stdev.js (1614B)
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 // MODULES // 22 23 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 24 25 26 // MAIN // 27 28 /** 29 * Returns the standard deviation of a beta distribution. 30 * 31 * @param {PositiveNumber} alpha - first shape parameter 32 * @param {PositiveNumber} beta - second shape parameter 33 * @returns {PositiveNumber} standard deviation 34 * 35 * @example 36 * var v = stdev( 1.0, 1.0 ); 37 * // returns ~0.289 38 * 39 * @example 40 * var v = stdev( 4.0, 12.0 ); 41 * // returns ~0.105 42 * 43 * @example 44 * var v = stdev( 8.0, 2.0 ); 45 * // returns ~0.121 46 * 47 * @example 48 * var v = stdev( 1.0, -0.1 ); 49 * // returns NaN 50 * 51 * @example 52 * var v = stdev( -0.1, 1.0 ); 53 * // returns NaN 54 * 55 * @example 56 * var v = stdev( 2.0, NaN ); 57 * // returns NaN 58 * 59 * @example 60 * var v = stdev( NaN, 2.0 ); 61 * // returns NaN 62 */ 63 function stdev( alpha, beta ) { 64 var apb; 65 var out; 66 if ( alpha <= 0.0 || beta <= 0.0 ) { 67 return NaN; 68 } 69 apb = alpha + beta; 70 out = sqrt( ( alpha * beta ) / ( apb + 1.0 ) ); 71 out /= apb; 72 return out; 73 } 74 75 76 // EXPORTS // 77 78 module.exports = stdev;