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Fix ddof correction in variance over axes #2938

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Fix ddof correction in variance over axes #2938

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9 changes: 5 additions & 4 deletions include/xtensor/core/xmath.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1825,11 +1825,12 @@ namespace xt
namespace detail
{
template <class T, class S, class ST>
inline auto mean_division(S&& s, ST e_size)
inline auto mean_division(S&& s, ST e_size, ST ddof)
{
using value_type = typename std::conditional_t<std::is_same<T, void>::value, double, T>;
// Avoids floating point exception when s.size is 0
value_type div = s.size() != ST(0) ? static_cast<value_type>(e_size / s.size()) : value_type(0);
value_type div = s.size() != ST(0) ? static_cast<value_type>(e_size / s.size() - ddof)
: value_type(0);
return std::move(s) / std::move(div);
}

Expand All @@ -1848,7 +1849,7 @@ namespace xt
const size_type size = e.size();
XTENSOR_ASSERT(static_cast<size_type>(ddof) <= size);
auto s = sum<T>(std::forward<E>(e), std::forward<X>(axes), es);
return mean_division<T>(std::move(s), size - static_cast<size_type>(ddof));
return mean_division<T>(std::move(s), size, static_cast<size_type>(ddof));
}

template <class T, class E, class I, std::size_t N, class D, class EVS>
Expand All @@ -1858,7 +1859,7 @@ namespace xt
const size_type size = e.size();
XTENSOR_ASSERT(static_cast<size_type>(ddof) <= size);
auto s = sum<T>(std::forward<E>(e), axes, es);
return mean_division<T>(std::move(s), size - static_cast<size_type>(ddof));
return mean_division<T>(std::move(s), size, static_cast<size_type>(ddof));
}

template <class T, class E, class D, class EVS, XTL_REQUIRES(is_reducer_options<EVS>, xtl::is_integral<D>)>
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12 changes: 12 additions & 0 deletions test/test_xmath.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -885,6 +885,18 @@ namespace xt
EXPECT_EQ(xt::average(v, w, {0, 1})(), m);
}

TEST(xmath, variance_ddof)
{
xt::xtensor<double, 2> v = {{1.0, 3.0, 5.0}, {2.0, 4.0, 6.0}};
xt::xtensor<double, 1> v1_ddof1 = {4.0, 4.0};
xt::xtensor<double, 1> v1_ddof2 = {8.0, 8.0};
std::vector<std::size_t> axes = {1};

EXPECT_TRUE(xt::all(xt::equal(xt::variance(v, {1}, 1), v1_ddof1)));
EXPECT_TRUE(xt::all(xt::equal(xt::variance(v, {1}, 2), v1_ddof2)));
EXPECT_TRUE(xt::all(xt::equal(xt::variance(v, axes, 2), v1_ddof2)));
}

/************************
* Linear interpolation *
************************/
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