1 files changed, 39 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/p_variance_source.c b/gsl-1.9/statistics/p_variance_source.c
new file mode 100644
index 0000000..fe9b27a
--- /dev/null
+++ b/gsl-1.9/statistics/p_variance_source.c
@@ -0,0 +1,39 @@
+/* statistics/p_variance_source.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 Jim Davies, Brian Gough
+ * 
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ * 
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * General Public License for more details.
+ * 
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+
+double 
+FUNCTION(gsl_stats,pvariance) (const BASE data1[], 
+                               const size_t stride1, const size_t n1, 
+                               const BASE data2[], 
+                               const size_t stride2, const size_t n2)
+{
+  /* Find the pooled variance of two datasets */
+
+  const double var1 = FUNCTION(gsl_stats,variance) (data1, stride1, n1);
+  const double var2 = FUNCTION(gsl_stats,variance) (data2, stride2, n2);
+
+  /* calculate the pooled variance */
+
+  const double pooled_variance = 
+    (((n1 - 1) * var1) + ((n2 - 1) * var2)) / (n1 + n2 - 2);
+
+  return pooled_variance;
+}
+