view scripts/statistics/base/std.m @ 11523:fd0a3ac60b0e

update copyright notices
author John W. Eaton <jwe@octave.org>
date Fri, 14 Jan 2011 05:47:45 -0500
parents e151e23f73bc
children c792872f8942
line wrap: on
line source

## 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)))
    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

  sz = size (x);
  if (nargin < 3)
    ## Find the first non-singleton dimension.
    dim = find (sz > 1, 1);
    if (isempty (dim))
      dim = 1;
    endif
  endif

  n = size (x, dim);
  if (n == 1)
    retval = zeros (sz);
  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] && abs (std (y) - sqrt (2)) < sqrt (eps));
%! assert (std (x, 0, 3), zeros (10, 2))
%! assert (std (ones (3, 1, 2), 0, 2), zeros (3, 1, 2))

%% Test input validation
%!error std ();
%!error std (1, 2, 3, 4);
%!error std (true(1,2))
%!error std (1, -1);
%!error std ([], 1);