COLDSTD.OMS
Script File:
# Description:
# Computes the standard deviation of each column of a matrix.
#
# The j-th element of the standard deviation is equal to
# sqrt( (x(1, j) - xbar(j))^2 + ... + x(n, j) - xbar(j))^2)
# where ~n is the row dimension of ~x and ~xbar(j) is the
# average of the j-th column of ~x.
#
x = [ ...
{0., 2., 4.}, ... first column
{0., -1., 1.} ... second column
]
print "x"
print x
print "colstd(x)"
print colstd(x)
#
# compute the standard deviation as per the formula above
delta = [x.col(1) - 2., x.col(2) - 0.]
sum = colsum(delta^2)
print "computed from formula in example"
print sqrt(sum / 2.)
Output:
x
{
[ 0 , 0 ]
[ 2 , -1 ]
[ 4 , 1 ]
}
colstd(x)
[ 2 , 1 ]
computed from formula in example
[ 2 , 1 ]
