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[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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781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## usage: var (x)
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18 ##
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19 ## For vector arguments, return the (real) variance of the values.
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20 ## For matrix arguments, return a row vector contaning the variance for
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21 ## each column.
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22
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23 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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24 ## Description: Compute variance
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25
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26 function y = var(x)
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27
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28 if (nargin != 1)
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29 usage ("var (x)");
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30 endif
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31
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32 [nr, nc] = size (x);
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33 if (nr == 0 || nc == 0)
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34 error ("var: x must not be empty");
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35 elseif ((nr == 1) && (nc == 1))
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36 y = 0;
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37 elseif ((nr == 1) || (nc == 1))
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38 n = length (x);
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39 y = (sumsq (x) - sum(x)^2 / n) / (n - 1);
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40 else
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41 y = (sumsq (x) - sum(x).^2 / nr) / (nr - 1);
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42 endif
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43
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44 endfunction