54 lines
1.8 KiB
Matlab
54 lines
1.8 KiB
Matlab
function variances = nanvariance(data)
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% Compute the standard deviation for each observed variable (possibly with missing observations).
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%@info:
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%! @deftypefn {Function File} {@var{variances} =} nanvariance(@var{data})
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%! @anchor{nanvariance}
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%! This function computes the variances of the observed variables (possibly with missing observations).
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%!
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%! @strong{Inputs}
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%! @table @var
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%! @item datas
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%! A T*N array of real numbers.
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%! @end table
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%!
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%! @strong{Outputs}
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%! @table @var
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%! @item variances
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%! A N*1 vector of real numbers
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%! @end table
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%!
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%! @strong{This function is called by:}
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%! @ref{descriptive_statistics}.
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%!
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%! @strong{This function calls:}
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%! @ref{ndim}, @ref{demean}, @ref{nandemean}.
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%!
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%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.stdv} is a
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%! @tex{n\times 1} vector (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs}).
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%!
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%! @end deftypefn
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%@eod:
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% Copyright © 2011-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if isanynan(data)
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variances = transpose(nanmean(bsxfun(@power,nandemean(data),2)));
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else
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variances = transpose(mean(bsxfun(@power,demean(data),2)));
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end |