time-to-botec

Benchmark sampling in different programming languages
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dstdevwd.js (1950B)

      1 /**
      2 * @license Apache-2.0
      3 *
      4 * Copyright (c) 2020 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 dvariancewd = require( './../../../base/dvariancewd' );
     24 var sqrt = require( '@stdlib/math/base/special/sqrt' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Computes the standard deviation of a double-precision floating-point strided array using Welford's algorithm.
     31 *
     32 * ## References
     33 *
     34 * -   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](https://doi.org/10.1080/00401706.1962.10490022).
     35 * -   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](https://doi.org/10.1145/362929.362961).
     36 *
     37 * @param {PositiveInteger} N - number of indexed elements
     38 * @param {number} correction - degrees of freedom adjustment
     39 * @param {Float64Array} x - input array
     40 * @param {integer} stride - stride length
     41 * @returns {number} standard deviation
     42 *
     43 * @example
     44 * var Float64Array = require( '@stdlib/array/float64' );
     45 *
     46 * var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
     47 * var N = x.length;
     48 *
     49 * var v = dstdevwd( N, 1, x, 1 );
     50 * // returns ~2.0817
     51 */
     52 function dstdevwd( N, correction, x, stride ) {
     53 	return sqrt( dvariancewd( N, correction, x, stride ) );
     54 }
     55 
     56 
     57 // EXPORTS //
     58 
     59 module.exports = dstdevwd;