Stan Math Library  2.6.3
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variance.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_VARIANCE_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_VARIANCE_HPP
3 
7 #include <boost/math/tools/promotion.hpp>
8 #include <vector>
9 
10 namespace stan {
11  namespace math {
12 
21  template <typename T>
22  inline
23  typename boost::math::tools::promote_args<T>::type
24  variance(const std::vector<T>& v) {
25  stan::math::check_nonzero_size("variance", "v", v);
26  if (v.size() == 1)
27  return 0.0;
28  T v_mean(mean(v));
29  T sum_sq_diff(0);
30  for (size_t i = 0; i < v.size(); ++i) {
31  T diff = v[i] - v_mean;
32  sum_sq_diff += diff * diff;
33  }
34  return sum_sq_diff / (v.size() - 1);
35  }
36 
43  template <typename T, int R, int C>
44  inline
45  typename boost::math::tools::promote_args<T>::type
46  variance(const Eigen::Matrix<T, R, C>& m) {
47  stan::math::check_nonzero_size("variance", "m", m);
48 
49  if (m.size() == 1)
50  return 0.0;
51  typename boost::math::tools::promote_args<T>::type
52  mn(mean(m));
53  typename boost::math::tools::promote_args<T>::type
54  sum_sq_diff(0);
55  for (int i = 0; i < m.size(); ++i) {
56  typename boost::math::tools::promote_args<T>::type
57  diff = m(i) - mn;
58  sum_sq_diff += diff * diff;
59  }
60  return sum_sq_diff / (m.size() - 1);
61  }
62 
63  }
64 }
65 #endif
bool check_nonzero_size(const char *function, const char *name, const T_y &y)
Return true if the specified matrix/vector is of non-zero size.
boost::math::tools::promote_args< T >::type variance(const std::vector< T > &v)
Returns the sample variance (divide by length - 1) of the coefficients in the specified standard vect...
Definition: variance.hpp:24
boost::math::tools::promote_args< T >::type mean(const std::vector< T > &v)
Returns the sample mean (i.e., average) of the coefficients in the specified standard vector...
Definition: mean.hpp:23

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