///
/// This file is part of ILNumerics Community Edition.
///
/// ILNumerics Community Edition - high performance computing for applications.
/// Copyright (C) 2006 - 2012 Haymo Kutschbach, http://ilnumerics.net
///
/// ILNumerics Community Edition is free software: you can redistribute it and/or modify
/// it under the terms of the GNU General Public License version 3 as published by
/// the Free Software Foundation.
///
/// ILNumerics Community Edition 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 ILNumerics Community Edition. See the file License.txt in the root
/// of your distribution package. If not, see .
///
/// In addition this software uses the following components and/or licenses:
///
/// =================================================================================
/// The Open Toolkit Library License
///
/// Copyright (c) 2006 - 2009 the Open Toolkit library.
///
/// Permission is hereby granted, free of charge, to any person obtaining a copy
/// of this software and associated documentation files (the "Software"), to deal
/// in the Software without restriction, including without limitation the rights to
/// use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
/// the Software, and to permit persons to whom the Software is furnished to do
/// so, subject to the following conditions:
///
/// The above copyright notice and this permission notice shall be included in all
/// copies or substantial portions of the Software.
///
/// =================================================================================
///
using System;
using System.Collections.Generic;
using System.Text;
using ILNumerics;
using ILNumerics.Exceptions;
using ILNumerics.Storage;
using ILNumerics.Misc;
namespace ILNumerics {
public partial class ILMath {
///
/// Variance along dimension of A
///
/// Input array A
/// [Optional] Vector of scaling factors, same length as working dimension of A, default: no scaling
/// [Optional] true: apply biased normalization to result, default: false (non-biased)
/// [Optional] Index of the dimension to operate along. If omitted operates along the first non singleton dimension (i.e. != 1).
/// Variances
/// On scalar A a scalar 0 of the same shape as A is returned.
/// On empty A an empty array is returned, having the dimension to operate along reduced to length 1.
/// The parameters , and are optional.
/// Ommiting either one will choose its respective default value.
/// The result for = true is computed by the following formula:
/// r = (A - mean(A));
/// var = sum(r * r) / A.D[dim];
/// If is false (default) the normalization is done with the length of the working dimension of A as follows:
/// r = (A - mean(A));
/// var = sum(r * r) / (A.D[dim] - 1);
/// If is given, the parameter is ignored.
/// If is given, the normalization is applied to r as follows:
/// w = w / sum(w);
/// r = A - sum(w * A);
/// var = sum(w * (r * r));
///
public static ILRetArray var(ILInArray A,
ILInArray Weights = null,
bool biased = false, int dim = -1) {
using (ILScope.Enter(A, Weights)) {
if (isnull(A))
throw new ILArgumentException("input parameter A must not be null");
if (A.IsScalar) {
return zeros(A.S);
}
if (dim == -1) {
dim = A.S.WorkingDimension();
if (dim < 0)
dim = 0;
}
if (A.IsEmpty) {
int[] dims = A.S.ToIntArray();
dims[dim] = 1;
return zeros(dims);
}
int n = A.S[dim];
if (isnull(Weights)) {
// unweighted
ILArray tmp = n;
if (!biased && n > 1) {
tmp.a = tmp - 1;
}
ILArray tmpM = sum(A, dim) / n;
ILArray AminTmpM = A - tmpM;
return sum(AminTmpM * AminTmpM, dim) / tmp;
} else {
// weighted
if (!Weights.IsVector || Weights.S.NumberOfElements != n) {
throw new ILArgumentException("Weights parameter must be a vector of the length of the working dimension of A");
}
if (any(Weights < 0)) {
throw new ILArgumentException("values of Weights parameter must all be positive");
}
ILArray locWeights;
if (!A.IsMatrix) {
// vector expansion currently only works for vectors on matrices
ILArray wdims = ones(Math.Max(dim, ndims(A)));
wdims[dim] = Weights.Length;
locWeights = reshape(Weights, new ILSize(wdims)) / sumall(Weights);
int[] repDims = A.S.ToIntArray();
repDims[dim] = 1;
locWeights = repmat(locWeights, repDims);
}
ILArray r = A - sum(Weights * A, dim);
return sum(Weights * (r * r), dim);
}
}
}
#region HYCALPER AUTO GENERATED CODE
///
/// Variance along dimension of A
///
/// Input array A
/// [Optional] Vector of scaling factors, same length as working dimension of A, default: no scaling
/// [Optional] true: apply biased normalization to result, default: false (non-biased)
/// [Optional] Index of the dimension to operate along. If omitted operates along the first non singleton dimension (i.e. != 1).
/// Variances
/// On scalar A a scalar 0 of the same shape as A is returned.
/// On empty A an empty array is returned, having the dimension to operate along reduced to length 1.
/// The parameters , and are optional.
/// Ommiting either one will choose its respective default value.
/// The result for = true is computed by the following formula:
/// r = (A - mean(A));
/// var = sum(r * r) / A.D[dim];
/// If is false (default) the normalization is done with the length of the working dimension of A as follows:
/// r = (A - mean(A));
/// var = sum(r * r) / (A.D[dim] - 1);
/// If is given, the parameter is ignored.
/// If is given, the normalization is applied to r as follows:
/// w = w / sum(w);
/// r = A - sum(w * A);
/// var = sum(w * (r * r));
///
public static ILRetArray var(ILInArray A,
ILInArray Weights = null,
bool biased = false, int dim = -1) {
using (ILScope.Enter(A, Weights)) {
if (isnull(A))
throw new ILArgumentException("input parameter A must not be null");
if (A.IsScalar) {
return zeros(A.S);
}
if (dim == -1) {
dim = A.S.WorkingDimension();
if (dim < 0)
dim = 0;
}
if (A.IsEmpty) {
int[] dims = A.S.ToIntArray();
dims[dim] = 1;
return zeros(dims);
}
int n = A.S[dim];
if (isnull(Weights)) {
// unweighted
ILArray tmp = n;
if (!biased && n > 1) {
tmp.a = tmp - 1;
}
ILArray tmpM = sum(A, dim) / n;
ILArray AminTmpM = A - tmpM;
return sum(AminTmpM * AminTmpM, dim) / tmp;
} else {
// weighted
if (!Weights.IsVector || Weights.S.NumberOfElements != n) {
throw new ILArgumentException("Weights parameter must be a vector of the length of the working dimension of A");
}
if (any(Weights < 0)) {
throw new ILArgumentException("values of Weights parameter must all be positive");
}
ILArray locWeights;
if (!A.IsMatrix) {
// vector expansion currently only works for vectors on matrices
ILArray wdims = ones(Math.Max(dim, ndims(A)));
wdims[dim] = Weights.Length;
locWeights = reshape(Weights, new ILSize(wdims)) / sumall(Weights);
int[] repDims = A.S.ToIntArray();
repDims[dim] = 1;
locWeights = repmat(locWeights, repDims);
}
ILArray r = A - sum(Weights * A, dim);
return sum(Weights * (r * r), dim);
}
}
}
#endregion HYCALPER AUTO GENERATED CODE
}
}