1 files changed, 90 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/variance_source.c b/gsl-1.9/statistics/variance_source.c
new file mode 100644
index 0000000..7578a43
--- /dev/null
+++ b/gsl-1.9/statistics/variance_source.c
@@ -0,0 +1,90 @@
+/* statistics/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.
+ */
+
+static double 
+FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean);
+
+static double
+FUNCTION(compute,variance) (const BASE data[], const size_t stride, const size_t n, const double mean)
+{
+  /* takes a dataset and finds the variance */
+
+  long double variance = 0 ;
+
+  size_t i;
+
+  /* find the sum of the squares */
+  for (i = 0; i < n; i++)
+    {
+      const long double delta = (data[i * stride] - mean);
+      variance += (delta * delta - variance) / (i + 1);
+    }
+
+  return variance ;
+}
+
+
+double 
+FUNCTION(gsl_stats,variance_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean)
+{
+  const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
+  return variance;
+}
+
+double 
+FUNCTION(gsl_stats,sd_with_fixed_mean) (const BASE data[], const size_t stride, const size_t n, const double mean)
+{
+  const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
+  const double sd = sqrt (variance);
+
+  return sd;
+}
+
+
+
+double 
+FUNCTION(gsl_stats,variance_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
+{
+  const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
+  
+  return variance * ((double)n / (double)(n - 1));
+}
+
+double 
+FUNCTION(gsl_stats,sd_m) (const BASE data[], const size_t stride, const size_t n, const double mean)
+{
+  const double variance = FUNCTION(compute,variance) (data, stride, n, mean);
+  const double sd = sqrt (variance * ((double)n / (double)(n - 1)));
+
+  return sd;
+}
+
+double 
+FUNCTION(gsl_stats,variance) (const BASE data[], const size_t stride, const size_t n)
+{
+  const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
+  return FUNCTION(gsl_stats,variance_m)(data, stride, n, mean);
+}
+
+double 
+FUNCTION(gsl_stats,sd) (const BASE data[], const size_t stride, const size_t n)
+{
+  const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
+  return FUNCTION(gsl_stats,sd_m) (data, stride, n, mean);
+}