stdev.js (1465B)
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 var PINF = require( '@stdlib/constants/float64/pinf' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns the standard deviation of a Student's t distribution. 32 * 33 * @param {PositiveNumber} v - degrees of freedom 34 * @returns {PositiveNumber} standard deviation 35 * 36 * @example 37 * var v = stdev( 9.0 ); 38 * // returns ~1.134 39 * 40 * @example 41 * var v = stdev( 2.0 ); 42 * // returns Infinity 43 * 44 * @example 45 * var v = stdev( 0.5 ); 46 * // returns NaN 47 * 48 * @example 49 * var v = stdev( -0.2 ); 50 * // returns NaN 51 * 52 * @example 53 * var v = stdev( NaN ); 54 * // returns NaN 55 */ 56 function stdev( v ) { 57 if ( isnan( v ) || v <= 1.0 ) { 58 return NaN; 59 } 60 if ( v <= 2.0 ) { 61 return PINF; 62 } 63 return sqrt( v / ( v - 2.0 ) ); 64 } 65 66 67 // EXPORTS // 68 69 module.exports = stdev;