Mercurial > hg > octave-nkf
diff scripts/statistics/base/var.m @ 3200:781c930425fd
[project @ 1998-10-29 05:23:08 by jwe]
author | jwe |
---|---|
date | Thu, 29 Oct 1998 05:23:09 +0000 |
parents | |
children | f8dde1807dee |
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new file mode 100644 --- /dev/null +++ b/scripts/statistics/base/var.m @@ -0,0 +1,44 @@ +## Copyright (C) 1995, 1996, 1997 Kurt Hornik +## +## This program is free software; you can redistribute it and/or modify +## it under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 2, or (at your option) +## any later version. +## +## This program is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with this file. If not, write to the Free Software Foundation, +## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. + +## usage: var (x) +## +## For vector arguments, return the (real) variance of the values. +## For matrix arguments, return a row vector contaning the variance for +## each column. + +## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> +## Description: Compute variance + +function y = var(x) + + if (nargin != 1) + usage ("var (x)"); + endif + + [nr, nc] = size (x); + if (nr == 0 || nc == 0) + error ("var: x must not be empty"); + elseif ((nr == 1) && (nc == 1)) + y = 0; + elseif ((nr == 1) || (nc == 1)) + n = length (x); + y = (sumsq (x) - sum(x)^2 / n) / (n - 1); + else + y = (sumsq (x) - sum(x).^2 / nr) / (nr - 1); + endif + +endfunction