Mercurial > octave
view scripts/statistics/var.m @ 24547:fdc9ce839afd
maint: Remove statistics functions which have been shifted to Octave Forge package.
* NEWS: Announce list of functions removed from core.
* scripts/statistics/center.m, scripts/statistics/corr.m,
scripts/statistics/corrcoef.m, scripts/statistics/cov.m,
scripts/statistics/discrete_cdf.m, scripts/statistics/discrete_inv.m,
scripts/statistics/discrete_pdf.m, scripts/statistics/discrete_rnd.m,
scripts/statistics/empirical_cdf.m, scripts/statistics/empirical_inv.m,
scripts/statistics/empirical_pdf.m, scripts/statistics/empirical_rnd.m,
scripts/statistics/histc.m, scripts/statistics/iqr.m,
scripts/statistics/kendall.m, scripts/statistics/kurtosis.m,
scripts/statistics/mean.m, scripts/statistics/meansq.m,
scripts/statistics/median.m, scripts/statistics/mode.m,
scripts/statistics/module.mk, scripts/statistics/moment.m,
scripts/statistics/prctile.m, scripts/statistics/quantile.m,
scripts/statistics/range.m, scripts/statistics/ranks.m,
scripts/statistics/run_count.m, scripts/statistics/runlength.m,
scripts/statistics/skewness.m, scripts/statistics/spearman.m,
scripts/statistics/statistics.m, scripts/statistics/std.m,
scripts/statistics/var.m, scripts/statistics/zscore.m:
Moved from scripts/statistics/base.
* scripts/module.mk: Update build system. Remove @include for directories
base/, tests/, models/, distributions/.
* octave.texi: Update @detailmenu.
* stats.txi: Rewrite statistics chapter with condensed list of functions.
* scripts/statistics/base/module.mk,
scripts/statistics/distributions/module.mk, scripts/statistics/models/module.mk
scripts/statistics/tests/module.mk:
Removed from build system.
* scripts/statistics/base/cloglog.m, scripts/statistics/base/crosstab.m,
scripts/statistics/base/logit.m, scripts/statistics/base/moment.m,
scripts/statistics/base/ppplot.m, scripts/statistics/base/probit.m,
scripts/statistics/base/qqplot.m, scripts/statistics/distributions/betacdf.m,
scripts/statistics/distributions/betainv.m,
scripts/statistics/distributions/betapdf.m,
scripts/statistics/distributions/betarnd.m,
scripts/statistics/distributions/binocdf.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/binornd.m,
scripts/statistics/distributions/cauchy_cdf.m,
scripts/statistics/distributions/cauchy_inv.m,
scripts/statistics/distributions/cauchy_pdf.m,
scripts/statistics/distributions/cauchy_rnd.m,
scripts/statistics/distributions/chi2cdf.m,
scripts/statistics/distributions/chi2inv.m,
scripts/statistics/distributions/chi2pdf.m,
scripts/statistics/distributions/chi2rnd.m,
scripts/statistics/distributions/discrete_cdf.m,
scripts/statistics/distributions/discrete_inv.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/discrete_rnd.m,
scripts/statistics/distributions/empirical_cdf.m,
scripts/statistics/distributions/empirical_inv.m,
scripts/statistics/distributions/empirical_pdf.m,
scripts/statistics/distributions/empirical_rnd.m,
scripts/statistics/distributions/expcdf.m,
scripts/statistics/distributions/expinv.m,
scripts/statistics/distributions/exppdf.m,
scripts/statistics/distributions/exprnd.m,
scripts/statistics/distributions/fcdf.m,
scripts/statistics/distributions/finv.m,
scripts/statistics/distributions/fpdf.m,
scripts/statistics/distributions/frnd.m,
scripts/statistics/distributions/gamcdf.m,
scripts/statistics/distributions/gaminv.m,
scripts/statistics/distributions/gampdf.m,
scripts/statistics/distributions/gamrnd.m,
scripts/statistics/distributions/geocdf.m,
scripts/statistics/distributions/geoinv.m,
scripts/statistics/distributions/geopdf.m,
scripts/statistics/distributions/geornd.m,
scripts/statistics/distributions/hygecdf.m,
scripts/statistics/distributions/hygeinv.m,
scripts/statistics/distributions/hygepdf.m,
scripts/statistics/distributions/hygernd.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_inv.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/laplace_rnd.m,
scripts/statistics/distributions/logistic_cdf.m,
scripts/statistics/distributions/logistic_inv.m,
scripts/statistics/distributions/logistic_pdf.m,
scripts/statistics/distributions/logistic_rnd.m,
scripts/statistics/distributions/logncdf.m,
scripts/statistics/distributions/logninv.m,
scripts/statistics/distributions/lognpdf.m,
scripts/statistics/distributions/lognrnd.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normcdf.m,
scripts/statistics/distributions/norminv.m,
scripts/statistics/distributions/normpdf.m,
scripts/statistics/distributions/normrnd.m,
scripts/statistics/distributions/poisscdf.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poisspdf.m,
scripts/statistics/distributions/poissrnd.m,
scripts/statistics/distributions/stdnormal_cdf.m,
scripts/statistics/distributions/stdnormal_inv.m,
scripts/statistics/distributions/stdnormal_pdf.m,
scripts/statistics/distributions/stdnormal_rnd.m,
scripts/statistics/distributions/tcdf.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/tpdf.m,
scripts/statistics/distributions/trnd.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidinv.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifcdf.m,
scripts/statistics/distributions/unifinv.m,
scripts/statistics/distributions/unifpdf.m,
scripts/statistics/distributions/unifrnd.m,
scripts/statistics/distributions/wblcdf.m,
scripts/statistics/distributions/wblinv.m,
scripts/statistics/distributions/wblpdf.m,
scripts/statistics/distributions/wblrnd.m,
scripts/statistics/distributions/wienrnd.m,
scripts/statistics/models/logistic_regression.m,
scripts/statistics/models/private/logistic_regression_derivatives.m,
scripts/statistics/models/private/logistic_regression_likelihood.m,
scripts/statistics/tests/anova.m, scripts/statistics/tests/bartlett_test.m,
scripts/statistics/tests/chisquare_test_homogeneity.m,
scripts/statistics/tests/chisquare_test_independence.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/f_test_regression.m,
scripts/statistics/tests/hotelling_test.m,
scripts/statistics/tests/hotelling_test_2.m,
scripts/statistics/tests/kolmogorov_smirnov_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test_2.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.m,
scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_2.m,
scripts/statistics/tests/t_test_regression.m,
scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m,
scripts/statistics/tests/welch_test.m,
scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m:
Removed functions.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 07 Jan 2018 17:13:23 -0800 |
parents | scripts/statistics/base/var.m@194eb4bd202b |
children | d85b2485af9e |
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## Copyright (C) 1995-2017 Kurt Hornik ## ## 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 ## <https://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {} {} var (@var{x}) ## @deftypefnx {} {} var (@var{x}, @var{opt}) ## @deftypefnx {} {} var (@var{x}, @var{opt}, @var{dim}) ## Compute the variance of the elements of the vector @var{x}. ## ## The variance is defined as ## @tex ## $$ ## {\rm var} (x) = \sigma^2 = {\sum_{i=1}^N (x_i - \bar{x})^2 \over N - 1} ## $$ ## 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 ## var (@var{x}) = 1/(N-1) SUM_i (@var{x}(i) - mean(@var{x}))^2 ## @end group ## @end example ## ## where @math{N} is the length of the @var{x} vector. ## ## @end ifnottex ## If @var{x} is a matrix, compute the variance 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 best unbiased estimator of the ## variance [default] ## ## @item 1: ## normalizes with @math{N}, this provides the second moment around the mean ## @end table ## ## If @math{N} is equal to 1 the value of @var{opt} is ignored and ## normalization by @math{N} is used. ## ## If the optional argument @var{dim} is given, operate along this dimension. ## @seealso{cov, std, skewness, kurtosis, moment} ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Compute variance function retval = var (x, opt = 0, dim) if (nargin < 1 || nargin > 3) print_usage (); endif if (! (isnumeric (x) || islogical (x))) error ("var: X must be a numeric vector or matrix"); endif if (isempty (opt)) opt = 0; elseif (opt != 0 && opt != 1) error ("var: 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 ("var: DIM must be an integer and a valid dimension"); endif endif n = size (x, dim); if (n == 1) if (isa (x, "single")) retval = zeros (sz, "single"); else retval = zeros (sz); endif elseif (numel (x) > 0) retval = sumsq (center (x, dim), dim) / (n - 1 + opt); else error ("var: X must not be empty"); endif endfunction %!assert (var (13), 0) %!assert (var (single (13)), single (0)) %!assert (var ([1,2,3]), 1) %!assert (var ([1,2,3], 1), 2/3, eps) %!assert (var ([1,2,3], [], 1), [0,0,0]) %!assert (var ([1,2,3], [], 3), [0,0,0]) ## Test input validation %!error var () %!error var (1,2,3,4) %!error <X must be a numeric> var (['A'; 'B']) %!error <OPT must be 0 or 1> var (1, -1) %!error <FLAG must be 0 or 1> skewness (1, 2) %!error <FLAG must be 0 or 1> skewness (1, [1 0]) %!error <DIM must be an integer> var (1, [], ones (2,2)) %!error <DIM must be an integer> var (1, [], 1.5) %!error <DIM must be .* a valid dimension> var (1, [], 0) %!error <X must not be empty> var ([], 1)