Variance et l'espérance mathématique

Salut,
Elles n'existent pas, mais c'est très facile de les définir en vectorisant les calculs :

Code:

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program math_functions
    implicit none
    double precision, allocatable :: x(:)
    integer :: i
 
    x = (/ (i, i = 1, 100) /)
    print '(e14.6)', mean(x)
    print '(e14.6)', variance(x)
    print '(e14.6)', std_dev(x)
 
contains
 
function mean(arr)
    double precision, intent(in) :: arr(:)
    double precision :: mean
    mean = sum(arr) / size(arr)
end function mean
 
function variance(arr)
    double precision, intent(in) :: arr(:)
    double precision :: variance
    variance = mean((arr - mean(arr))**2)
end function variance
 
function std_dev(arr)
    double precision, intent(in) :: arr(:)
    double precision :: std_dev
    std_dev = sqrt(mean(arr**2) - (mean(arr))**2)
end function std_dev
 
end program math_functions