nanvariancetk.js (1740B)
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 strided array ignoring `NaN` values and 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 {NumericArray} x - input array 29 * @param {integer} stride - stride length 30 * @returns {number} variance 31 * 32 * @example 33 * var x = [ 1.0, -2.0, NaN, 2.0 ]; 34 * 35 * var v = nanvariancetk( x.length, 1, x, 1 ); 36 * // returns ~4.3333 37 */ 38 function nanvariancetk( N, correction, x, stride ) { 39 var S2; 40 var ix; 41 var nc; 42 var S; 43 var v; 44 var n; 45 var i; 46 47 if ( N <= 0 ) { 48 return NaN; 49 } 50 if ( N === 1 || stride === 0 ) { 51 v = x[ 0 ]; 52 if ( v === v && N-correction > 0.0 ) { 53 return 0.0; 54 } 55 return NaN; 56 } 57 if ( stride < 0 ) { 58 ix = (1-N) * stride; 59 } else { 60 ix = 0; 61 } 62 S2 = 0.0; 63 S = 0.0; 64 n = 0; 65 for ( i = 0; i < N; i++ ) { 66 v = x[ ix ]; 67 if ( v === v ) { 68 S2 += v * v; 69 S += v; 70 n += 1; 71 } 72 ix += stride; 73 } 74 nc = n - correction; 75 if ( nc <= 0.0 ) { 76 return NaN; 77 } 78 return (S2 - ((S/n)*S)) / nc; 79 } 80 81 82 // EXPORTS // 83 84 module.exports = nanvariancetk;