variance.js (1678B)
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 pow = require( '@stdlib/math/base/special/pow' ); 24 25 26 // MAIN // 27 28 /** 29 * Returns the variance of an F distribution. 30 * 31 * @param {PositiveNumber} d1 - numerator degrees of freedom 32 * @param {PositiveNumber} d2 - denominator degrees of freedom 33 * @returns {PositiveNumber} variance 34 * 35 * @example 36 * var v = variance( 3.0, 5.0 ); 37 * // returns ~11.111 38 * 39 * @example 40 * var v = variance( 4.0, 12.0 ); 41 * // returns ~1.26 42 * 43 * @example 44 * var v = variance( 8.0, 5.0 ); 45 * // returns ~7.639 46 * 47 * @example 48 * var v = variance( 1.0, 4.0 ); 49 * // returns NaN 50 * 51 * @example 52 * var v = variance( 1.0, -0.1 ); 53 * // returns NaN 54 * 55 * @example 56 * var v = variance( -0.1, 1.0 ); 57 * // returns NaN 58 * 59 * @example 60 * var v = variance( 2.0, NaN ); 61 * // returns NaN 62 * 63 * @example 64 * var v = variance( NaN, 2.0 ); 65 * // returns NaN 66 */ 67 function variance( d1, d2 ) { 68 var out; 69 if ( d1 <= 0.0 || d2 <= 4.0 ) { 70 return NaN; 71 } 72 out = 2.0 * d2 * d2 * ( d1 + d2 - 2.0 ); 73 out /= d1 * pow( d2 - 2.0, 2.0 ) * ( d2 - 4.0 ); 74 return out; 75 } 76 77 78 // EXPORTS // 79 80 module.exports = variance;