function wmean, x, xerr, meanerr, exterr=exterr ;+ ; NAME: ; wmean ; PURPOSE: (one line) ; weighted mean. ; DESCRIPTION: ; Return weighted mean and the error of the mean. ; CATEGORY: ; Math ; CALLING SEQUENCE: ; meanx = wmean(x, xerr, meanerr) ; INPUTS: ; x - array of values ; xerr - array of errors for x ; OPTIONAL INPUT PARAMETERS: ; none ; KEYWORD INPUT PARAMETERS: ; exterr - calculate the "external error" using scatter ; KEYWORD OUTPUT PARAMETERS: ; none ; OUTPUTS: ; return weighted mean. ; manxerr - error in the mean ; COMMON BLOCKS: ; None ; SIDE EFFECTS: ; RESTRICTIONS: ; None ; PROCEDURE: ; MODIFICATION HISTORY: ; Added to layoung/math 2004 Feb, by Leslie Young, SwRI ; fixed typo 2005 Aug 4 LAY ; 2009 Oct 20 LAY - mult. residual by w (weight), to wtot ;- ; select on positive errors to avoid division by 0 eps = (machar()).xmin ; smallest floating point rooteps = sqrt(eps) gd = where(xerr gt rooteps, ngd) ; if all points have funny errors, ; return straight mean and calculate error from scatter if ngd eq 0 then begin xm = mean(x) n = n_elements(x) if n lt 2 then begin meanerr = reform(xerr[0]) endif else begin meanerr = sqrt( total((x-xm)^2.)/(n*(n-1)) ) endelse return, xm end w = 1./xerr[gd]^2 wtot = total(w) xm = total(w*x[gd])/wtot meanerr = 1/sqrt(wtot) if keyword_set(exterr) then begin ; chisq = total( (x[gd]-xm)^2 * wtot[gd] ) chisq = total( (x[gd]-xm)^2 * w[gd] ) meanerr = meanerr * sqrt(chisq/(ngd-1)) end return, xm end