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geostd.m
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geostd.m
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function gsd = geostd(x, flag, dim)
% For vectors, GEOSTD(X) calculates the geometric standard deviation of
% input X. For matrices GEOSTD calculates the geometric standard
% deviation over each column of X. For N-D arrays, GEOSTD calculates the
% geometric standard deviation over the first non-singleton dimension of X.
%
%
% WARNING: By default GEOSTD normalises by N, where N is the sample size.
% This is different to the way the built-in MATLAB function STD operates.
%
%
% GEOSTD(X, 0) calculates the geometric standard deviation as above, with
% normalisation factor (N-1). GEOSTD(X, 1) works like GEOSTD(X).
%
%
% GEOSTD(X, [], DIM) calculates the geometric standard deviation along
% dimension DIM of X. Use a flag of 0 to normalise by factor (N-1), or a
% flag of 1 to normalise by factor N.
%
%
% NOTE: Class type checking and error handling are conducted within EXP,
% STD and LOG.
%
%
% EXAMPLE: X = 10*rand(5);
% geostd(X)
% ans =
%
% 1.1858 1.8815 1.8029 4.1804 2.5704
%
%
% Class support for input X:
% float: double, single
%
%
% See also GEOMEAN (stats toolbox), STD.
%
%
% $ Author: Richie Cotton $ $ Date: 2006/03/17 $
% Basic error checking of inputs
if nargin < 1
error('geostd:notEnoughInputs', 'This function requires at least one input.');
elseif any(x(:) < 0)
error(geostd:badData', 'All data values must be positive.');
end
% Setup default flag where required
if nargin < 2 || isempty(flag)
flag = 1;
end
% If dimension is not specified, find first non-singleton dimension
if nargin < 3 || isempty(dim)
dim = find(size(x) ~= 1, 1);
if isempty(dim)
dim = 1;
end
end
% Turn off warnings regarding log of zero, since this is an artifact of the
% technique use to calculate the gsd
lozwarning = warning('off', 'MATLAB:log:logOfZero');
% Calculate geometric std dev using
% "log of geometric std dev of data = arithmetic std dev of log of data"
gsd = exp(std(log(x), flag, dim));
% Reset warning value
warning(lozwarning);