Standard Deviation

From ILNumerics.Net software wiki

 
 
       /// <summary>
        /// Find the standard deviation of a data set: 
        /// Formula found from here : http://www.johndcook.com/variance.gif
        /// </summary>
        public static double GetVariance(ILArray<double> ilX) {
 
            /*
             *                 1     |                              |
             *      s^2 = ---------- | n*sum( Xi^2 )  - sum(Xi) ^ 2 |
             *             n(n - 1)  |                              |
             * 
             */
 
            double dN = ilX.Dimensions[0];
            double dSumXX = 0;
            double dSumX2 = STMath.Pow((double)ILMath.sum(ilX), 2);
 
            //Loop through the dataset, find the Summed components:
            foreach (double dX in ilX) {
                dSumXX += dX * dX;
            }
 
            double dVariance = (1 / (dN * (dN - 1))) * ((dN * dSumXX) - dSumX2);
 
            return dVariance;
        }
 
 
 
 
        /// <summary>
        /// Get the standard deviation of the data set,
        /// </summary>
        public static double GetDeviation(ILArray<double> ilX) {
            return STMath.Sqrt(GetVariance(ilX));
        }