| /* statistics/variance_source.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000 Jim Davies, Brian Gough |
| * |
| * This program 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 2 of the License, or (at |
| * your option) any later version. |
| * |
| * This program 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 this program; if not, write to the Free Software |
| * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| |
| static double |
| FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean); |
| |
| static double |
| FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean) |
| { |
| /* takes a dataset and finds the variance */ |
| |
| long double variance = 0 ; |
| |
| size_t i; |
| |
| /* find the sum of the squares */ |
| for (i = 0; i < n; i++) |
| { |
| const long double delta = (data[i * stride] - mean); |
| variance += (delta * delta - variance) / (i + 1); |
| } |
| |
| return variance ; |
| } |
| |
| |
| double |
| FUNCTION(gsl_stats,variance_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean) |
| { |
| const double variance = FUNCTION(compute,variance) (data, stride, n, mean); |
| return variance; |
| } |
| |
| double |
| FUNCTION(gsl_stats,sd_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean) |
| { |
| const double variance = FUNCTION(compute,variance) (data, stride, n, mean); |
| const double sd = sqrt (variance); |
| |
| return sd; |
| } |
| |
| |
| |
| double |
| FUNCTION(gsl_stats,variance_m) (const BASE data[], const size_t stride, const size_t n, const double mean) |
| { |
| const double variance = FUNCTION(compute,variance) (data, stride, n, mean); |
| |
| return variance * ((double)n / (double)(n - 1)); |
| } |
| |
| double |
| FUNCTION(gsl_stats,sd_m) (const BASE data[], const size_t stride, const size_t n, const double mean) |
| { |
| const double variance = FUNCTION(compute,variance) (data, stride, n, mean); |
| const double sd = sqrt (variance * ((double)n / (double)(n - 1))); |
| |
| return sd; |
| } |
| |
| double |
| FUNCTION(gsl_stats,variance) (const BASE data[], const size_t stride, const size_t n) |
| { |
| const double mean = FUNCTION(gsl_stats,mean) (data, stride, n); |
| return FUNCTION(gsl_stats,variance_m)(data, stride, n, mean); |
| } |
| |
| double |
| FUNCTION(gsl_stats,sd) (const BASE data[], const size_t stride, const size_t n) |
| { |
| const double mean = FUNCTION(gsl_stats,mean) (data, stride, n); |
| return FUNCTION(gsl_stats,sd_m) (data, stride, n, mean); |
| } |