Method: NMatrix#variance

Defined in:
lib/nmatrix/math.rb

#variance(dimen = 0) ⇒ Object

call-seq:

variance() -> NMatrix
variance(dimen) -> NMatrix

Calculates the sample variance along the specified dimension.

This will force integer types to float64 dtype.

See Also:



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# File 'lib/nmatrix/math.rb', line 567

def variance(dimen=0)
  reduce_dtype = nil
  if integer_dtype? then
    reduce_dtype = :float64
  end
  m = mean(dimen)
  inject_rank(dimen, 0.0, reduce_dtype) do |var, sub_mat|
    var + (m - sub_mat)*(m - sub_mat)/(shape[dimen]-1)
  end
end