[Octave-patch-tracker] [patch #10103] Add weighted standard deviation feature to 'std'

[anonymous]

Follow-up Comment #8, patch #10103 (project octave):


[comment #7 comment #7:]
> what other functions does the weighting apply to?
> 

It is used by mean, std, var, maybe others. On top of that it should apply to
'center' too. 
However, to say the truth, I think that std in MATLAB is just:

retval = sqrt (var (varargin{:}));


So var.m should be something like:

den = sum (w);
mu = mean (x, dim, w);
retval = sum (w .* ((x .- mu) .^ 2)) / den;


or


den = sum (w);
cx = center (x, dim, w);
retval = sum (w .* (cx .^ 2)) / den;



And std.m should be just its square root, maybe with a bit of input checking
before that.

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