time-to-botec

Benchmark sampling in different programming languages
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snanmeanpn.js (2837B)


      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 // MODULES //
     22 
     23 var float64ToFloat32 = require( '@stdlib/number/float64/base/to-float32' );
     24 
     25 
     26 // MAIN //
     27 
     28 /**
     29 * Computes the arithmetic mean of a single-precision floating-point strided array, ignoring `NaN` values and using a two-pass error correction algorithm.
     30 *
     31 * ## Method
     32 *
     33 * -   This implementation uses a two-pass approach, as suggested by Neely (1966).
     34 *
     35 * ## References
     36 *
     37 * -   Neely, Peter M. 1966. "Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients." _Communications of the ACM_ 9 (7). Association for Computing Machinery: 496–99. doi:[10.1145/365719.365958](https://doi.org/10.1145/365719.365958).
     38 * -   Schubert, Erich, and Michael Gertz. 2018. "Numerically Stable Parallel Computation of (Co-)Variance." In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036](https://doi.org/10.1145/3221269.3223036).
     39 *
     40 * @param {PositiveInteger} N - number of indexed elements
     41 * @param {Float32Array} x - input array
     42 * @param {integer} stride - stride length
     43 * @returns {number} arithmetic mean
     44 *
     45 * @example
     46 * var Float32Array = require( '@stdlib/array/float32' );
     47 *
     48 * var x = new Float32Array( [ 1.0, -2.0, NaN, 2.0 ] );
     49 * var N = x.length;
     50 *
     51 * var v = snanmeanpn( N, x, 1 );
     52 * // returns ~0.3333
     53 */
     54 function snanmeanpn( N, x, stride ) {
     55 	var ix;
     56 	var v;
     57 	var s;
     58 	var t;
     59 	var n;
     60 	var i;
     61 	var o;
     62 
     63 	if ( N <= 0 ) {
     64 		return NaN;
     65 	}
     66 	if ( N === 1 || stride === 0 ) {
     67 		return x[ 0 ];
     68 	}
     69 	if ( stride < 0 ) {
     70 		ix = (1-N) * stride;
     71 	} else {
     72 		ix = 0;
     73 	}
     74 	o = ix;
     75 
     76 	// Compute an estimate for the mean...
     77 	s = 0.0;
     78 	n = 0;
     79 	for ( i = 0; i < N; i++ ) {
     80 		v = x[ ix ];
     81 		if ( v === v ) {
     82 			s = float64ToFloat32( s + v );
     83 			n += 1;
     84 		}
     85 		ix += stride;
     86 	}
     87 	if ( n === 0 ) {
     88 		return NaN;
     89 	}
     90 	s = float64ToFloat32( s / n );
     91 
     92 	// Compute an error term...
     93 	t = 0.0;
     94 	ix = o;
     95 	for ( i = 0; i < N; i++ ) {
     96 		v = x[ ix ];
     97 		if ( v === v ) {
     98 			t = float64ToFloat32( t + float64ToFloat32(v-s) );
     99 		}
    100 		ix += stride;
    101 	}
    102 	return float64ToFloat32( s + float64ToFloat32(t/n) );
    103 }
    104 
    105 
    106 // EXPORTS //
    107 
    108 module.exports = snanmeanpn;