Mercurial > hg > octave-nkf
view scripts/statistics/base/std.m @ 12656:6b2f14af2360
Overhaul functions in statistics/base directory.
Widen input validation to accept logicals.
Return correct class of output, e.g., 'single' depending on class of input.
Correct or add tests for above.
* center.m, cov.m, kendall.m, mean.m, meansq.m, median.m, mode.m, prctile.m,
quantile.m, ranks.m, run_count.m, runlength.m, spearman.m, statistics.m,
std.m, var.m, logistic_inv.m: Overhaul as described above
* corrcoef.m: Overhaul + remove input validation already done by cov().
* cor.m, logit.m, ppplot.m, table.m: Only align test blocks.
* gls.m, ols.m: Only correct class of output, no logical inputs for regression.
* histc.m: Only change spacing of code to be uniform.
* iqr.m: Overhaul + 2X speedup by calling empirical_inv just once.
* kurtosis.m: Overhaul + replace repmat instances with center().
* mahalanobis.m: Overhaul + use bsxfun for centering data.
* moment.m: Overhaul + replace repmat instances with center().
* probit.m, range.m: Redo input validation and add tests.
* skewness.m: Overhaul + replace repmat instances with center().
* zscore.m: Overhaul + replace repmat instances with center() + use bsxfun.
author | Rik <octave@nomad.inbox5.com> |
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date | Sat, 07 May 2011 14:52:08 -0700 |
parents | c792872f8942 |
children | 645a87434fcb |
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## Copyright (C) 1996-2011 John W. Eaton ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or (at ## your option) any later version. ## ## Octave 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 Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} std (@var{x}) ## @deftypefnx {Function File} {} std (@var{x}, @var{opt}) ## @deftypefnx {Function File} {} std (@var{x}, @var{opt}, @var{dim}) ## Compute the standard deviation of the elements of the vector @var{x}. ## @tex ## $$ ## {\rm std} (x) = \sigma = \sqrt{{\sum_{i=1}^N (x_i - \bar{x})^2 \over N - 1}} ## $$ ## where $\bar{x}$ is the mean value of $x$ and $N$ is the number of elements. ## @end tex ## @ifnottex ## ## @example ## @group ## std (x) = sqrt ( 1/(N-1) SUM_i (x(i) - mean(x))^2 ) ## @end group ## @end example ## ## @noindent ## where @math{N} is the number of elements. ## @end ifnottex ## ## If @var{x} is a matrix, compute the standard deviation for ## each column and return them in a row vector. ## ## The argument @var{opt} determines the type of normalization to use. ## Valid values are ## ## @table @asis ## @item 0: ## normalize with @math{N-1}, provides the square root of the best unbiased ## estimator of the variance [default] ## ## @item 1: ## normalize with @math{N}, this provides the square root of the second ## moment around the mean ## @end table ## ## If the optional argument @var{dim} is given, operate along this dimension. ## @seealso{var, range, iqr, mean, median} ## @end deftypefn ## Author: jwe function retval = std (x, opt = 0, dim) if (nargin < 1 || nargin > 3) print_usage (); endif if (! (isnumeric (x) || islogical (x))) error ("std: X must be a numeric vector or matrix"); endif if (isempty (opt)) opt = 0; endif if (opt != 0 && opt != 1) error ("std: normalization OPT must be 0 or 1"); endif nd = ndims (x); sz = size (x); if (nargin < 3) ## Find the first non-singleton dimension. (dim = find (sz > 1, 1)) || (dim = 1); else if (!(isscalar (dim) && dim == fix (dim)) || !(1 <= dim && dim <= nd)) error ("std: DIM must be an integer and a valid dimension"); endif endif n = sz(dim); if (n == 1) if (isa (x, 'single')) retval = zeros (sz, 'single'); else retval = zeros (sz); endif elseif (numel (x) > 0) retval = sqrt (sumsq (center (x, dim), dim) / (n - 1 + opt)); else error ("std: X must not be empty"); endif endfunction %!test %! x = ones (10, 2); %! y = [1, 3]; %! assert(std (x) == [0, 0]); %! assert(std (y), sqrt (2), sqrt (eps)); %! assert(std (x, 0, 2), zeros (10, 1)); %!assert(std (ones (3, 1, 2), 0, 2), zeros (3, 1, 2)); %!assert(std ([1 2], 0), sqrt(2)/2, 5*eps); %!assert(std ([1 2], 1), 0.5, 5*eps); %!assert(std(1), 0); %!assert(std(single(1)), single(0)); %% Test input validation %!error std (); %!error std (1, 2, 3, 4); %!error std (['A'; 'B']) %!error std (1, -1); %!error std ([], 1);