/* statistics/p_variance_source.c

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough

 * 

 * 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, write to the Free Software

 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

double 

FUNCTION(gsl_stats,pvariance) (const BASE data1[], 

                               const size_t stride1, const size_t n1, 

                               const BASE data2[], 

                               const size_t stride2, const size_t n2)

{

  /* Find the pooled variance of two datasets */

  const double var1 = FUNCTION(gsl_stats,variance) (data1, stride1, n1);

  const double var2 = FUNCTION(gsl_stats,variance) (data2, stride2, n2);

  /* calculate the pooled variance */

  const double pooled_variance = 

    (((n1 - 1) * var1) + ((n2 - 1) * var2)) / (n1 + n2 - 2);

  return pooled_variance;

}