diff --git a/stdlib/Statistics/src/Statistics.jl b/stdlib/Statistics/src/Statistics.jl index cf3855a1d6f49..e9d3148659217 100644 --- a/stdlib/Statistics/src/Statistics.jl +++ b/stdlib/Statistics/src/Statistics.jl @@ -248,12 +248,20 @@ function varm!(R::AbstractArray{S}, A::AbstractArray, m::AbstractArray; correcte end """ - varm(v, m; dims, corrected::Bool=true) + varm(itr, m; dims, corrected::Bool=true) -Compute the sample variance of a collection `v` with known mean(s) `m`, -optionally over the given dimensions. `m` may contain means for each dimension of -`v`. If `corrected` is `true`, then the sum is scaled with `n-1`, -whereas the sum is scaled with `n` if `corrected` is `false` where `n = length(v)`. +Compute the sample variance of collection `itr`, with known mean(s) `m`. + +The algorithm returns an estimator of the generative distribution's variance +under the assumption that each entry of `itr` is an IID drawn from that generative +distribution. For arrays, this computation is equivalent to calculating +`sum((itr .- mean(itr)).^2) / (length(itr) - 1)`. +If `corrected` is `true`, then the sum is scaled with `n-1`, +whereas the sum is scaled with `n` if `corrected` is +`false` with `n` the number of elements in `itr`. + +If `itr` is an `AbstractArray`, `dims` can be provided to compute the variance +over dimensions, and `m` may contain means for each dimension of `itr`. !!! note If array contains `NaN` or [`missing`](@ref) values, the result is also @@ -276,15 +284,22 @@ end """ - var(v; dims, corrected::Bool=true, mean=nothing) + var(itr; dims, corrected::Bool=true, mean=nothing) + +Compute the sample variance of collection `itr`. -Compute the sample variance of a vector or array `v`, optionally along the given dimensions. -The algorithm will return an estimator of the generative distribution's variance -under the assumption that each entry of `v` is an IID drawn from that generative -distribution. This computation is equivalent to calculating `sum(abs2, v - mean(v)) / -(length(v) - 1)`. If `corrected` is `true`, then the sum is scaled with `n-1`, -whereas the sum is scaled with `n` if `corrected` is `false` where `n = length(v)`. -The mean `mean` over the region may be provided. +The algorithm returns an estimator of the generative distribution's variance +under the assumption that each entry of `itr` is an IID drawn from that generative +distribution. For arrays, this computation is equivalent to calculating +`sum((itr .- mean(itr)).^2) / (length(itr) - 1)). +If `corrected` is `true`, then the sum is scaled with `n-1`, +whereas the sum is scaled with `n` if `corrected` is +`false` with `n` the number of elements in `itr`. + +A pre-computed `mean` may be provided. + +If `itr` is an `AbstractArray`, `dims` can be provided to compute the variance +over dimensions, and `mean` may contain means for each dimension of `itr`. !!! note If array contains `NaN` or [`missing`](@ref) values, the result is also @@ -342,15 +357,22 @@ stdm(A::AbstractArray, m; corrected::Bool=true) = sqrt.(varm(A, m; corrected=corrected)) """ - std(v; corrected::Bool=true, mean=nothing, dims) + std(itr; corrected::Bool=true, mean=nothing[, dims]) + +Compute the sample standard deviation of collection `itr`. -Compute the sample standard deviation of a vector or array `v`, optionally along the given -dimensions. The algorithm returns an estimator of the generative distribution's standard -deviation under the assumption that each entry of `v` is an IID drawn from that generative -distribution. This computation is equivalent to calculating `sqrt(sum((v - mean(v)).^2) / -(length(v) - 1))`. A pre-computed `mean` may be provided. If `corrected` is `true`, -then the sum is scaled with `n-1`, whereas the sum is scaled with `n` if `corrected` is -`false` where `n = length(v)`. +The algorithm returns an estimator of the generative distribution's standard +deviation under the assumption that each entry of `itr` is an IID drawn from that generative +distribution. For arrays, this computation is equivalent to calculating +`sqrt(sum((itr .- mean(itr)).^2) / (length(itr) - 1))`. +If `corrected` is `true`, then the sum is scaled with `n-1`, +whereas the sum is scaled with `n` if `corrected` is +`false` with `n` the number of elements in `itr`. + +A pre-computed `mean` may be provided. + +If `itr` is an `AbstractArray`, `dims` can be provided to compute the standard deviation +over dimensions, and `means` may contain means for each dimension of `itr`. !!! note If array contains `NaN` or [`missing`](@ref) values, the result is also @@ -376,12 +398,22 @@ std(iterable; corrected::Bool=true, mean=nothing) = sqrt(var(iterable, corrected=corrected, mean=mean)) """ - stdm(v, m; corrected::Bool=true) + stdm(itr, m; corrected::Bool=true) + +Compute the sample standard deviation of collection `itr`, with known mean(s) `m`. + +The algorithm returns an estimator of the generative distribution's standard +deviation under the assumption that each entry of `itr` is an IID drawn from that generative +distribution. For arrays, this computation is equivalent to calculating +`sqrt(sum((itr .- mean(itr)).^2) / (length(itr) - 1))`. +If `corrected` is `true`, then the sum is scaled with `n-1`, +whereas the sum is scaled with `n` if `corrected` is +`false` with `n` the number of elements in `itr`. + +A pre-computed `mean` may be provided. -Compute the sample standard deviation of a vector `v` -with known mean `m`. If `corrected` is `true`, -then the sum is scaled with `n-1`, whereas the sum is -scaled with `n` if `corrected` is `false` where `n = length(v)`. +If `itr` is an `AbstractArray`, `dims` can be provided to compute the standard deviation +over dimensions, and `m` may contain means for each dimension of `itr`. !!! note If array contains `NaN` or [`missing`](@ref) values, the result is also