stdev.js (1324B)
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 geometric distribution. 31 * 32 * @param {Probability} p - success probability 33 * @returns {PositiveNumber} standard deviation 34 * 35 * @example 36 * var v = stdev( 0.1 ); 37 * // returns ~9.487 38 * 39 * @example 40 * var v = stdev( 0.5 ); 41 * // returns ~1.414 42 * 43 * @example 44 * var v = stdev( 1.1 ); 45 * // returns NaN 46 * 47 * @example 48 * var v = stdev( NaN ); 49 * // returns NaN 50 */ 51 function stdev( p ) { 52 if ( 53 isnan( p ) || 54 p <= 0.0 || 55 p >= 1.0 56 ) { 57 return NaN; 58 } 59 return sqrt( 1.0-p ) / p; 60 } 61 62 63 // EXPORTS // 64 65 module.exports = stdev;