README.md (6916B)
1 <!-- 2 3 @license Apache-2.0 4 5 Copyright (c) 2020 The Stdlib Authors. 6 7 Licensed under the Apache License, Version 2.0 (the "License"); 8 you may not use this file except in compliance with the License. 9 You may obtain a copy of the License at 10 11 http://www.apache.org/licenses/LICENSE-2.0 12 13 Unless required by applicable law or agreed to in writing, software 14 distributed under the License is distributed on an "AS IS" BASIS, 15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 16 See the License for the specific language governing permissions and 17 limitations under the License. 18 19 --> 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 -->