var(3f) - [M_datapac:STATISTICS] compute the sample variance of a vector of observations
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SUBROUTINE VAR(X,N,Iwrite,Xvar)
REAL(kind=wp),intent(in) :: X(:) INTEGER,intent(in) :: N INTEGER,intent(in) :: Iwrite REAL(kind=wp),intent(out) :: Xvar
VAR(3f) computes the sample variance (with denominator N-1) of the data in the input vector X.The sample variance = (the sum of the squared deviations about the sample mean)/(N-1).
Variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value.
X The vector of (unsorted or sorted) observations. N The integer number of observations in the vector X. IWRITE An integer flag code which (if set to 0) will suppress the printing of the sample variance as it is computed; or (if set to some integer value not equal to 0), like, say, 1) will cause the printing of the sample variance at the time it is computed.
XVAR The value of the computed sample variance (with denominator N-1).
Sample program:
program demo_var use M_datapac, only : var, label implicit none real,allocatable :: x(:) real :: Xvar call label(var) x = [46.0, 69.0, 32.0, 60.0, 52.0, 41.0] call VAR(X,size(x),1,Xvar) write(*,*)merge(GOOD,BAD ,Xvar == 177.2), Xvar end program demo_varResults:
The sample variance of the 6 observations is 0.17720000E+03 GOOD 177.2000
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o Snedecor and Cochran, Statistical Methods, Edition 6, 1967, page 44. o Dixon and Massey, Introduction to Statistical Analysis, Edition 2, 1957, page 38. o Mood and Grable, Introduction to the Theory of Statistics, Edition 2, 1963, page 171.
Nemo Release 3.1 | var (3) | February 23, 2025 |