octave: scripts/statistics/std.m annotate

annotate scripts/statistics/std.m @ 24574:b7047fe47123

bounds.m: New function to find smallest and largest element of dataset. * scripts/statistics/bounds.m: New function. * scripts/statistics/module.mk: Add bounds.m to build system. * NEWS: Announce new function. * stats.txi: Add function to manual. * iqr.m, range.m, std.m: Add seealso links to bounds.

author	Rik <rik@octave.org>
date	Tue, 09 Jan 2018 20:42:25 -0800
parents	fdc9ce839afd
children	7a18e02a516e

rev	line source
23219 3ac9f9ecfae5 maint: Update copyright dates. John W. Eaton <jwe@octave.org> parents: 23083 diff changeset	1 ## Copyright (C) 1996-2017 John W. Eaton
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	2 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	3 ## This file is part of Octave.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	4 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24512 diff changeset	5 ## Octave is free software: you can redistribute it and/or modify it
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	6 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24512 diff changeset	7 ## the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	8 ## (at your option) any later version.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	9 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	13 ## GNU General Public License for more details.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	14 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	16 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 24512 diff changeset	17 ## <https://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	18
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	19 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20174 diff changeset	20 ## @deftypefn {} {} std (@var{x})
516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20174 diff changeset	21 ## @deftypefnx {} {} std (@var{x}, @var{opt})
516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20174 diff changeset	22 ## @deftypefnx {} {} std (@var{x}, @var{opt}, @var{dim})
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	23 ## Compute the standard deviation of the elements of the vector @var{x}.
20174 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	24 ##
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	25 ## The standard deviation is defined as
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	26 ## @tex
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	27 ## $$
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	28 ## {\rm std} (x) = \sigma = \sqrt{{\sum_{i=1}^N (x_i - \bar{x})^2 \over N - 1}}
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	29 ## $$
24511 4f0e6ee6c9b8 Make documentation Sec 26.1 more consistent and Sec 25.4 clearer (bug #52685) Daniel J Sebald <daniel.sebald@ieee.org> parents: 23219 diff changeset	30 ## where $\bar{x}$ is the mean value of @var{x} and $N$ is the number of elements of @var{x}.
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	31 ## @end tex
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	32 ## @ifnottex
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3408 diff changeset	33 ##
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	34 ## @example
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	35 ## @group
24511 4f0e6ee6c9b8 Make documentation Sec 26.1 more consistent and Sec 25.4 clearer (bug #52685) Daniel J Sebald <daniel.sebald@ieee.org> parents: 23219 diff changeset	36 ## std (@var{x}) = sqrt ( 1/(N-1) SUM_i (@var{x}(i) - mean(@var{x}))^2 )
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	37 ## @end group
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	38 ## @end example
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	39 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	40 ## @noindent
24511 4f0e6ee6c9b8 Make documentation Sec 26.1 more consistent and Sec 25.4 clearer (bug #52685) Daniel J Sebald <daniel.sebald@ieee.org> parents: 23219 diff changeset	41 ## where @math{N} is the number of elements of the @var{x} vector.
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	42 ## @end ifnottex
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	43 ##
20174 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	44 ## If @var{x} is a matrix, compute the standard deviation for each column and
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	45 ## return them in a row vector.
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	46 ##
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	47 ## The argument @var{opt} determines the type of normalization to use.
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	48 ## Valid values are
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	49 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	50 ## @table @asis
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	51 ## @item 0:
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	52 ## normalize with @math{N-1}, provides the square root of the best unbiased
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	53 ## estimator of the variance [default]
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	54 ##
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	55 ## @item 1:
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	56 ## normalize with @math{N}, this provides the square root of the second
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	57 ## moment around the mean
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	58 ## @end table
9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	59 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	60 ## If the optional argument @var{dim} is given, operate along this dimension.
24574 b7047fe47123 bounds.m: New function to find smallest and largest element of dataset. Rik <rik@octave.org> parents: 24547 diff changeset	61 ## @seealso{var, bounds, range, iqr, mean, median}
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	62 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	63
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	64 ## Author: jwe
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	65
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	66 function retval = std (x, opt = 0, dim)
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	67
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	68 if (nargin < 1 \|\| nargin > 3)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 6024 diff changeset	69 print_usage ();
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	70 endif
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	71
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	72 if (! (isnumeric (x) \|\| islogical (x)))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	73 error ("std: X must be a numeric vector or matrix");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	74 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	75
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	76 if (isempty (opt))
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	77 opt = 0;
21309 7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	78 elseif (! isscalar (opt) \|\| (opt != 0 && opt != 1))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	79 error ("std: normalization OPT must be 0 or 1");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	80 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	81
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	82 nd = ndims (x);
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	83 sz = size (x);
9500 bb37822e9b82 std.m: correctly work along singleton dimension John W. Eaton <jwe@octave.org> parents: 9211 diff changeset	84 if (nargin < 3)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	85 ## Find the first non-singleton dimension.
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	86 (dim = find (sz > 1, 1)) \|\| (dim = 1);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	87 else
21309 7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	88 if (! (isscalar (dim) && dim == fix (dim) && dim > 0))
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	89 error ("std: DIM must be an integer and a valid dimension");
8507 cadc73247d65 style fixes John W. Eaton <jwe@octave.org> parents: 7411 diff changeset	90 endif
4844 9f7ef92b50b0 [project @ 2004-04-02 17:26:53 by jwe] jwe parents: 3426 diff changeset	91 endif
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	92
21309 7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	93 n = size (x, dim);
12781 645a87434fcb std.m: Allow null inputs []. Bug #33532. Rik <octave@nomad.inbox5.com> parents: 12656 diff changeset	94 if (n == 1 \|\| isempty (x))
14336 34af9f9ff98b Use Octave coding conventions (double-quote " in preference to single quote ') Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	95 if (isa (x, "single"))
34af9f9ff98b Use Octave coding conventions (double-quote " in preference to single quote ') Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	96 retval = zeros (sz, "single");
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	97 else
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	98 retval = zeros (sz);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	99 endif
12781 645a87434fcb std.m: Allow null inputs []. Bug #33532. Rik <octave@nomad.inbox5.com> parents: 12656 diff changeset	100 else
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	101 retval = sqrt (sumsq (center (x, dim), dim) / (n - 1 + opt));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	102 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	103
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	104 endfunction
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	105
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	106
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	107 %!test
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	108 %! x = ones (10, 2);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	109 %! y = [1, 3];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	110 %! assert (std (x), [0, 0]);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	111 %! assert (std (y), sqrt (2), sqrt (eps));
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	112 %! assert (std (x, 0, 2), zeros (10, 1));
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	113
21309 7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	114 %!assert (std (ones (3, 1, 2), 0, 2), zeros (3, 1, 2))
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	115 %!assert (std ([1 2], 0), sqrt (2)/2, 5*eps)
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	116 %!assert (std ([1 2], 1), 0.5, 5*eps)
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	117 %!assert (std (1), 0)
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	118 %!assert (std (single (1)), single (0))
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	119 %!assert (std ([]), [])
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	120 %!assert (std (ones (1,3,0,2)), ones (1,3,0,2))
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	121 %!assert (std ([1 2 3], [], 3), [0 0 0])
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	122
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	123 ## Test input validation
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	124 %!error std ()
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	125 %!error std (1, 2, 3, 4)
21309 7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	126 %!error <X must be a numeric> std (['A'; 'B'])
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	127 %!error <OPT must be 0 or 1> std (1, 2)
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	128 %!error <DIM must be an integer> std (1, [], ones (2,2))
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	129 %!error <DIM must be an integer> std (1, [], 1.5)
7fbecef105ca Allow statistics functions to work over non-existent dimension (bug #33523). Rik <rik@octave.org> parents: 20852 diff changeset	130 %!error <DIM must be .* a valid dimension> std (1, [], 0)

Mercurial > octave

annotate scripts/statistics/std.m @ 24574:b7047fe47123