stdev.js (1767B)
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 isnan = require( '@stdlib/math/base/assert/is-nan' ); 24 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 25 26 27 // MAIN // 28 29 /** 30 * Returns the standard deviation of a beta prime distribution. 31 * 32 * @param {PositiveNumber} alpha - first shape parameter 33 * @param {PositiveNumber} beta - second shape parameter 34 * @returns {PositiveNumber} standard deviation 35 * 36 * @example 37 * var v = stdev( 1.0, 3.0 ); 38 * // returns ~0.866 39 * 40 * @example 41 * var v = stdev( 4.0, 12.0 ); 42 * // returns ~0.223 43 * 44 * @example 45 * var v = stdev( 8.0, 2.5 ); 46 * // returns ~8.219 47 * 48 * @example 49 * var v = stdev( 8.0, 2.0 ); 50 * // returns NaN 51 * 52 * @example 53 * var v = stdev( 1.0, -0.1 ); 54 * // returns NaN 55 * 56 * @example 57 * var v = stdev( -0.1, 1.0 ); 58 * // returns NaN 59 * 60 * @example 61 * var v = stdev( 2.0, NaN ); 62 * // returns NaN 63 * 64 * @example 65 * var v = stdev( NaN, 2.0 ); 66 * // returns NaN 67 */ 68 function stdev( alpha, beta ) { 69 var bm1; 70 if ( 71 isnan( alpha ) || 72 alpha <= 0.0 || 73 isnan( beta ) || 74 beta <= 2.0 75 ) { 76 return NaN; 77 } 78 bm1 = beta - 1.0; 79 return sqrt( ( alpha * ( alpha + bm1 ) ) / ( ( bm1-1.0 ) * bm1*bm1 ) ); 80 } 81 82 83 // EXPORTS // 84 85 module.exports = stdev;