1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44
|
## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## 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, 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 file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: var (x)
##
## For vector arguments, return the (real) variance of the values.
## For matrix arguments, return a row vector contaning the variance for
## each column.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Compute variance
function y = var(x)
if (nargin != 1)
usage ("var (x)");
endif
[nr, nc] = size (x);
if (nr == 0 || nc == 0)
error ("var: x must not be empty");
elseif ((nr == 1) && (nc == 1))
y = 0;
elseif ((nr == 1) || (nc == 1))
n = length (x);
y = (sumsq (x) - sum(x)^2 / n) / (n - 1);
else
y = (sumsq (x) - sum(x).^2 / nr) / (nr - 1);
endif
endfunction
|