Programmer Guide/Command Reference/EVAL/var: Difference between revisions
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Compute the variance of ''x''. | Compute the variance of ''x''. | ||
---- | ---- | ||
;Usage 1: <code>var(''x''<sub>vector</sub>)</code> | ;Usage 1: '''<code>var(''x''<sub>vector</sub>)</code>''' | ||
;Result 1: The variance ''v'' of vector ''x''. | ;Result 1: The variance ''v'' of vector ''x''. | ||
:<code>''v'' = sum<sub>i = 0..ncol(''x'')-1</sub> ( (x<sub>i</sub>-avr(''x''))^2 ) / (ncol(''x'')-1)</code> | :<code>''v'' = sum<sub>i = 0..ncol(''x'')-1</sub> ( (x<sub>i</sub>-avr(''x''))^2 ) / (ncol(''x'')-1)</code> | ||
---- | ---- | ||
;Usage | ;Usage 2: '''<code>var(''x''<sub>vector</sub>, ''y''<sub>vector</sub>)</code>''' | ||
;Result | ;Result 2: The covariance ''v'' of the vectors ''x'' and ''y''. | ||
:<code>''v'' = sum<sub>i = 0..ncol(''x'')</sub> ( (x<sub>i</sub>-avr(''x'')) * (y<sub>i</sub>-avr(''y'')) ) / (ncol(''x'')-1)</code> | :<code>''v'' = sum<sub>i = 0..ncol(''x'')</sub> ( (x<sub>i</sub>-avr(''x'')) * (y<sub>i</sub>-avr(''y'')) ) / (ncol(''x'')-1)</code> | ||
;Usage 3: '''<code>var(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>''' | |||
:'''<code>var(''x''<sub>matrix</sub>, ''y''<sub>vector</sub>)</code>''' | |||
;Result 3: The covariance ''v'' of the vectors ''x'' and ''y''. | |||
:<code>''v'' = sum<sub>i = 0..ncol(''x'')</sub> ( (x<sub>i</sub>-avr(''x'')) * (y<sub>i</sub>-avr(''y'')) ) / (ncol(''x'')-1)</code> | |||
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Revision as of 13:19, 8 April 2011
Compute the variance of x.
- Usage 1
var(xvector)- Result 1
- The variance v of vector x.
v = sumi = 0..ncol(x)-1 ( (xi-avr(x))^2 ) / (ncol(x)-1)
- Usage 2
var(xvector, yvector)- Result 2
- The covariance v of the vectors x and y.
v = sumi = 0..ncol(x) ( (xi-avr(x)) * (yi-avr(y)) ) / (ncol(x)-1)- Usage 3
var(xmatrix, yvector)var(xmatrix, yvector)- Result 3
- The covariance v of the vectors x and y.
v = sumi = 0..ncol(x) ( (xi-avr(x)) * (yi-avr(y)) ) / (ncol(x)-1)
| Usage: | var(xv) |
| Result type: | scalar |
The covariance of the vector xv and yv.
| Usage: | var(xv,ys) |
| Result type: | scalar |
The covariance matrix for the column vector of the matrix xM. The column average a[j] is either calculated with avr(xM[*,j]) or through the argument y (a[j] = yS or a[j] = yV[j]).
| Usage: | var(xm) |
| var(xm,ys) | |
| var(xm,yv) | |
| Result type: | matrix - (ncol(xm) x ncol(xm)) |
