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[Octave-cvsupdate] SF.net SVN: octave:[5603] trunk/octave-forge/extra/NaN/inst
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From: <sch...@us...> - 2009-03-11 11:31:08
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Revision: 5603
http://octave.svn.sourceforge.net/octave/?rev=5603&view=rev
Author: schloegl
Date: 2009-03-11 10:37:04 +0000 (Wed, 11 Mar 2009)
Log Message:
-----------
significant speed improvement
Modified Paths:
--------------
trunk/octave-forge/extra/NaN/inst/meansq.m
trunk/octave-forge/extra/NaN/inst/nanstd.m
trunk/octave-forge/extra/NaN/inst/std.m
trunk/octave-forge/extra/NaN/inst/var.m
Added Paths:
-----------
trunk/octave-forge/extra/NaN/inst/sumsq.m
Modified: trunk/octave-forge/extra/NaN/inst/meansq.m
===================================================================
--- trunk/octave-forge/extra/NaN/inst/meansq.m 2009-03-11 08:27:24 UTC (rev 5602)
+++ trunk/octave-forge/extra/NaN/inst/meansq.m 2009-03-11 10:37:04 UTC (rev 5603)
@@ -1,4 +1,4 @@
-function o=meansq(i,DIM)
+function o=meansq(x,DIM)
% MEANSQ calculates the mean of the squares
%
% y = meansq(x,DIM)
@@ -30,21 +30,18 @@
% along with this program; If not, see <http://www.gnu.org/licenses/>.
-% original Copyright by: KH <Kur...@ci...>
-%
-% Copyright (C) 2000-2003 by Alois Schloegl <a.s...@ie...>
-% $Revision$
+% Copyright (C) 2000-2003,2009 by Alois Schloegl <a.s...@ie...>
% $Id$
+% This is part of the NaN-toolbox for Octave and Matlab
+% see also: http://hci.tugraz.at/schloegl/matlab/NaN/
-x = real(i).^2+imag(i).^2;
-
if nargin<2,
- [o,N] = sumskipnan(x);
+ [o,N,ssq] = sumskipnan(x);
else
- [o,N] = sumskipnan(x,DIM);
+ [o,N,ssq] = sumskipnan(x,DIM);
end;
-o = o./N;
+o = ssq./N;
Modified: trunk/octave-forge/extra/NaN/inst/nanstd.m
===================================================================
--- trunk/octave-forge/extra/NaN/inst/nanstd.m 2009-03-11 08:27:24 UTC (rev 5602)
+++ trunk/octave-forge/extra/NaN/inst/nanstd.m 2009-03-11 10:37:04 UTC (rev 5603)
@@ -1,4 +1,4 @@
-function [y] = nanstd(i,FLAG,DIM)
+function [y] = nanstd(x,FLAG,DIM)
% NANSTD same as STD but ignores NaN's.
% NANSTD is OBSOLETE; use NaN/STD instead. NANSTD is included
% to fix a bug in alternative implementations and to
@@ -17,8 +17,8 @@
%
% see also: SUM, SUMSKIPNAN, NANSUM, STD
-% Copyright (C) 2000-2003,2006,2008 by Alois Schloegl <a.s...@ie...>
% $Id$
+% Copyright (C) 2000-2003,2006,2008,2009 by Alois Schloegl <a.s...@ie...>
% This is part of the NaN-toolbox. For more details see
% http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/NaN/
@@ -47,7 +47,14 @@
if isempty(DIM), DIM=1; end;
end;
-[y,n] = sumskipnan(center(i,DIM).^2,DIM);
+[y,n,ssq] = sumskipnan(x,DIM);
+if all(ssq(:).*n(:) > 2*(y(:).^2))
+ %% rounding error is neglectable
+ y = ssq - y.*y./n;
+else
+ %% rounding error is not neglectable
+ [y,n] = sumskipnan(center(x,DIM).^2,DIM);
+end;
if (FLAG==1)
y = sqrt(y)./n; % normalize with N
Modified: trunk/octave-forge/extra/NaN/inst/std.m
===================================================================
--- trunk/octave-forge/extra/NaN/inst/std.m 2009-03-11 08:27:24 UTC (rev 5602)
+++ trunk/octave-forge/extra/NaN/inst/std.m 2009-03-11 10:37:04 UTC (rev 5603)
@@ -43,9 +43,8 @@
% You should have received a copy of the GNU General Public License
% along with this program; If not, see <http://www.gnu.org/licenses/>.
-% $Revision$
% $Id$
-% Copyright (C) 2000-2003, 2006 by Alois Schloegl <a.s...@ie...>
+% Copyright (C) 2000-2003, 2006,2009 by Alois Schloegl <a.s...@ie...>
% This is part of the NaN-toolbox for Octave and Matlab
% see also: http://hci.tugraz.at/schloegl/matlab/NaN/
@@ -57,8 +56,17 @@
if isempty(DIM), DIM=1; end;
end;
-[y,n] = sumskipnan(center(x,DIM).^2,DIM);
+[y,n,ssq] = sumskipnan(x,DIM);
+if all(ssq(:).*n(:) > 2*(y(:).^2))
+ %% rounding error is neglectable
+ y = ssq - y.*y./n;
+else
+ %% rounding error is not neglectable
+ [y,n] = sumskipnan(center(x,DIM).^2,DIM);
+end;
+
+
if nargin<2,
opt = 0;
end;
Added: trunk/octave-forge/extra/NaN/inst/sumsq.m
===================================================================
--- trunk/octave-forge/extra/NaN/inst/sumsq.m (rev 0)
+++ trunk/octave-forge/extra/NaN/inst/sumsq.m 2009-03-11 10:37:04 UTC (rev 5603)
@@ -0,0 +1,50 @@
+function [o]=sumsq(x,DIM)
+% SUMSQ calculates the sum of squares.
+%
+% [y] = sumsq(x [, DIM])
+%
+% DIM dimension
+% N STD of N-th dimension
+% default or []: first DIMENSION, with more than 1 element
+%
+% y estimated standard deviation
+%
+% features:
+% - can deal with NaN's (missing values)
+% - dimension argument also in Octave
+% - compatible to Matlab and Octave
+%
+% see also: RMS, SUMSKIPNAN, MEAN, VAR, MEANSQ,
+%
+%
+% References(s):
+
+
+% 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, see <http://www.gnu.org/licenses/>.
+
+% $Id$
+% Copyright (C) 2009 by Alois Schloegl <a.s...@ie...>
+% This is part of the NaN-toolbox for Octave and Matlab
+% see also: http://hci.tugraz.at/schloegl/matlab/NaN/
+
+if nargin<2,
+ DIM = [];
+end;
+if isempty(DIM),
+ DIM = min(find(size(x)>1));
+ if isempty(DIM), DIM=1; end;
+end;
+
+[s,n,o] = sumskipnan(x,DIM);
+
Modified: trunk/octave-forge/extra/NaN/inst/var.m
===================================================================
--- trunk/octave-forge/extra/NaN/inst/var.m 2009-03-11 08:27:24 UTC (rev 5602)
+++ trunk/octave-forge/extra/NaN/inst/var.m 2009-03-11 10:37:04 UTC (rev 5603)
@@ -33,9 +33,10 @@
% You should have received a copy of the GNU General Public License
% along with this program; If not, see <http://www.gnu.org/licenses/>.
-% $Revision$
% $Id$
-% Copyright (C) 2000-2003,2006 by Alois Schloegl <a.s...@ie...>
+% Copyright (C) 2000-2003,2006,2009 by Alois Schloegl <a.s...@ie...>
+% This is part of the NaN-toolbox for Octave and Matlab
+% see also: http://hci.tugraz.at/schloegl/matlab/NaN/
if nargin>1,
if ~isempty(opt) & opt~=0,
@@ -53,7 +54,14 @@
if isempty(DIM), DIM=1; end;
end;
-[y,n] = sumskipnan(center(x,DIM).^2,DIM);
+[y,n,ssq] = sumskipnan(x,DIM);
+if all(ssq(:).*n(:) > 2*(y(:).^2))
+ %% rounding error is neglectable
+ y = ssq - y.*y./n;
+else
+ %% rounding error is not neglectable
+ [y,n] = sumskipnan(center(x,DIM).^2,DIM);
+end;
if (opt~=1)
n = max(n-1,0); % in case of n=0 and n=1, the (biased) variance, STD and STE are INF
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