time-to-botec

Benchmark sampling in different programming languages
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      1 <!--
      2 
      3 @license Apache-2.0
      4 
      5 Copyright (c) 2020 The Stdlib Authors.
      6 
      7 Licensed under the Apache License, Version 2.0 (the "License");
      8 you may not use this file except in compliance with the License.
      9 You may obtain a copy of the License at
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     11    http://www.apache.org/licenses/LICENSE-2.0
     12 
     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     16 See the License for the specific language governing permissions and
     17 limitations under the License.
     18 
     19 -->
     20 
     21 # snanstdev
     22 
     23 > Calculate the [standard deviation][standard-deviation] of a single-precision floating-point strided array ignoring `NaN` values.
     24 
     25 <section class="intro">
     26 
     27 The population [standard deviation][standard-deviation] of a finite size population of size `N` is given by
     28 
     29 <!-- <equation class="equation" label="eq:population_standard_deviation" align="center" raw="\sigma = \sqrt{\frac{1}{N} \sum_{i=0}^{N-1} (x_i - \mu)^2}" alt="Equation for the population standard deviation."> -->
     30 
     31 <div class="equation" align="center" data-raw-text="\sigma = \sqrt{\frac{1}{N} \sum_{i=0}^{N-1} (x_i - \mu)^2}" data-equation="eq:population_standard_deviation">
     32     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@32e02a8ecd927b67d8efe170c8fe9075787f2411/lib/node_modules/@stdlib/stats/base/snanstdev/docs/img/equation_population_standard_deviation.svg" alt="Equation for the population standard deviation.">
     33     <br>
     34 </div>
     35 
     36 <!-- </equation> -->
     37 
     38 where the population mean is given by
     39 
     40 <!-- <equation class="equation" label="eq:population_mean" align="center" raw="\mu = \frac{1}{N} \sum_{i=0}^{N-1} x_i" alt="Equation for the population mean."> -->
     41 
     42 <div class="equation" align="center" data-raw-text="\mu = \frac{1}{N} \sum_{i=0}^{N-1} x_i" data-equation="eq:population_mean">
     43     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@32e02a8ecd927b67d8efe170c8fe9075787f2411/lib/node_modules/@stdlib/stats/base/snanstdev/docs/img/equation_population_mean.svg" alt="Equation for the population mean.">
     44     <br>
     45 </div>
     46 
     47 <!-- </equation> -->
     48 
     49 Often in the analysis of data, the true population [standard deviation][standard-deviation] is not known _a priori_ and must be estimated from a sample drawn from the population distribution. If one attempts to use the formula for the population [standard deviation][standard-deviation], the result is biased and yields an **uncorrected sample standard deviation**. To compute a **corrected sample standard deviation** for a sample of size `n`,
     50 
     51 <!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} (x_i - \bar{x})^2}" alt="Equation for computing a corrected sample standard deviation."> -->
     52 
     53 <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} (x_i - \bar{x})^2}" data-equation="eq:corrected_sample_standard_deviation">
     54     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@32e02a8ecd927b67d8efe170c8fe9075787f2411/lib/node_modules/@stdlib/stats/base/snanstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for computing a corrected sample standard deviation.">
     55     <br>
     56 </div>
     57 
     58 <!-- </equation> -->
     59 
     60 where the sample mean is given by
     61 
     62 <!-- <equation class="equation" label="eq:sample_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the sample mean."> -->
     63 
     64 <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:sample_mean">
     65     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@32e02a8ecd927b67d8efe170c8fe9075787f2411/lib/node_modules/@stdlib/stats/base/snanstdev/docs/img/equation_sample_mean.svg" alt="Equation for the sample mean.">
     66     <br>
     67 </div>
     68 
     69 <!-- </equation> -->
     70 
     71 The use of the term `n-1` is commonly referred to as Bessel's correction. Note, however, that applying Bessel's correction can increase the mean squared error between the sample standard deviation and population standard deviation. Depending on the characteristics of the population distribution, other correction factors (e.g., `n-1.5`, `n+1`, etc) can yield better estimators.
     72 
     73 </section>
     74 
     75 <!-- /.intro -->
     76 
     77 <section class="usage">
     78 
     79 ## Usage
     80 
     81 ```javascript
     82 var snanstdev = require( '@stdlib/stats/base/snanstdev' );
     83 ```
     84 
     85 #### snanstdev( N, correction, x, stride )
     86 
     87 Computes the [standard deviation][standard-deviation] of a single-precision floating-point strided array `x` ignoring `NaN` values.
     88 
     89 ```javascript
     90 var Float32Array = require( '@stdlib/array/float32' );
     91 
     92 var x = new Float32Array( [ 1.0, -2.0, NaN, 2.0 ] );
     93 
     94 var v = snanstdev( x.length, 1, x, 1 );
     95 // returns ~2.0817
     96 ```
     97 
     98 The function has the following parameters:
     99 
    100 -   **N**: number of indexed elements.
    101 -   **correction**: degrees of freedom adjustment. Setting this parameter to a value other than `0` has the effect of adjusting the divisor during the calculation of the [standard deviation][standard-deviation] according to `N-c` where `c` corresponds to the provided degrees of freedom adjustment. When computing the [standard deviation][standard-deviation] of a population, setting this parameter to `0` is the standard choice (i.e., the provided array contains data constituting an entire population). When computing the corrected sample [standard deviation][standard-deviation], setting this parameter to `1` is the standard choice (i.e., the provided array contains data sampled from a larger population; this is commonly referred to as Bessel's correction).
    102 -   **x**: input [`Float32Array`][@stdlib/array/float32].
    103 -   **stride**: index increment for `x`.
    104 
    105 The `N` and `stride` parameters determine which elements in `x` are accessed at runtime. For example, to compute the [standard deviation][standard-deviation] of every other element in `x`,
    106 
    107 ```javascript
    108 var Float32Array = require( '@stdlib/array/float32' );
    109 var floor = require( '@stdlib/math/base/special/floor' );
    110 
    111 var x = new Float32Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0, NaN ] );
    112 var N = floor( x.length / 2 );
    113 
    114 var v = snanstdev( N, 1, x, 2 );
    115 // returns 2.5
    116 ```
    117 
    118 Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.
    119 
    120 <!-- eslint-disable stdlib/capitalized-comments -->
    121 
    122 ```javascript
    123 var Float32Array = require( '@stdlib/array/float32' );
    124 var floor = require( '@stdlib/math/base/special/floor' );
    125 
    126 var x0 = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN ] );
    127 var x1 = new Float32Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
    128 
    129 var N = floor( x0.length / 2 );
    130 
    131 var v = snanstdev( N, 1, x1, 2 );
    132 // returns 2.5
    133 ```
    134 
    135 #### snanstdev.ndarray( N, correction, x, stride, offset )
    136 
    137 Computes the [standard deviation][standard-deviation] of a single-precision floating-point strided array ignoring `NaN` values and using alternative indexing semantics.
    138 
    139 ```javascript
    140 var Float32Array = require( '@stdlib/array/float32' );
    141 
    142 var x = new Float32Array( [ 1.0, -2.0, NaN, 2.0 ] );
    143 
    144 var v = snanstdev.ndarray( x.length, 1, x, 1, 0 );
    145 // returns ~2.0817
    146 ```
    147 
    148 The function has the following additional parameters:
    149 
    150 -   **offset**: starting index for `x`.
    151 
    152 While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying `buffer`, the `offset` parameter supports indexing semantics based on a starting index. For example, to calculate the [standard deviation][standard-deviation] for every other value in `x` starting from the second value
    153 
    154 ```javascript
    155 var Float32Array = require( '@stdlib/array/float32' );
    156 var floor = require( '@stdlib/math/base/special/floor' );
    157 
    158 var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
    159 var N = floor( x.length / 2 );
    160 
    161 var v = snanstdev.ndarray( N, 1, x, 2, 1 );
    162 // returns 2.5
    163 ```
    164 
    165 </section>
    166 
    167 <!-- /.usage -->
    168 
    169 <section class="notes">
    170 
    171 ## Notes
    172 
    173 -   If `N <= 0`, both functions return `NaN`.
    174 -   If `n - c` is less than or equal to `0` (where `c` corresponds to the provided degrees of freedom adjustment and `n` corresponds to the number of non-`NaN` indexed elements), both functions return `NaN`.
    175 
    176 </section>
    177 
    178 <!-- /.notes -->
    179 
    180 <section class="examples">
    181 
    182 ## Examples
    183 
    184 <!-- eslint no-undef: "error" -->
    185 
    186 ```javascript
    187 var randu = require( '@stdlib/random/base/randu' );
    188 var round = require( '@stdlib/math/base/special/round' );
    189 var Float32Array = require( '@stdlib/array/float32' );
    190 var snanstdev = require( '@stdlib/stats/base/snanstdev' );
    191 
    192 var x;
    193 var i;
    194 
    195 x = new Float32Array( 10 );
    196 for ( i = 0; i < x.length; i++ ) {
    197     x[ i ] = round( (randu()*100.0) - 50.0 );
    198 }
    199 console.log( x );
    200 
    201 var v = snanstdev( x.length, 1, x, 1 );
    202 console.log( v );
    203 ```
    204 
    205 </section>
    206 
    207 <!-- /.examples -->
    208 
    209 <section class="references">
    210 
    211 </section>
    212 
    213 <!-- /.references -->
    214 
    215 <section class="links">
    216 
    217 [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation
    218 
    219 [@stdlib/array/float32]: https://www.npmjs.com/package/@stdlib/array-float32
    220 
    221 [mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray
    222 
    223 </section>
    224 
    225 <!-- /.links -->