time-to-botec

Benchmark sampling in different programming languages
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README.md (6916B)


      1 <!--
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      3 @license Apache-2.0
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      5 Copyright (c) 2020 The Stdlib Authors.
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      7 Licensed under the Apache License, Version 2.0 (the "License");
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     11    http://www.apache.org/licenses/LICENSE-2.0
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     20 
     21 # dmeanlipw
     22 
     23 > Calculate the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation.
     24 
     25 <section class="intro">
     26 
     27 The [arithmetic mean][arithmetic-mean] is defined as
     28 
     29 <!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\mu = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the arithmetic mean."> -->
     30 
     31 <div class="equation" align="center" data-raw-text="\mu = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean">
     32     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@4415a930fcdcfd8c5ff6a8781a93d88b40ab0e18/lib/node_modules/@stdlib/stats/base/dmeanlipw/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
     33     <br>
     34 </div>
     35 
     36 <!-- </equation> -->
     37 
     38 </section>
     39 
     40 <!-- /.intro -->
     41 
     42 <section class="usage">
     43 
     44 ## Usage
     45 
     46 ```javascript
     47 var dmeanlipw = require( '@stdlib/stats/base/dmeanlipw' );
     48 ```
     49 
     50 #### dmeanlipw( N, x, stride )
     51 
     52 Computes the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array `x` using a one-pass trial mean algorithm with pairwise summation.
     53 
     54 ```javascript
     55 var Float64Array = require( '@stdlib/array/float64' );
     56 
     57 var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
     58 var N = x.length;
     59 
     60 var v = dmeanlipw( N, x, 1 );
     61 // returns ~0.3333
     62 ```
     63 
     64 The function has the following parameters:
     65 
     66 -   **N**: number of indexed elements.
     67 -   **x**: input [`Float64Array`][@stdlib/array/float64].
     68 -   **stride**: index increment for `x`.
     69 
     70 The `N` and `stride` parameters determine which elements in `x` are accessed at runtime. For example, to compute the [arithmetic mean][arithmetic-mean] of every other element in `x`,
     71 
     72 ```javascript
     73 var Float64Array = require( '@stdlib/array/float64' );
     74 var floor = require( '@stdlib/math/base/special/floor' );
     75 
     76 var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
     77 var N = floor( x.length / 2 );
     78 
     79 var v = dmeanlipw( N, x, 2 );
     80 // returns 1.25
     81 ```
     82 
     83 Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.
     84 
     85 <!-- eslint-disable stdlib/capitalized-comments -->
     86 
     87 ```javascript
     88 var Float64Array = require( '@stdlib/array/float64' );
     89 var floor = require( '@stdlib/math/base/special/floor' );
     90 
     91 var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
     92 var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
     93 
     94 var N = floor( x0.length / 2 );
     95 
     96 var v = dmeanlipw( N, x1, 2 );
     97 // returns 1.25
     98 ```
     99 
    100 #### dmeanlipw.ndarray( N, x, stride, offset )
    101 
    102 Computes the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation and alternative indexing semantics.
    103 
    104 ```javascript
    105 var Float64Array = require( '@stdlib/array/float64' );
    106 
    107 var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
    108 var N = x.length;
    109 
    110 var v = dmeanlipw.ndarray( N, x, 1, 0 );
    111 // returns ~0.33333
    112 ```
    113 
    114 The function has the following additional parameters:
    115 
    116 -   **offset**: starting index for `x`.
    117 
    118 While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying `buffer`, the `offset` parameter supports indexing semantics based on a starting index. For example, to calculate the [arithmetic mean][arithmetic-mean] for every other value in `x` starting from the second value
    119 
    120 ```javascript
    121 var Float64Array = require( '@stdlib/array/float64' );
    122 var floor = require( '@stdlib/math/base/special/floor' );
    123 
    124 var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
    125 var N = floor( x.length / 2 );
    126 
    127 var v = dmeanlipw.ndarray( N, x, 2, 1 );
    128 // returns 1.25
    129 ```
    130 
    131 </section>
    132 
    133 <!-- /.usage -->
    134 
    135 <section class="notes">
    136 
    137 ## Notes
    138 
    139 -   If `N <= 0`, both functions return `NaN`.
    140 -   The underlying algorithm is a specialized case of Welford's algorithm. Similar to the method of assumed mean, the first strided array element is used as a trial mean. The trial mean is subtracted from subsequent data values, and the average deviations used to adjust the initial guess. Accordingly, the algorithm's accuracy is best when data is **unordered** (i.e., the data is **not** sorted in either ascending or descending order such that the first value is an "extreme" value).
    141 
    142 </section>
    143 
    144 <!-- /.notes -->
    145 
    146 <section class="examples">
    147 
    148 ## Examples
    149 
    150 <!-- eslint no-undef: "error" -->
    151 
    152 ```javascript
    153 var randu = require( '@stdlib/random/base/randu' );
    154 var round = require( '@stdlib/math/base/special/round' );
    155 var Float64Array = require( '@stdlib/array/float64' );
    156 var dmeanlipw = require( '@stdlib/stats/base/dmeanlipw' );
    157 
    158 var x;
    159 var i;
    160 
    161 x = new Float64Array( 10 );
    162 for ( i = 0; i < x.length; i++ ) {
    163     x[ i ] = round( (randu()*100.0) - 50.0 );
    164 }
    165 console.log( x );
    166 
    167 var v = dmeanlipw( x.length, x, 1 );
    168 console.log( v );
    169 ```
    170 
    171 </section>
    172 
    173 <!-- /.examples -->
    174 
    175 * * *
    176 
    177 <section class="references">
    178 
    179 ## References
    180 
    181 -   Welford, B. P. 1962. "Note on a Method for Calculating Corrected Sums of Squares and Products." _Technometrics_ 4 (3). Taylor & Francis: 419–20. doi:[10.1080/00401706.1962.10490022][@welford:1962a].
    182 -   van Reeken, A. J. 1968. "Letters to the Editor: Dealing with Neely's Algorithms." _Communications of the ACM_ 11 (3): 149–50. doi:[10.1145/362929.362961][@vanreeken:1968a].
    183 -   Ling, Robert F. 1974. "Comparison of Several Algorithms for Computing Sample Means and Variances." _Journal of the American Statistical Association_ 69 (348). American Statistical Association, Taylor & Francis, Ltd.: 859–66. doi:[10.2307/2286154][@ling:1974a].
    184 -   Higham, Nicholas J. 1993. "The Accuracy of Floating Point Summation." _SIAM Journal on Scientific Computing_ 14 (4): 783–99. doi:[10.1137/0914050][@higham:1993a].
    185 
    186 </section>
    187 
    188 <!-- /.references -->
    189 
    190 <section class="links">
    191 
    192 [arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
    193 
    194 [@stdlib/array/float64]: https://www.npmjs.com/package/@stdlib/array-float64
    195 
    196 [mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray
    197 
    198 [@welford:1962a]: https://doi.org/10.1080/00401706.1962.10490022
    199 
    200 [@vanreeken:1968a]: https://doi.org/10.1145/362929.362961
    201 
    202 [@ling:1974a]: https://doi.org/10.2307/2286154
    203 
    204 [@higham:1993a]: https://doi.org/10.1137/0914050
    205 
    206 </section>
    207 
    208 <!-- /.links -->