dvariancetk.js (1673B)
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 // MAIN // 22 23 /** 24 * Computes the variance of a double-precision floating-point strided array using a one-pass textbook algorithm. 25 * 26 * @param {PositiveInteger} N - number of indexed elements 27 * @param {number} correction - degrees of freedom adjustment 28 * @param {Float64Array} x - input array 29 * @param {integer} stride - stride length 30 * @returns {number} variance 31 * 32 * @example 33 * var Float64Array = require( '@stdlib/array/float64' ); 34 * 35 * var x = new Float64Array( [ 1.0, -2.0, 2.0 ] ); 36 * var N = x.length; 37 * 38 * var v = dvariancetk( N, 1, x, 1 ); 39 * // returns ~4.3333 40 */ 41 function dvariancetk( N, correction, x, stride ) { 42 var S2; 43 var ix; 44 var S; 45 var v; 46 var n; 47 var i; 48 49 n = N - correction; 50 if ( N <= 0 || n <= 0.0 ) { 51 return NaN; 52 } 53 if ( N === 1 || stride === 0 ) { 54 return 0.0; 55 } 56 if ( stride < 0 ) { 57 ix = (1-N) * stride; 58 } else { 59 ix = 0; 60 } 61 S2 = 0.0; 62 S = 0.0; 63 for ( i = 0; i < N; i++ ) { 64 v = x[ ix ]; 65 S2 += v * v; 66 S += v; 67 ix += stride; 68 } 69 return (S2 - ((S/N)*S)) / n; 70 } 71 72 73 // EXPORTS // 74 75 module.exports = dvariancetk;