dvariancetk.c (1562B)
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/dvariancetk.h" 20 #include <stdint.h> 21 22 /** 23 * Computes the variance of a double-precision floating-point strided array using a one-pass textbook algorithm. 24 * 25 * @param N number of indexed elements 26 * @param correction degrees of freedom adjustment 27 * @param X input array 28 * @param stride stride length 29 * @return output value 30 */ 31 double stdlib_strided_dvariancetk( const int64_t N, const double correction, const double *X, const int64_t stride ) { 32 int64_t ix; 33 int64_t i; 34 double dN; 35 double S2; 36 double S; 37 double n; 38 double v; 39 40 dN = (double)N; 41 n = dN - correction; 42 if ( N <= 0 || n <= 0.0 ) { 43 return 0.0 / 0.0; // NaN 44 } 45 if ( N == 1 || stride == 0 ) { 46 return 0.0; 47 } 48 if ( stride < 0 ) { 49 ix = (1-N) * stride; 50 } else { 51 ix = 0; 52 } 53 S2 = 0.0; 54 S = 0.0; 55 for ( i = 0; i < N; i++ ) { 56 v = X[ ix ]; 57 S2 += v * v; 58 S += v; 59 ix += stride; 60 } 61 return (S2 - ((S/dN)*S)) / n; 62 }