/* * Copyright (c) 2015-2024 Sergey Bakhurin * Digital Signal Processing Library [http://dsplib.org] * * This file is part of DSPL. * * 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 3 of the License, or * (at your option) any later version. * * DSPL 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 Foobar. If not, see . */ #include #include #include #include "dspl.h" #ifdef DOXYGEN_ENGLISH /*! **************************************************************************** \ingroup SPEC_MATH_STAT_GROUP \brief Calculates the standard deviation of the input vector `x` Function calculates the the standard deviation value \f[ s = \sqrt{\frac{1}{n-1} \sum_{i = 0}^{n-1} \big(x(i) - \mu \big)^2}, \f] here \f$\mu\f$ - mean value of the vector `x`: \f[ \mu = \frac{1}{n} \sum_{i = 0}^{n-1} x(i). \f] \param[in] x Pointer to the real input vector `x`. \n Vector size is `[n x 1]`. \n \n \param[in] n Size of input vector `x`. \n \n \param[out] s Pointer to the variable which keeps vector `x` standard deviation value.\n Memory must be allocated. \n \n `RES_OK` if function calculates successfully, else \ref ERROR_CODE_GROUP "code error". Example: \code{.cpp} double a[5] = {0.0, 1.0, 2.0, 3.0, 4.0}; double s; stat_std(a, 5, &s); printf("\n\n Standard deviation value: %8.1f\n", s); \endcode As result the variable `s` will keep value `1.5811`. \author Sergey Bakhurin www.dsplib.org ***************************************************************************** */ #endif #ifdef DOXYGEN_RUSSIAN /*! **************************************************************************** \ingroup SPEC_MATH_STAT_GROUP \brief Выборочная оценка стандартного отклонения вещественного вектора `x` Функция рассчитывает оценку стандартного отклонения \f[ s = \sqrt{\frac{1}{n-1} \sum_{i = 0}^{n-1} \big(x(i) - \mu \big)^2}, \f] где \f$\mu\f$ - выборочная оценка математического ожидания вектора `x`: \f[ \mu = \frac{1}{n} \sum_{i = 0}^{n-1} x(i). \f] \param[in] x Указатель на вещественный вектор `x`. \n Размер вектора `[n x 1]`. \n \n \param[in] n Размер входного вектора `x`. \n \n \param[out] s Указатель на адрес памяти, в который сохранить рассчитанное значение стандартного отклонения вектора `x`. \n Память должна быть выделена. \n \n \return `RES_OK` если функция выполнена успешно. \n В противном случае \ref ERROR_CODE_GROUP "код ошибки". Пример: \code{.cpp} double a[5] = {0.0, 1.0, 2.0, 3.0, 4.0}; double s; stat_std(a, 5, &s); printf("\n\n Standard deviation value: %8.1f\n", s); \endcode В результате в переменную `s` будет записано значение `1.5811`. \author Бахурин Сергей. www.dsplib.org ***************************************************************************** */ #endif int DSPL_API stat_std(double* x, int n, double* s) { int k, err; double sum, m; err = mean(x, n, &m); if(err != RES_OK) goto exit_label; sum = (x[0] - m) * (x[0] - m); for(k = 1; k < n; k++) sum += (x[k] - m) * (x[k] - m); (*s) = sqrt(sum / (double)(n-1)); exit_label: return err; }