[Octave-patch-tracker] [patch #10103] [octave] (statistics) Weighted standard deviation for 'std'

[anonymous]

URL:
  <https://savannah.gnu.org/patch/?10103>

                 Summary: [octave] (statistics) Weighted standard deviation
for 'std'
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Mon 30 Aug 2021 09:42:10 AM UTC
                Category: Core : new feature
                Priority: 5 - Normal
                  Status: None
                 Privacy: Public
             Assigned to: None
        Originator Email: s.guidoni@virgilio.it
             Open/Closed: Open
         Discussion Lock: Any

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Details:

This is the std function with weighted standard deviation.

It belongs to the core, but it could be added to the statistics package if you
do not want it in the core.

Example:

octave:6> std(x)
ans =

   1.5239   1.5811   2.8067

octave:7> w = [1 7 8 5 19 3 4 27 1 2]
w =

    1    7    8    5   19    3    4   27    1    2

octave:8> std(x, w)
ans =

   1.5995   1.4361   2.2017

octave:9> help std
 -- std (X)
 -- std (X, W)
 -- std (X, W, DIM)
     Compute the standard deviation of the elements of the vector X.

     The standard deviation is defined as

          std (X) = sqrt ( 1/(N-1) SUM_i (X(i) - mean(X))^2 )

     where N is the number of elements of the X vector.

     If X is a matrix, compute the standard deviation for each column
     and return them in a row vector.

     The argument W determines the weighting scheme to use.  Valid
     values are

     0:
          normalize with N-1, provides the square root of the best
          unbiased estimator of the variance [default]

     1:
          normalize with N, this provides the square root of the second
          moment around the mean

     a vector:
          compute the weighted standard deviation with nonnegative
          scalar weights, the length of W must be equal to the size of X
          along dimension DIM

     If the optional argument DIM is given, operate along this
     dimension.

     See also: var, bounds, mad, range, iqr, mean, median.





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File Attachments:


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Date: Mon 30 Aug 2021 09:42:10 AM UTC  Name: std.m  Size: 5KiB   By: None

<http://savannah.gnu.org/patch/download.php?file_id=51838>

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