// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab // Copyright (C) 2000 - INRIA - Carlos Klimann // Copyright (C) 2013 - Samuel GOUGEON // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt // function [s, m] = variance(x, orien, m) // //This function computes the variance of the values of a vector or //matrix x. // //For a vector or a matrix x, s=variance(x) returns in the scalar s the //variance of all the entries of x. // //s=variance(x,'r') (or, equivalently, s=variance(x,1)) is the rowwise //variance. It returns in each entry of the row vector s the variance of //each column of x. // //s=variance(x,'c') (or, equivalently, s=variance(x,2)) is the columnwise standard //deviation. It returns in each entry of the column vector y the //variance of each row of x. // //The input argument m represents the a priori mean. If it is present, then the sum is //divided by n. Otherwise ("sample variance"), it is divided by n-1. // // Checking and normalizing input arguments: // ---------------------------------------- [lhs,rhs] = argn(0) if rhs==0 then tmp = gettext("%s: Wrong number of input arguments: %d to %d expected.\n") error(msprintf(tmp, "variance", 1, 2)) end if x==[] then s = %nan return end if ~isdef("orien","local") then orien = "*" end if rhs==3 then if typeof(m)~="constant" then tmp = gettext("%s: Wrong value of m : a priori mean expected.\n") error(msprintf(tmp, "variance")) elseif orien=="*" then if ~isscalar(m) then tmp = gettext("%s: Wrong value of m : a priori mean expected.\n") error(msprintf(tmp, "variance")) end elseif orien=="r" | orien==1 then if size(m)~=[1 size(x,"c")] & ~isscalar(m) then tmp = gettext("%s: Wrong value of m : a priori mean expected.\n") error(msprintf(tmp, "variance")) end elseif orien=="c" | orien==2 then if size(m)~=[size(x,"r") 1] & ~isscalar(m) then tmp = gettext("%s: Wrong value of m : a priori mean expected.\n") error(msprintf(tmp, "variance")) end end end transposed = %f // to refer and process as in "r", we priorly transpose any "c" request if orien=="r" | orien==1 | orien=="c" | orien==2 | orien=="*" if orien=="c" | orien==2 then x = x.' transposed = %t orien = "r" end else tmp = gettext("%s: Wrong value for input argument #%d: ''%s'', ''%s'', %d or %d expected.\n") error(msprintf(tmp, "variance", 2, "c", "r", 1, 2)) end // Calculations // ------------ d = size(x, orien) - 1 + exists("m","local") // Denominator. If m is given, then the a priori mean is known and we divide by size(n,orien) if rhs == 3 & isnan(m) then // This will compute the "biased variance": the denominator is size(x,orien) but the a priori mean is not considered as provided. rhs = 2 end if orien=="*" then if rhs < 3 then m = mean(x) end else if rhs < 3 then m = mean(x, orien).*.ones(size(x,1),1) else if isscalar(m) then if or(m==[0 1]) then tmp = _("%s: The significance of input argument #%d has been modified. Please refer to the variance help page.\n") warning(msprintf(tmp, "variance", 3)) end // If m is a scalar, extend it to the size of x. // If lhs==1, we do not need to perform this operation, because in the following 'x - m', m can be a scalar m = m*ones(x) else if transposed then m = m.'; end m = m.*.ones(size(x,1),1) end end end s = sum(abs(x - m).^2, orien) / d m = m(1, :); if transposed then s = s.' m = m.' end endfunction