Changeset 229 for bdm/stat/emix.h

Timestamp:

01/15/09 10:53:54 (15 years ago)

Author:

smidl

Message:

epdf has a new function: variance()

Files:

• bdm/stat/emix.h (modified) (2 diffs)

bdm/stat/emix.h

@@ -104 +104 @@
                 for ( i = 0;i < w.length();i++ ) {mu += w ( i ) * Coms ( i )->mean(); }
                 return mu;
+        }
+        vec variance() const {
+                //non-central moment
+                vec mom2 = zeros(rv.count());
+                for ( int i = 0;i < w.length();i++ ) {mom2 += w ( i ) * pow(Coms ( i )->mean(),2); }
+                //central moment
+                return mom2-pow(mean(),2);
         }
         double evallog ( const vec &val ) const {
@@ -243 +250 @@
                 return tmp;
         }
+        vec variance() const {
+                vec tmp ( rv.count() ); //second moment
+                for ( int i=0;i<epdfs.length();i++ ) {
+                        vec pom = epdfs ( i )->mean();
+                        dls ( i )->fill_val ( tmp, pow(pom,2) );
+                }
+                return tmp-pow(mean(),2);
+        }
         vec sample() const {
                 vec tmp ( rv.count() );