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- /* statistics/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.
- */
- static double
- FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean);
- static double
- FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean)
- {
- /* takes a dataset and finds the variance */
- long double variance = 0 ;
- size_t i;
- /* find the sum of the squares */
- for (i = 0; i < n; i++)
- {
- const long double delta = (data[i * stride] - mean);
- variance += (delta * delta - variance) / (i + 1);
- }
- return variance ;
- }
- double
- FUNCTION(gsl_stats,variance_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean)
- {
- const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
- return variance;
- }
- double
- FUNCTION(gsl_stats,sd_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean)
- {
- const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
- const double sd = sqrt (variance);
- return sd;
- }
- double
- FUNCTION(gsl_stats,variance_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
- {
- const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
-
- return variance * ((double)n / (double)(n - 1));
- }
- double
- FUNCTION(gsl_stats,sd_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
- {
- const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
- const double sd = sqrt (variance * ((double)n / (double)(n - 1)));
- return sd;
- }
- double
- FUNCTION(gsl_stats,variance) (const BASE data[], const size_t stride, const size_t n)
- {
- const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
- return FUNCTION(gsl_stats,variance_m)(data, stride, n, mean);
- }
- double
- FUNCTION(gsl_stats,sd) (const BASE data[], const size_t stride, const size_t n)
- {
- const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
- return FUNCTION(gsl_stats,sd_m) (data, stride, n, mean);
- }
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