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# Copyright (C) 2008 Sylvain Pelissier <sylvain.pelissier@gmail.com>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} nanvar (@var{x})
## @deftypefnx{Function File} {@var{v} =} nanvar (@var{X}, @var{opt})
## @deftypefnx{Function File} {@var{v} =} nanvar (@var{X}, @var{opt}, @var{dim})
## Compute the variance while ignoring NaN values.
##
## For vector arguments, return the (real) variance of the values.
## For matrix arguments, return a row vector containing the variance for
## each column.
##
## The argument @var{opt} determines the type of normalization to use.
## Valid values are
##
## @table @asis 
## @item 0:
## Normalizes with @math{N-1}, provides the best unbiased estimator of the
## variance [default].
## @item 1:
## Normalizes with @math{N}, this provides the second moment around the mean.
## @end table
##
## The third argument @var{dim} determines the dimension along which the 
## variance is calculated.
##
## @seealso{var, nanmean, nanstd, nanmax, nanmin}
## @end deftypefn

function y = nanvar(x,w,dim)
  if nargin < 1
    print_usage ();
  else
    if ((nargin < 2) || isempty(w))
      w = 0;
    endif
    
    if nargin < 3
      dim = min(find(size(x)>1));
      if isempty(dim)
        dim=1;
      endif
    endif
    
    y = nanstd(x,w,dim).^2;
  endif
endfunction

## Tests
%!shared x
%! x = [1 2 nan 3 4 5];
%!assert (nanvar (x), var (x(! isnan (x))), 10*eps)