stdev.js (1724B)
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 var SQRT2 = require( '@stdlib/constants/float64/sqrt-two' ); 25 26 27 // MAIN // 28 29 /** 30 * Returns the standard deviation of an F distribution. 31 * 32 * @param {PositiveNumber} d1 - numerator degrees of freedom 33 * @param {PositiveNumber} d2 - denominator degrees of freedom 34 * @returns {PositiveNumber} standard deviation 35 * 36 * @example 37 * var v = stdev( 3.0, 5.0 ); 38 * // returns ~3.333 39 * 40 * @example 41 * var v = stdev( 4.0, 12.0 ); 42 * // returns ~1.122 43 * 44 * @example 45 * var v = stdev( 8.0, 5.0 ); 46 * // returns ~2.764 47 * 48 * @example 49 * var v = stdev( 1.0, 4.0 ); 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( d1, d2 ) { 69 var out; 70 if ( d1 <= 0.0 || d2 <= 4.0 ) { 71 return NaN; 72 } 73 out = SQRT2 * ( d2 / ( d2-2.0 ) ); 74 out *= sqrt( ( d1+d2-2.0 ) / ( d1*(d2-4.0) ) ); 75 return out; 76 } 77 78 79 // EXPORTS // 80 81 module.exports = stdev;