snanvariancetk.c (1843B)
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/snanvariancetk.h" 20 #include <stdint.h> 21 22 /** 23 * Computes the variance of a single-precision floating-point strided array ignoring `NaN` values and using a one-pass textbook algorithm. 24 * 25 * @param N number of indexed elements 26 * @param correction degrees of freedom adjustment 27 * @param X input array 28 * @param stride stride length 29 * @return output value 30 */ 31 float stdlib_strided_snanvariancetk( const int64_t N, const float correction, const float *X, const int64_t stride ) { 32 int64_t ix; 33 int64_t n; 34 int64_t i; 35 double nc; 36 double dn; 37 float S2; 38 float S; 39 float v; 40 41 if ( N <= 0 ) { 42 return 0.0f / 0.0f; // NaN 43 } 44 if ( N == 1 || stride == 0 ) { 45 v = X[ 0 ]; 46 if ( v == v && (double)N-(double)correction > 0.0 ) { 47 return 0.0f; 48 } 49 return 0.0f / 0.0f; // NaN 50 } 51 if ( stride < 0 ) { 52 ix = (1-N) * stride; 53 } else { 54 ix = 0; 55 } 56 S2 = 0.0f; 57 S = 0.0f; 58 n = 0; 59 for ( i = 0; i < N; i++ ) { 60 v = X[ ix ]; 61 if ( v == v ) { 62 S2 += v * v; 63 S += v; 64 n += 1; 65 } 66 ix += stride; 67 } 68 dn = (double)n; 69 nc = dn - (double)correction; 70 if ( nc <= 0.0 ) { 71 return 0.0f / 0.0f; // NaN 72 } 73 return (float)( (double)( S2 - ( (float)((double)S/dn) * S ) ) / nc ); 74 }