view scripts/statistics/base/std.m @ 24511:4f0e6ee6c9b8 stable

Make documentation Sec 26.1 more consistent and Sec 25.4 clearer (bug #52685) * corr.m: Add space in LaTeX formula. For the example, place variables in a @var qualifier. * cov.m: Use @var in LaTeX for x and y when referring to function input vector. Correct Octave-help formula by placing parentheses around N-1 so that -1 is in the denominator. Define N after the formula in which it is used. * gls.m: Define what GLS stands for. Use @var instead of @math for function input and output variables. Move the description of matrix O and scalar s to a third paragraph, ensuring s is lower case. Give a little more context to the description of X and Y in the second paragraph. Add an expansive paragraph three for details about the error variables E including the description of O and s along with their dimensions. Add "matrix" before B and "scalar" before s for clarity. Place @var around variables r, y, x and beta to make those upper case in Octave-help. * histc.m: Use LaTeX math rather than @code for the @tex scenario. * kendall.m: Treat tau differently for LaTeX and Octave-help scenarios. Add space in LaTeX formulas. Treat tau as @var in Octave-help case. Use lower case 'i' for index variable and upper case 'N' for vector length. * kurtosis.m: For mean value of x, use script rather than non-script. Define N after the formula in which it is used for Octave-help case. * mean.m: Indicate N is number of elements. Use @var on input vector x for Octave-help case. * meansq.m: Indicate N is number of elements, but drop the reference to mean value because there is none. Use @var on input vector x for Octave-help case. Use "If x is a matrix" consistent with all others. * median.m: Indicate N is number of elements for LaTeX case. For Octave-help place some vertical lines to represent case curly-bracket. Place @math around N. Define an intermediate vector S representing sorted X and use that in the math formula. * moment.m: Define x-bar as mean and N as number of elements. Use @var on x and p in the Octave-help formulas. * ols.m: Define meaning of OLS. Add @var to LaTeX variables to make them non-script vectors. Use @var instead of @math for function input and output variables. Use hyphens for matrix dimensions in Octave-help formula. Move the description of matrix S to a third paragraph. Give a little more context to the description of X and Y in the second paragraph. Add an expansive paragraph three for details about the error variables E including the description of matrix S along with its dimensions, ensuring S is upper case. Add "matrix" before B for clarity. Make the definition of SIGMA one line for appearance in Octave-help. * prctile.m: Change a mistaken 'y' to 'q' to work in LaTeX as well. * quantile.m: Use @var{method} rather than METHOD. Break up all the method formulas for p(k) into LaTeX and Octave-help versions for better control. Use upper case N for the length of P. * skewness.m: Remove @var from x when referring to vector elements in LaTeX. Indicate N is number of elements. * spearman.m: Break into separate LaTeX and Octave-help cases rather than use @code for LaTeX. Use Greek symbol rho in LaTeX. * std.m: Add @var to x variable to indicate LaTeX or Octave-help vector. Add clarification about N being number elements of x to both LaTeX and Octave-help formulas. * var.m: Indicate N is number of elements. Apply @var to x to show it is a vector. Change == to "is equal to" for normal text.
author Daniel J Sebald <daniel.sebald@ieee.org>
date Wed, 27 Dec 2017 23:38:25 -0600
parents 3ac9f9ecfae5
children 3fc1c8ebe5c3
line wrap: on
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## Copyright (C) 1996-2017 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  {} {} std (@var{x})
## @deftypefnx {} {} std (@var{x}, @var{opt})
## @deftypefnx {} {} std (@var{x}, @var{opt}, @var{dim})
## Compute the standard deviation of the elements of the vector @var{x}.
##
## The standard deviation is defined as
## @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 @var{x} and $N$ is the number of elements of @var{x}.
## @end tex
## @ifnottex
##
## @example
## @group
## std (@var{x}) = sqrt ( 1/(N-1) SUM_i (@var{x}(i) - mean(@var{x}))^2 )
## @end group
## @end example
##
## @noindent
## where @math{N} is the number of elements of the @var{x} vector.
## @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) || islogical (x)))
    error ("std: X must be a numeric vector or matrix");
  endif

  if (isempty (opt))
    opt = 0;
  elseif (! isscalar (opt) || (opt != 0 && opt != 1))
    error ("std: 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) && dim > 0))
      error ("std: DIM must be an integer and a valid dimension");
    endif
  endif

  n = size (x, dim);
  if (n == 1 || isempty (x))
    if (isa (x, "single"))
      retval = zeros (sz, "single");
    else
      retval = zeros (sz);
    endif
  else
    retval = sqrt (sumsq (center (x, dim), dim) / (n - 1 + opt));
  endif

endfunction


%!test
%! x = ones (10, 2);
%! y = [1, 3];
%! assert (std (x), [0, 0]);
%! assert (std (y), sqrt (2), sqrt (eps));
%! assert (std (x, 0, 2), zeros (10, 1));

%!assert (std (ones (3, 1, 2), 0, 2), zeros (3, 1, 2))
%!assert (std ([1 2], 0), sqrt (2)/2, 5*eps)
%!assert (std ([1 2], 1), 0.5, 5*eps)
%!assert (std (1), 0)
%!assert (std (single (1)), single (0))
%!assert (std ([]), [])
%!assert (std (ones (1,3,0,2)), ones (1,3,0,2))
%!assert (std ([1 2 3], [], 3), [0 0 0])

## Test input validation
%!error std ()
%!error std (1, 2, 3, 4)
%!error <X must be a numeric> std (['A'; 'B'])
%!error <OPT must be 0 or 1> std (1, 2)
%!error <DIM must be an integer> std (1, [], ones (2,2))
%!error <DIM must be an integer> std (1, [], 1.5)
%!error <DIM must be .* a valid dimension> std (1, [], 0)