Re: [amibroker] Standard deviation of matrix elements

 

hello
I just find a mistake on "SampleStandardDeviation"  . here is the code again

// Standard Deviation AND Sample Standard Deviation
 // http://www.mathsisfun.com/data/standard-deviation-calculator.html
EnableTextOutput( 0 );
X = MxFromString( "{{ 600, 470, 170, 430, 300}}");  //printf( MxToString( X ) );

col = MxGetSize( x, 1 ); 

sumX =  sXsq= SampleVar= 0;
for( i = 0; i < col; i++ ) {
   sumX += x[ 0 ][i ];         // sum of Row Χ
    // variance Of X
   sXsq +=  x[ 0 ][i ] ^2 ;     // sum of square Χ
   //    printf( "\n sXsq X   =\t" + sXsq );
}


MeanX=sumX/col; 
VarianceOfX = (sXsq/col)-MeanX^2;
// Standard Deviation is a measure of how spread out numbers are
StandardDeviation = sqrt(varianceOfX);   // Population Standard Deviation= The formula is the square root of the Variance

// ====== To find the Sample Standard Deviation  ======
for( i = 0; i < col; i++ ) {
    // take each number, subtract the Mean and square the result: then Sum of Differences^2
    SampleVar += ( x[ 0 ][i]-MeanX) ^2;  //printf( "\n Sample Variance X   =\t" + SampleVar );
    }
   // Now calculate the Variance:  (Sum of Differences^2 / (Count-1))  then square root  
   // Sample Standard Deviation= divide by N-1 when calculating Sample Variance
    SampleStandardDeviation=  sqrt( SampleVar/(col-1) ) ;



printf( "\n Sum X= \t%g", sumX );
printf( "\n Mean Of X = \t%g", MeanX );
printf( "\n sum of square = %g", sXsq );
printf( "\n Variance Of X = \t%g", varianceOfX );
printf( "\n Standard Deviation \t"+ StandardDeviation  );
printf( "\n Sample Data \t"+ SampleStandardDeviation  );

Panos


On 10-07-16 5:00 AM, 'TA' tagroups@sbcglobal.net [amibroker] wrote:

 

Thanks Panos. I came up with similar solution.

 

From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Saturday, July 09, 2016 8:21 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Standard deviation of matrix elements

 

 

Hello.
Me too i was playing 3 days ago and i went up to this code
The output is correct, but i dont know is there is a sorter version.  have a fun and i hope it helps.

Panos

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Posted by: Panos Boufardeas <panosbouf@gmail.com>

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