stdev.js (1998B)
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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); 24 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 25 var PINF = require( '@stdlib/constants/float64/pinf' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns the standard deviation of a hypergeometric distribution. 32 * 33 * @param {NonNegativeInteger} N - population size 34 * @param {NonNegativeInteger} K - subpopulation size 35 * @param {NonNegativeInteger} n - number of draws 36 * @returns {NonNegativeNumber} standard deviation 37 * 38 * @example 39 * var v = stdev( 16, 11, 4 ); 40 * // returns ~0.829 41 * 42 * @example 43 * var v = stdev( 2, 1, 1 ); 44 * // returns 0.5 45 * 46 * @example 47 * var v = stdev( 10, 5, 12 ); 48 * // returns NaN 49 * 50 * @example 51 * var v = stdev( 10.3, 10, 4 ); 52 * // returns NaN 53 * 54 * @example 55 * var v = stdev( 10, 5.5, 4 ); 56 * // returns NaN 57 * 58 * @example 59 * var v = stdev( 10, 5, 4.5 ); 60 * // returns NaN 61 * 62 * @example 63 * var v = stdev( NaN, 10, 4 ); 64 * // returns NaN 65 * 66 * @example 67 * var v = stdev( 20, NaN, 4 ); 68 * // returns NaN 69 * 70 * @example 71 * var v = stdev( 20, 10, NaN ); 72 * // returns NaN 73 */ 74 function stdev( N, K, n ) { 75 if ( 76 !isNonNegativeInteger( N ) || 77 !isNonNegativeInteger( K ) || 78 !isNonNegativeInteger( n ) || 79 N === PINF || 80 K === PINF || 81 K > N || 82 n > N 83 ) { 84 return NaN; 85 } 86 return sqrt( n * ( K/N ) * ( (N-K)/N ) * ( (N-n)/(N-1) ) ); 87 } 88 89 90 // EXPORTS // 91 92 module.exports = stdev;