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Weighted standard deviation in IDL [message #93435]

Thu, 14 July 2016 09:06

cb16
Messages: 3
Registered: July 2016

Junior Member

Hi!

What is the best way to calculate a weighted standard deviation in IDL? Is there some function that does this?

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Re: Weighted standard deviation in IDL [message #93436 is a reply to message #93435]

Thu, 14 July 2016 13:03

Heinz Stege
Messages: 189
Registered: January 2003

Senior Member

On Thu, 14 Jul 2016 09:06:42 -0700 (PDT), cb16 wrote:

> Hi!
>
> What is the best way to calculate a weighted standard deviation in IDL? Is there some function that does this?

Here is an excerpt from a function of mine:

wsum=total(weight,double=double)
xmean=total(xvals*weight,double=double)/wsum
xvar=total((xvals-xmean)^2*weight,double=double)/wsum
xmean_error=(xvar/(count-1))^.5
xstdev=xmean_error*count^.5
xmin=min(xvals,max=xmax)
xrms=(xvar+xmean^2)^.5

Cheers, Heinz

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