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#!/usr/bin/env awk -f
#
# @license Apache-2.0
#
# Copyright (c) 2017 The Stdlib Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# Computes the corrected sample standard deviation.
#
# Usage: stdev
#
# Input:
# - a column of numbers
#
# Output:
# - corrected sample standard deviation
#
# Notes:
# - Uses [Welford's method][1].
#
# [1]: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm
BEGIN {
delta = 0
mean = 0
M2 = 0
N = 0
}
{
N += 1
delta = $1 - mean
mean += delta / N
M2 += delta * ($1 - mu)
}
END {
if (N < 2) {
print 0
} else {
print sqrt(M2 / (N-1))
}
}
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