dstdevwd.c (1713B)
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 #include "stdlib/stats/base/dstdevwd.h" 20 #include "stdlib/stats/base/dvariancewd.h" 21 #include <stdint.h> 22 #include <math.h> 23 24 /** 25 * Computes the standard deviation of a double-precision floating-point strided array using Welford's algorithm. 26 * 27 * ## References 28 * 29 * - 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). 30 * - 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). 31 * 32 * @param N number of indexed elements 33 * @param correction degrees of freedom adjustment 34 * @param X input array 35 * @param stride stride length 36 * @return output value 37 */ 38 double stdlib_strided_dstdevwd( const int64_t N, const double correction, const double *X, const int64_t stride ) { 39 return sqrt( stdlib_strided_dvariancewd( N, correction, X, stride ) ); 40 }