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Diffstat (limited to 'macros/var.sci')
| -rw-r--r-- | macros/var.sci | 173 |
1 files changed, 173 insertions, 0 deletions
diff --git a/macros/var.sci b/macros/var.sci new file mode 100644 index 0000000..9496da1 --- /dev/null +++ b/macros/var.sci @@ -0,0 +1,173 @@ +function y = var(x,w,dim)
+
+ // This function var estimate the variance of the values in X.
+ // Calling Sequence
+ // y=var(x)
+ // y=var(x,w)
+ // y=var(x,w,dim)
+ // Parameters
+ // x: a vector or matrix.
+ // w: weight vector W of length X, or may take the value of 0 and 1. The default value is 0. Consider only non-negative values.
+ // dim: consider the variance along the dimension of X. 1 for clumun wise variamce and 2 for row wise variance.
+ // y: returns the variance of the values in X.
+
+ // Examples
+ // x=[1.2, 5, 10, -20, 12,10,5,20,32,20];
+ // w=1:10;
+ // dim=2;
+ // y=var(x, w, dim) ;
+ // See also
+ // Authors
+ // Jitendra Singh
+
+ if argn(2)==1 then
+
+ if type(x)==10 then
+ x=ascii(x)
+ end
+ if size(x,1)==1 |size(x,2)==1 then
+ sd=stdev(x)
+ else
+ sd=stdev(x,1)
+ end
+ y=sd.^2;
+ end
+
+ if argn(2)<=3 & argn(2)>1 then
+
+
+ if size(x,1)==1 |size(x,2)==1 then
+ sd=stdev(x);
+ n=length(x);
+ y1= sd.^2;
+ if length(w)==1 & w==0 then
+ y=y1;
+ elseif length(w)==1 & w==1 then
+ y=y1*((n-1)/n);
+ elseif length(w)==n & and(w>=0) then
+ if size(x,1)~=size(w,1) then
+ w=w';
+ end
+ wmean=sum(x.*w)/sum(w);
+ x1=(x-wmean).^2;
+
+ l=length(find(w>0));
+
+
+ sd=((sum(w.*x1))/(((l-1)/l)*sum(w)));
+ y=(sd)*((n-1)/n);
+ elseif length(w)~=size(x)& length(w)>1 then
+ error ('The length of W must be compatible with X.')
+
+ else
+ error('W must be a vector of nonnegative weights, or a scalar 0 or 1.')
+ end
+
+ else
+ n=size(x,1)
+ sd=stdev(x,1)
+ y1=sd.^2;
+ if length(w)==1 & w==0 then
+ y=y1;
+ elseif length(w)==1 & w==1 then
+ y=y1*((n-1)/n);
+ elseif length(w)==n & and(w>=0) then
+
+ for i=1:size(x,2)
+ xx=(x(:,i))
+ if size(xx,1)~=size(w,1) then
+ w=w';
+ end
+ wmean=sum(xx.*w)/sum(w);
+ x1=(x(:,i)-wmean).^2;
+ l=length(find(w>0));
+ sd(i)=sum((w.*x1)/(((l-1)/l)*sum(w)));
+ end
+ y=sd*((l-1)/l);
+
+elseif length(w)~=size(x,1) & length(w)>1 then
+ error ('The length of W must be compatible with X.')
+
+ else
+ error('W must be a vector of nonnegative weights, or a scalar 0 or 1.')
+
+ end
+ end
+
+end
+
+
+
+if argn(2)==3 then
+
+ if dim==2 then
+
+ if size(x,1)==1 | size(x,2)==1 then
+
+ if size(x,1)==1 then
+ y=y;
+ elseif size(x,2)==1 & length(w)== length(x) then
+ error ('The length of W must be compatible with X.')
+ else
+ y=zeros(size(x,1),size(x,2))
+ end
+ else
+ n=size(x,2)
+ sd=stdev(x,2)
+ y1=sd.^2;
+ if length(w)==1 & w==0 then
+ y=y1;
+ elseif length(w)==1 & w==1 then
+ y=y1*((n-1)/n);
+ elseif length(w)==n & and(w>=0) then
+ for i=1:size(x,1)
+ xx=(x(:,i))
+ if size(xx,1)~=size(w,1) then
+ w=w';
+ end
+ wmean=sum(xx.*w)/sum(w);
+ x1=(x(:,i)-wmean).^2;
+ l=length(find(w>0));
+ sd(i)=sum((w.*x1)/(((l-1)/l)*sum(w)));
+ end
+ y=sd*((l-1)/l);
+ else
+ error('The length of W must be compatible with X.')
+ end
+ end
+end
+
+ if dim==1 then
+
+
+ if size(x,1)==1 | size(x,2)==1 then
+
+ if size(x,2)==1 then
+
+ y=y;
+ elseif size(x,1)==1 & length(w)== length(x) then
+ error ('The length of W must be compatible with X.')
+ else
+ y=zeros(size(x,1),size(x,2))
+ end
+
+ end
+
+ end
+
+ if dim>2 then
+ if length(w)==1 & w==1 | w==0 then
+ y=zeros(size(x,1), size(x,2))
+ else
+ error ('The length of W must be compatible with X.')
+ end
+
+ end
+
+
+ if dim<=0 then
+ error('Dimension argument must be a positive integer scalar within indexing range.')
+ end
+ end
+
+ endfunction
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