stdev.js (1646B)
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 negative binomial distribution. 31 * 32 * @param {PositiveNumber} r - number of failures until experiment is stopped 33 * @param {Probability} p - success probability 34 * @returns {PositiveNumber} standard deviation 35 * 36 * @example 37 * var v = stdev( 100, 0.2 ); 38 * // returns ~44.721 39 * 40 * @example 41 * var v = stdev( 20, 0.5 ); 42 * // returns ~6.325 43 * 44 * @example 45 * var v = stdev( 10.3, 0.8 ); 46 * // returns ~1.794 47 * 48 * @example 49 * var v = stdev( -2, 0.5 ); 50 * // returns NaN 51 * 52 * @example 53 * var v = stdev( 20, 1.1 ); 54 * // returns NaN 55 * 56 * @example 57 * var v = stdev( 20, NaN ); 58 * // returns NaN 59 * 60 * @example 61 * var v = stdev( NaN, 0.5 ); 62 * // returns NaN 63 */ 64 function stdev( r, p ) { 65 if ( 66 isnan( r ) || 67 isnan( p ) || 68 r <= 0.0 || 69 p < 0.0 || 70 p > 1.0 71 ) { 72 return NaN; 73 } 74 return sqrt( ( 1.0-p ) * r ) / p; 75 } 76 77 78 // EXPORTS // 79 80 module.exports = stdev;