stdev for each column of 2d matrix

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Thu, 03/10/2016 - 03:38 am

I have a series of waves all the same length which I have concatenated together to form a matrix with them all stacked on top of one another. I wish to know the average and standard deviation of each column of the matrix (so for the points wave1[0],wave2[0],wave3[0], then for wave1[1],wave2[1],wave3[1] etc).

What's the most efficient way of doing this?

Thanks
Use MatrixOP. For example, if your concatenated matrix is wave1 you can execute:
Variable rows=dimSize(wave1,0)
MatrixOP/O averages=sumCols(wave1)/rows


Similary,
MatrixOP/o variances=varCols(wave1)


I should also note that in IP7 you can simply compute WaveStats on a per column basis (use /PCST).

I hope this helps,

A.G.
WaveMetrics, Inc.

March 10, 2016 at 12:32 pm - Permalink