dash.math.variance

Computes variance from the deviations of an ensemble


Syntax



Description

Xvar = dash.math.variance(Xdev)

Returns the variance across an ensemble given the ensemble’s deviations. Determines the coefficient of unbiased estimation using the number of members in the ensemble.

Xvar = dash.math.variance(Xdev, unbias)

Uses a pre-determined coefficient of unbiased estimation.


Input Arguments

Xdev

numeric matrix [N x nMembers]
A set of ensemble deviations. The ensemble members should be organized along the second dimension.

unbias

numeric scalar
A pre-determined coefficient of unbiased estimation

Output Arguments

Xvar

numeric vector [N]
The variances across the ensemble