variance.js (1108B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 /** 22 * Computes the unbiased variance of an array. 23 * 24 * @private 25 * @param {NumericArray} arr - input array 26 * @returns {number} variance 27 */ 28 function variance( arr ) { 29 var delta; 30 var mean; 31 var len; 32 var M2; 33 var i; 34 var x; 35 36 delta = 0.0; 37 mean = 0.0; 38 M2 = 0.0; 39 len = arr.length; 40 for ( i = 0; i < len; i++ ) { 41 x = arr[ i ]; 42 delta = x - mean; 43 mean += delta / (i+1); 44 M2 += delta * ( x - mean ); 45 } 46 return M2 / ( i - 1 ); 47 } 48 49 50 // EXPORTS // 51 52 module.exports = variance;