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* Patch from Anton Shepelev to fix variance and standard deviation calculation (bug ID 32804)
git-svn-id: trunk@37791 -
This commit is contained in:
michael
parent
3165651bfd
commit
fb7d2d9ebd
@ -501,7 +501,7 @@ function totalvariance(const data : array of Single) : float;inline;
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function variance(const data : PSingle; Const N : Integer) : float;
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function totalvariance(const data : PSingle; Const N : Integer) : float;
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{ I don't know what the following functions do: }
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{ Population (aka uncorrected) variance and standard deviation }
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function popnstddev(const data : array of Single) : float;inline;
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function popnstddev(const data : PSingle; Const N : Integer) : float;
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function popnvariance(const data : PSingle; Const N : Integer) : float;
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@ -532,7 +532,7 @@ function totalvariance(const data : array of Double) : float;inline;
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function variance(const data : PDouble; Const N : Integer) : float;
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function totalvariance(const data : PDouble; Const N : Integer) : float;
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{ I don't know what the following functions do: }
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{ Population (aka uncorrected) variance and standard deviation }
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function popnstddev(const data : array of Double) : float;inline;
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function popnstddev(const data : PDouble; Const N : Integer) : float;
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function popnvariance(const data : PDouble; Const N : Integer) : float;
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@ -563,7 +563,7 @@ function totalvariance(const data : array of Extended) : float;inline;
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function variance(const data : PExtended; Const N : Integer) : float;
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function totalvariance(const data : PExtended; Const N : Integer) : float;
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{ I don't know what the following functions do: }
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{ Population (aka uncorrected) variance and standard deviation }
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function popnstddev(const data : array of Extended) : float;inline;
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function popnstddev(const data : PExtended; Const N : Integer) : float;
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function popnvariance(const data : PExtended; Const N : Integer) : float;
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@ -1382,8 +1382,17 @@ end;
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{$ifdef FPC_HAS_TYPE_SINGLE}
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function stddev(const data : array of Single) : float; inline;
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procedure MeanAndTotalVariance
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(const data: PSingle; N: LongInt; var mu, variance: float);
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var i: LongInt;
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begin
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mu := Mean( data, N );
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variance := 0;
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for i := 0 to N - 1 do
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variance := variance + Sqr( data[i] - mu );
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end;
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function stddev(const data : array of Single) : float; inline;
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begin
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Result:=Stddev(PSingle(@Data[0]),High(Data)+1);
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end;
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@ -1399,25 +1408,17 @@ begin
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Meanandstddev(PSingle(@Data[0]),High(Data)+1,Mean,stddev);
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end;
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procedure meanandstddev(const data : PSingle;
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Const N : Longint;var mean,stddev : float);
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Var I : longint;
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procedure meanandstddev
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( const data: PSingle;
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const N: Longint;
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var mean,
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stdDev: Float
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);
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var totalVariance: float;
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begin
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Mean:=0;
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StdDev:=0;
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For I:=0 to N-1 do
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begin
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Mean:=Mean+Data[i];
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StdDev:=StdDev+Sqr(Data[i]);
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end;
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Mean:=Mean/N;
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StdDev:=(StdDev-N*Sqr(Mean));
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If N>1 then
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StdDev:=Sqrt(Stddev/(N-1))
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else
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StdDev:=0;
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MeanAndTotalVariance( data, N, mean, totalVariance );
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if N < 2 then stdDev := 0
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else stdDev := Sqrt( totalVariance / ( N - 1 ) );
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end;
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function variance(const data : array of Single) : float; inline;
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@ -1438,20 +1439,11 @@ begin
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Result:=TotalVariance(PSingle(@Data[0]),High(Data)+1);
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end;
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function totalvariance(const data : PSingle;Const N : Integer) : float;
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var S,SS : Float;
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function totalvariance(const data : PSingle; const N : Integer) : float;
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var mu: float;
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begin
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If N=1 then
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Result:=0
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else
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begin
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SumsAndSquares(Data,N,S,SS);
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Result := SS-Sqr(S)/N;
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MeanAndTotalVariance( data, N, mu, result );
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end;
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end;
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function popnstddev(const data : array of Single) : float;
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begin
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@ -1541,8 +1533,17 @@ function norm(const data : PSingle; Const N : Integer) : float;
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{$endif FPC_HAS_TYPE_SINGLE}
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{$ifdef FPC_HAS_TYPE_DOUBLE}
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function stddev(const data : array of Double) : float; inline;
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procedure MeanAndTotalVariance
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(const data: PDouble; N: LongInt; var mu, variance: float);
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var i: LongInt;
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begin
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mu := Mean( data, N );
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variance := 0;
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for i := 0 to N - 1 do
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variance := variance + Sqr( data[i] - mu );
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end;
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function stddev(const data : array of Double) : float; inline;
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begin
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Result:=Stddev(PDouble(@Data[0]),High(Data)+1)
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end;
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@ -1559,25 +1560,17 @@ begin
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Meanandstddev(PDouble(@Data[0]),High(Data)+1,Mean,stddev);
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end;
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procedure meanandstddev(const data : PDouble;
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Const N : Longint;var mean,stddev : float);
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Var I : longint;
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procedure meanandstddev
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( const data: PDouble;
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const N: Longint;
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var mean,
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stdDev: Float
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);
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var totalVariance: float;
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begin
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Mean:=0;
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StdDev:=0;
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For I:=0 to N-1 do
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begin
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Mean:=Mean+Data[i];
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StdDev:=StdDev+Sqr(Data[i]);
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end;
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Mean:=Mean/N;
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StdDev:=(StdDev-N*Sqr(Mean));
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If N>1 then
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StdDev:=Sqrt(Stddev/(N-1))
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else
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StdDev:=0;
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MeanAndTotalVariance( data, N, mean, totalVariance );
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if N < 2 then stdDev := 0
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else stdDev := Sqrt( totalVariance / ( N - 1 ) );
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end;
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function variance(const data : array of Double) : float; inline;
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@ -1599,20 +1592,11 @@ begin
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Result:=TotalVariance(PDouble(@Data[0]),High(Data)+1);
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end;
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function totalvariance(const data : PDouble;Const N : Integer) : float;
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var S,SS : Float;
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function totalvariance(const data : PDouble; const N : Integer) : float;
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var mu: float;
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begin
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If N=1 then
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Result:=0
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else
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begin
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SumsAndSquares(Data,N,S,SS);
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Result := SS-Sqr(S)/N;
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MeanAndTotalVariance( data, N, mu, result );
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end;
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end;
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function popnstddev(const data : array of Double) : float;
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@ -1704,6 +1688,16 @@ function norm(const data : PDouble; Const N : Integer) : float;
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{$endif FPC_HAS_TYPE_DOUBLE}
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{$ifdef FPC_HAS_TYPE_EXTENDED}
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procedure MeanAndTotalVariance
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(const data: PExtended; N: LongInt; var mu, variance: float);
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var i: LongInt;
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begin
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mu := Mean( data, N );
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variance := 0;
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for i := 0 to N - 1 do
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variance := variance + Sqr( data[i] - mu );
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end;
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function stddev(const data : array of Extended) : float; inline;
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begin
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Result:=Stddev(PExtended(@Data[0]),High(Data)+1)
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@ -1720,25 +1714,17 @@ begin
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Meanandstddev(PExtended(@Data[0]),High(Data)+1,Mean,stddev);
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end;
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procedure meanandstddev(const data : PExtended;
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Const N : Longint;var mean,stddev : float);
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Var I : longint;
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procedure meanandstddev
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( const data: PExtended;
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const N: Longint;
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var mean,
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stdDev: Float
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);
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var totalVariance: float;
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begin
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Mean:=0;
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StdDev:=0;
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For I:=0 to N-1 do
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begin
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Mean:=Mean+Data[i];
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StdDev:=StdDev+Sqr(Data[i]);
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end;
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Mean:=Mean/N;
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StdDev:=(StdDev-N*Sqr(Mean));
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If N>1 then
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StdDev:=Sqrt(Stddev/(N-1))
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else
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StdDev:=0;
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MeanAndTotalVariance( data, N, mean, totalVariance );
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if N < 2 then stdDev := 0
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else stdDev := Sqrt( totalVariance / ( N - 1 ) );
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end;
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function variance(const data : array of Extended) : float; inline;
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@ -1761,19 +1747,10 @@ begin
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end;
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function totalvariance(const data : PExtended;Const N : Integer) : float;
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var S,SS : Float;
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var mu: float;
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begin
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If N=1 then
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Result:=0
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else
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begin
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SumsAndSquares(Data,N,S,SS);
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Result := SS-Sqr(S)/N;
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MeanAndTotalVariance( data, N, mu, result );
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end;
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end;
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function popnstddev(const data : array of Extended) : float;
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