Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / nan-2.5.5 / var.m

diff --git a/octave_packages/nan-2.5.5/var.m b/octave_packages/nan-2.5.5/var.m
new file mode 100644 (file)
index 0000000..0c33cf5
--- /dev/null
+++ b/octave_packages/nan-2.5.5/var.m
@@ -0,0 +1,102 @@
+function y=var(x,opt,DIM,W)
+% VAR calculates the variance.
+% 
+% y = var(x [, opt[, DIM]])
+%   calculates the variance in dimension DIM
+%   the default DIM is the first non-single dimension
+%
+% opt   0: normalizes with N-1 [default]
+%      1: normalizes with N 
+% DIM  dimension
+%      1: VAR of columns
+%      2: VAR of rows
+%      N: VAR of  N-th dimension 
+%      default or []: first DIMENSION, with more than 1 element
+% W    weights to compute weighted variance (default: [])
+%      if W=[], all weights are 1. 
+%      number of elements in W must match size(x,DIM) 
+% 
+% usage: 
+%      var(x)  
+%      var(x, opt, DIM)        
+%      var(x, [], DIM) 
+%      var(x, W, DIM)
+%      var(x, opt, DIM, W)     
+%
+% features:
+% - can deal with NaN's (missing values)
+% - weighting of data 
+% - dimension argument 
+% - compatible to Matlab and Octave
+%
+% see also: MEANSQ, SUMSQ, SUMSKIPNAN, MEAN, RMS, STD,
+
+%    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 3 of the License, 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 program; If not, see <http://www.gnu.org/licenses/>.
+
+%      $Id: var.m 8223 2011-04-20 09:16:06Z schloegl $
+%      Copyright (C) 2000-2003,2006,2009,2010 by Alois Schloegl <alois.schloegl@gmail.com>
+%       This is part of the NaN-toolbox for Octave and Matlab 
+%       http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+if nargin<3,
+       DIM = []; 
+end; 
+
+if nargin==1,
+       W = [];
+       opt = [];
+
+elseif any(nargin==[2,3]) 
+       if (numel(opt)<2),
+               W = [];
+       else
+               W = opt;
+               opt = []; 
+       end;
+elseif (nargin==4) && (numel(opt)<2) && (numel(DIM)<2),
+       ;
+else 
+       fprintf(1,'Error VAR: incorrect usage\n');      
+       help var; 
+       return;
+end;   
+
+if isempty(opt),
+       opt = 0;  
+end;   
+
+if isempty(DIM), 
+        DIM = find(size(x)>1,1);
+        if isempty(DIM), DIM=1; end;
+end;
+
+[y,n,ssq] = sumskipnan(x,DIM,W);
+if all(ssq(:).*n(:) > 2*(y(:).^2)),
+       %% rounding error is neglectable 
+       y = ssq - y.*y./n;
+else
+       %% rounding error is not neglectable
+       szx = size(x);
+       szy = size(y);
+       if length(szy)<length(szx);
+               szy(length(szy)+1:length(szx)) = 1;
+       end;
+       [y,n] = sumskipnan((x-repmat(y./n,szx./szy)).^2,DIM,W);
+end; 
+
+if (opt~=1)
+       n = max(n-1,0);                 % in case of n=0 and n=1, the (biased) variance, STD and STE are INF
+end;
+y = y./n;      % normalize
+