fvar_a49.cpp

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/*
 * $Id$
 *
 * Author: David Fournier
 * Copyright (c) 2008-2012 Regents of the University of California
 */
#include <fvar.hpp>

#ifdef __TURBOC__
  #pragma hdrstop
  #include <iostream.h>
#endif

#ifdef __ZTC__
  #include <iostream.hpp>
#endif

#include <math.h>

dvariable var(const dvar_vector& v)
  {
    dvariable tmp;
    gradient_structure* gs = gradient_structure::_instance;
    gs->RETURN_ARRAYS_INCREMENT();
    tmp=norm(v)/sqrt(double(v.size()));
    dvariable tmp1;
    tmp1=mean(v);
    gs->RETURN_ARRAYS_DECREMENT();
    return(tmp*tmp-tmp1*tmp1);
  }

dvariable std_dev(const dvar_vector& v)
  {
    dvariable tmp;
    gradient_structure* gs = gradient_structure::_instance;
    gs->RETURN_ARRAYS_INCREMENT();
    tmp=norm(v)/sqrt(double(v.size()));
    dvariable tmp1;
    tmp1=mean(v);
    gs->RETURN_ARRAYS_DECREMENT();
    return(sqrt(tmp*tmp-tmp1*tmp1));
  }

dvariable mean(const dvar_vector& v)
{
  dvariable tmp = 0.0;
  if (allocated(v))
  {
    gradient_structure* gs = gradient_structure::_instance;
    gs->RETURN_ARRAYS_INCREMENT();
    tmp = sum(v) / double(v.size());
    gs->RETURN_ARRAYS_DECREMENT();
  }
  return tmp;
}