/// /// 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 } }