfunction and start of %!test or %!demo code.
Remove unnecessary parens grouping between short-circuit operators.
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author | Rik <rik@octave.org> |
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date | Mon, 23 Feb 2015 14:54:39 -0800 |
parents | 4197fc428c7d |
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1 ## Copyright (C) 1995-2015 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
3200 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 13 ## General Public License for more details. |
14 ## | |
3200 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
3200 | 18 |
3453 | 19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} var (@var{x}) |
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21 ## @deftypefnx {Function File} {} var (@var{x}, @var{opt}) |
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22 ## @deftypefnx {Function File} {} var (@var{x}, @var{opt}, @var{dim}) |
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23 ## Compute the variance of the elements of the vector @var{x}. |
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24 ## @tex |
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25 ## $$ |
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26 ## {\rm var} (x) = \sigma^2 = {\sum_{i=1}^N (x_i - \bar{x})^2 \over N - 1} |
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27 ## $$ |
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28 ## where $\bar{x}$ is the mean value of $x$. |
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29 ## @end tex |
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30 ## @ifnottex |
4849 | 31 ## |
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32 ## @example |
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33 ## @group |
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34 ## var (x) = 1/(N-1) SUM_i (x(i) - mean(x))^2 |
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35 ## @end group |
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36 ## @end example |
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37 ## |
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38 ## @end ifnottex |
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39 ## If @var{x} is a matrix, compute the variance for each column |
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40 ## and return them in a row vector. |
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41 ## |
5435 | 42 ## The argument @var{opt} determines the type of normalization to use. |
43 ## Valid values are | |
4849 | 44 ## |
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45 ## @table @asis |
4849 | 46 ## @item 0: |
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47 ## normalize with @math{N-1}, provides the best unbiased estimator of the |
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48 ## variance [default] |
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49 ## |
4849 | 50 ## @item 1: |
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51 ## normalizes with @math{N}, this provides the second moment around the mean |
4849 | 52 ## @end table |
53 ## | |
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54 ## If @math{N==1} the value of @var{opt} is ignored and normalization |
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55 ## by @math{N} is used. |
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56 ## |
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57 ## If the optional argument @var{dim} is given, operate along this dimension. |
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58 ## @seealso{cov, std, skewness, kurtosis, moment} |
3453 | 59 ## @end deftypefn |
3426 | 60 |
5428 | 61 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
3456 | 62 ## Description: Compute variance |
3200 | 63 |
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64 function retval = var (x, opt = 0, dim) |
3426 | 65 |
4849 | 66 if (nargin < 1 || nargin > 3) |
6046 | 67 print_usage (); |
4849 | 68 endif |
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69 |
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70 if (! (isnumeric (x) || islogical (x))) |
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71 error ("var: X must be a numeric vector or matrix"); |
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72 endif |
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73 |
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74 if (isempty (opt)) |
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75 opt = 0; |
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76 endif |
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77 if (opt != 0 && opt != 1) |
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78 error ("var: normalization OPT must be 0 or 1"); |
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79 endif |
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80 |
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81 nd = ndims (x); |
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82 sz = size (x); |
4849 | 83 if (nargin < 3) |
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84 ## Find the first non-singleton dimension. |
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85 (dim = find (sz > 1, 1)) || (dim = 1); |
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86 else |
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87 if (!(isscalar (dim) && dim == fix (dim)) |
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88 || !(1 <= dim && dim <= nd)) |
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89 error ("var: DIM must be an integer and a valid dimension"); |
4849 | 90 endif |
91 endif | |
3426 | 92 |
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93 n = sz(dim); |
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94 if (n == 1) |
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95 if (isa (x, "single")) |
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96 retval = zeros (sz, "single"); |
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97 else |
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98 retval = zeros (sz); |
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99 endif |
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100 elseif (numel (x) > 0) |
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101 retval = sumsq (center (x, dim), dim) / (n - 1 + opt); |
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102 else |
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103 error ("var: X must not be empty"); |
3200 | 104 endif |
3426 | 105 |
3200 | 106 endfunction |
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107 |
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108 |
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109 %!assert (var (13), 0) |
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110 %!assert (var (single (13)), single (0)) |
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111 %!assert (var ([1,2,3]), 1) |
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112 %!assert (var ([1,2,3], 1), 2/3, eps) |
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113 %!assert (var ([1,2,3], [], 1), [0,0,0]) |
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114 |
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115 ## Test input validation |
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116 %!error var () |
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117 %!error var (1,2,3,4) |
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118 %!error var (['A'; 'B']) |
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119 %!error var (1, -1) |
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120 %!error var ([], 1) |
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121 |