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Top Forums Shell Programming and Scripting Script for finding standard deviation Post 302235248 by jim mcnamara on Thursday 11th of September 2008 12:27:07 PM
Old 09-11-2008
You are correct. I copied your algorithm - it needs checks.

Code:
awk -F','  '{ sum=0; sumsq=0;
                for(i=1; i<=NF;i++) {sum+=$i; sumsq+=$i*$i}
                printf("mean=%f  stddev= %f\n", sum/NF, 
                sqrt(  ( (sumsq - (sum*sum))< 0) 
                           ? sumsq - (sum*sum)*-1 : sumsq -(sum*sum) )
              } ' file.csv

This should prevent domain errors.... the fact that there are a lot of zero values means the sum of squares can be very small number. You could also use a function like this placed at the top of the awk code block
function abs(n) { return (n <0)? n*=-1 : n}


Code:
awk -F','  '{ function abs(n) { return (n <0)? n*=-1 : n}

                sum=0; sumsq=0;
                for(i=1; i<=NF;i++) {sum+=$i; sumsq+=$i*$i}
                printf("mean=%f  stddev= %f\n", sum/NF, sqrt(abs(sumsq - (sum*sum))) )
              } ' file.csv

 

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zlassq.f(3)							      LAPACK							       zlassq.f(3)

NAME
zlassq.f - SYNOPSIS
Functions/Subroutines subroutine zlassq (N, X, INCX, SCALE, SUMSQ) ZLASSQ updates a sum of squares represented in scaled form. Function/Subroutine Documentation subroutine zlassq (integerN, complex*16, dimension( * )X, integerINCX, double precisionSCALE, double precisionSUMSQ) ZLASSQ updates a sum of squares represented in scaled form. Purpose: ZLASSQ returns the values scl and ssq such that ( scl**2 )*ssq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq, where x( i ) = abs( X( 1 + ( i - 1 )*INCX ) ). The value of sumsq is assumed to be at least unity and the value of ssq will then satisfy 1.0 .le. ssq .le. ( sumsq + 2*n ). scale is assumed to be non-negative and scl returns the value scl = max( scale, abs( real( x( i ) ) ), abs( aimag( x( i ) ) ) ), i scale and sumsq must be supplied in SCALE and SUMSQ respectively. SCALE and SUMSQ are overwritten by scl and ssq respectively. The routine makes only one pass through the vector X. Parameters: N N is INTEGER The number of elements to be used from the vector X. X X is COMPLEX*16 array, dimension (N) The vector x as described above. x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n. INCX INCX is INTEGER The increment between successive values of the vector X. INCX > 0. SCALE SCALE is DOUBLE PRECISION On entry, the value scale in the equation above. On exit, SCALE is overwritten with the value scl . SUMSQ SUMSQ is DOUBLE PRECISION On entry, the value sumsq in the equation above. On exit, SUMSQ is overwritten with the value ssq . Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: September 2012 Definition at line 107 of file zlassq.f. Author Generated automatically by Doxygen for LAPACK from the source code. Version 3.4.2 Tue Sep 25 2012 zlassq.f(3)
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