dvarmtk.js (1684B)
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 provided a known mean and using a one-pass textbook algorithm. 25 * 26 * @param {PositiveInteger} N - number of indexed elements 27 * @param {number} mean - mean 28 * @param {number} correction - degrees of freedom adjustment 29 * @param {Float64Array} x - input array 30 * @param {integer} stride - stride length 31 * @returns {number} variance 32 * 33 * @example 34 * var Float64Array = require( '@stdlib/array/float64' ); 35 * 36 * var x = new Float64Array( [ 1.0, -2.0, 2.0 ] ); 37 * 38 * var v = dvarmtk( x.length, 1.0/3.0, 1, x, 1 ); 39 * // returns ~4.3333 40 */ 41 function dvarmtk( N, mean, correction, x, stride ) { 42 var ix; 43 var M2; 44 var d; 45 var n; 46 var i; 47 48 n = N - correction; 49 if ( N <= 0 || n <= 0.0 ) { 50 return NaN; 51 } 52 if ( N === 1 || stride === 0 ) { 53 return 0.0; 54 } 55 if ( stride < 0 ) { 56 ix = (1-N) * stride; 57 } else { 58 ix = 0; 59 } 60 M2 = 0.0; 61 for ( i = 0; i < N; i++ ) { 62 d = x[ ix ] - mean; 63 M2 += d * d; 64 ix += stride; 65 } 66 return M2 / n; 67 } 68 69 70 // EXPORTS // 71 72 module.exports = dvarmtk;