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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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/base/var.m	Thu Oct 29 05:23:09 1998 +0000
@@ -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