dvarmtk.c (1564B)
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/dvarmtk.h" 20 #include <stdint.h> 21 22 /** 23 * Computes the variance of a double-precision floating-point strided array provided a known mean and using a one-pass textbook algorithm. 24 * 25 * @param N number of indexed elements 26 * @param mean mean 27 * @param correction degrees of freedom adjustment 28 * @param X input array 29 * @param stride stride length 30 * @return output value 31 */ 32 double stdlib_strided_dvarmtk( const int64_t N, const double mean, const double correction, const double *X, const int64_t stride ) { 33 int64_t ix; 34 int64_t i; 35 double M2; 36 double n; 37 double d; 38 39 n = (double)N - correction; 40 if ( N <= 0 || n <= 0.0 ) { 41 return 0.0 / 0.0; // NaN 42 } 43 if ( N == 1 || stride == 0 ) { 44 return 0.0; 45 } 46 if ( stride < 0 ) { 47 ix = (1-N) * stride; 48 } else { 49 ix = 0; 50 } 51 M2 = 0.0; 52 for ( i = 0; i < N; i++ ) { 53 d = X[ ix ] - mean; 54 M2 += d * d; 55 ix += stride; 56 } 57 return M2 / n; 58 }