X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fbase%2Fvar.m;fp=octave_packages%2Fm%2Fstatistics%2Fbase%2Fvar.m;h=e050434124c033c072c5e6bc560bafee8cfa5a1b;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/base/var.m b/octave_packages/m/statistics/base/var.m new file mode 100644 index 0000000..e050434 --- /dev/null +++ b/octave_packages/m/statistics/base/var.m @@ -0,0 +1,118 @@ +## Copyright (C) 1995-2012 Kurt Hornik +## +## 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 +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} var (@var{x}) +## @deftypefnx {Function File} {} var (@var{x}, @var{opt}) +## @deftypefnx {Function File} {} var (@var{x}, @var{opt}, @var{dim}) +## Compute the variance of the elements of the vector @var{x}. +## @tex +## $$ +## {\rm var} (x) = \sigma^2 = {\sum_{i=1}^N (x_i - \bar{x})^2 \over N - 1} +## $$ +## where $\bar{x}$ is the mean value of $x$. +## @end tex +## @ifnottex +## +## @example +## @group +## var (x) = 1/(N-1) SUM_i (x(i) - mean(x))^2 +## @end group +## @end example +## +## @end ifnottex +## If @var{x} is a matrix, compute the variance 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 best unbiased estimator of the +## variance [default] +## +## @item 1: +## normalizes with @math{N}, this provides the second moment around the mean +## @end table +## +## If the optional argument @var{dim} is given, operate along this dimension. +## @seealso{cov, std, skewness, kurtosis, moment} +## @end deftypefn + +## Author: KH +## Description: Compute variance + +function retval = var (x, opt = 0, dim) + + if (nargin < 1 || nargin > 3) + print_usage (); + endif + + if (! (isnumeric (x) || islogical (x))) + error ("var: X must be a numeric vector or matrix"); + endif + + if (isempty (opt)) + opt = 0; + endif + if (opt != 0 && opt != 1) + error ("var: 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 ("var: 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 = sumsq (center (x, dim), dim) / (n - 1 + opt); + else + error ("var: X must not be empty"); + endif + +endfunction + + +%!assert(var (13), 0); +%!assert(var (single(13)), single(0)); +%!assert(var ([1,2,3]), 1); +%!assert(var ([1,2,3], 1), 2/3, eps); +%!assert(var ([1,2,3], [], 1), [0,0,0]); + +%% Test input validation +%!error var () +%!error var (1,2,3,4) +%!error var (['A'; 'B']) +%!error var (1, -1); +%!error var ([],1) +