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- ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
- ##
- ## 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 2, 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 file. If not, write to the Free Software Foundation,
- ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
-
- ## usage: var (x)
- ##
- ## For vector arguments, return the (real) variance of the values.
- ## For matrix arguments, return a row vector contaning the variance for
- ## each column.
-
- ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
- ## Description: Compute variance
-
- function y = var(x)
-
- if (nargin != 1)
- usage ("var (x)");
- endif
-
- [nr, nc] = size (x);
- if (nr == 0 || nc == 0)
- error ("var: x must not be empty");
- elseif ((nr == 1) && (nc == 1))
- y = 0;
- elseif ((nr == 1) || (nc == 1))
- n = length (x);
- y = (sumsq (x) - sum(x)^2 / n) / (n - 1);
- else
- y = (sumsq (x) - sum(x).^2 / nr) / (nr - 1);
- endif
-
- endfunction
-