1 /* statistics/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.
21 FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean);
24 FUNCTION(compute,tss) (const BASE data[], const size_t stride, const size_t n, const double mean);
27 FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean)
29 /* takes a dataset and finds the variance */
31 long double variance = 0 ;
35 /* find the sum of the squares */
36 for (i = 0; i < n; i++)
38 const long double delta = (data[i * stride] - mean);
39 variance += (delta * delta - variance) / (i + 1);
46 FUNCTION(compute,tss) (const BASE data[], const size_t stride, const size_t n, const double mean)
48 /* takes a dataset and finds the sum of squares about the mean */
54 /* find the sum of the squares */
55 for (i = 0; i < n; i++)
57 const long double delta = (data[i * stride] - mean);
66 FUNCTION(gsl_stats,variance_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean)
68 const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
73 FUNCTION(gsl_stats,sd_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean)
75 const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
76 const double sd = sqrt (variance);
84 FUNCTION(gsl_stats,variance_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
86 const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
88 return variance * ((double)n / (double)(n - 1));
92 FUNCTION(gsl_stats,sd_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
94 const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
95 const double sd = sqrt (variance * ((double)n / (double)(n - 1)));
101 FUNCTION(gsl_stats,variance) (const BASE data[], const size_t stride, const size_t n)
103 const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
104 return FUNCTION(gsl_stats,variance_m)(data, stride, n, mean);
108 FUNCTION(gsl_stats,sd) (const BASE data[], const size_t stride, const size_t n)
110 const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
111 return FUNCTION(gsl_stats,sd_m) (data, stride, n, mean);
116 FUNCTION(gsl_stats,tss_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
118 const double tss = FUNCTION(compute,tss) (data, stride, n, mean);
124 FUNCTION(gsl_stats,tss) (const BASE data[], const size_t stride, const size_t n)
126 const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
127 return FUNCTION(gsl_stats,tss_m)(data, stride, n, mean);