variance.js (1331B)
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 PI = require( '@stdlib/constants/float64/pi' ); 25 26 27 // MAIN // 28 29 /** 30 * Returns the variance of a Rayleigh distribution. 31 * 32 * @param {NonNegativeNumber} sigma - scale parameter 33 * @returns {NonNegativeNumber} variance 34 * 35 * @example 36 * var v = variance( 9.0 ); 37 * // returns ~34.765 38 * 39 * @example 40 * var v = variance( 2.0 ); 41 * // returns ~1.717 42 * 43 * @example 44 * var v = variance( -0.2 ); 45 * // returns NaN 46 * 47 * @example 48 * var v = variance( NaN ); 49 * // returns NaN 50 */ 51 function variance( sigma ) { 52 if ( isnan( sigma ) || sigma < 0 ) { 53 return NaN; 54 } 55 return ( 4.0-PI ) * sigma*sigma / 2.0; 56 } 57 58 59 // EXPORTS // 60 61 module.exports = variance;