How to use var/variance function in armadillo

Question

How should I be using the var() function in armadillo ?

I have a matrix in which rows are variables/features and columns observations/instances.

I which to get the variance of each row so I can determine variables/features with the greatest variance.

Currently I am calling:

auto variances = arma::var(data, 0, 1);

Where data is my matrix.

As far as I can tell at the moment I am getting a matrix ? And the documentation suggests this is correct. I was expecting to get back a single vector with variance scores for each of my matrix rows.

I can loop through my rows and get the variance for each row individually like so:

for (auto i = 0; i < data.n_rows; ++i)
    auto rowVariance = arma::var(dataSet.data.row(i));

But I would prefer not to do this.

I would like to get back a single vector containing variance values for each row in my matrix and then use arma::sort_index() on this vector to get a sorted set of indices corresponding to the sorted variances.

Thanks in advance.

Answer 1

Turns out the error was because I was using arma::var variances = arma::var(data, 0, 1) and should have been using arma::Col<T> variances = arma::var(data, 0, 1)due to my data matrix being of type arma::Mat<T> as I'm allowing both float and double point precision only.

The comment above from vagoberto set me on the right track.