1 /* statistics/p_variance_source.c
3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 FUNCTION(gsl_stats,pvariance) (const BASE data1[],
23 const size_t stride1, const size_t n1,
25 const size_t stride2, const size_t n2)
27 /* Find the pooled variance of two datasets */
29 const double var1 = FUNCTION(gsl_stats,variance) (data1, stride1, n1);
30 const double var2 = FUNCTION(gsl_stats,variance) (data2, stride2, n2);
32 /* calculate the pooled variance */
34 const double pooled_variance =
35 (((n1 - 1) * var1) + ((n2 - 1) * var2)) / (n1 + n2 - 2);
37 return pooled_variance;