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/* statistics/p_variance_source.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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.
*/
double
FUNCTION(gsl_stats,pvariance) (const BASE data1[],
const size_t stride1, const size_t n1,
const BASE data2[],
const size_t stride2, const size_t n2)
{
/* Find the pooled variance of two datasets */
const double var1 = FUNCTION(gsl_stats,variance) (data1, stride1, n1);
const double var2 = FUNCTION(gsl_stats,variance) (data2, stride2, n2);
/* calculate the pooled variance */
const double pooled_variance =
(((n1 - 1) * var1) + ((n2 - 1) * var2)) / (n1 + n2 - 2);
return pooled_variance;
}
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