time-to-botec

Benchmark sampling in different programming languages
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ndarray.js (2887B)

      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 variance of a single-precision floating-point strided array ignoring `NaN` values and using a one-pass algorithm proposed by Youngs and Cramer.
     30 *
     31 * ## Method
     32 *
     33 * -   This implementation uses a one-pass algorithm, as proposed by Youngs and Cramer (1971).
     34 *
     35 * ## References
     36 *
     37 * -   Youngs, Edward A., and Elliot M. Cramer. 1971. "Some Results Relevant to Choice of Sum and Sum-of-Product Algorithms." _Technometrics_ 13 (3): 657–65. doi:[10.1080/00401706.1971.10488826](https://doi.org/10.1080/00401706.1971.10488826).
     38 *
     39 * @param {PositiveInteger} N - number of indexed elements
     40 * @param {number} correction - degrees of freedom adjustment
     41 * @param {Float32Array} x - input array
     42 * @param {integer} stride - stride length
     43 * @param {NonNegativeInteger} offset - starting index
     44 * @returns {number} variance
     45 *
     46 * @example
     47 * var Float32Array = require( '@stdlib/array/float32' );
     48 * var floor = require( '@stdlib/math/base/special/floor' );
     49 *
     50 * var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ] );
     51 * var N = floor( x.length / 2 );
     52 *
     53 * var v = snanvarianceyc( N, 1, x, 2, 1 );
     54 * // returns 6.25
     55 */
     56 function snanvarianceyc( N, correction, x, stride, offset ) {
     57 	var sum;
     58 	var ix;
     59 	var nc;
     60 	var S;
     61 	var v;
     62 	var d;
     63 	var n;
     64 	var i;
     65 
     66 	if ( N <= 0 ) {
     67 		return NaN;
     68 	}
     69 	if ( N === 1 || stride === 0 ) {
     70 		v = x[ offset ];
     71 		if ( v === v && N-correction > 0.0 ) {
     72 			return 0.0;
     73 		}
     74 		return NaN;
     75 	}
     76 	ix = offset;
     77 
     78 	// Find the first non-NaN element...
     79 	for ( i = 0; i < N; i++ ) {
     80 		v = x[ ix ];
     81 		if ( v === v ) {
     82 			break;
     83 		}
     84 		ix += stride;
     85 	}
     86 	if ( i === N ) {
     87 		return NaN;
     88 	}
     89 	ix += stride;
     90 	sum = v;
     91 	S = 0.0;
     92 	i += 1;
     93 	n = 1;
     94 	for ( i; i < N; i++ ) {
     95 		v = x[ ix ];
     96 		if ( v === v ) {
     97 			n += 1;
     98 			sum = float64ToFloat32( sum + v );
     99 			d = float64ToFloat32( float64ToFloat32(n*v) - sum );
    100 			S = float64ToFloat32( S + float64ToFloat32( float64ToFloat32( float64ToFloat32(1.0/(n*(n-1))) * d ) * d ) ); // eslint-disable-line max-len
    101 		}
    102 		ix += stride;
    103 	}
    104 	nc = n - correction;
    105 	if ( nc <= 0.0 ) {
    106 		return NaN;
    107 	}
    108 	return float64ToFloat32( S / nc );
    109 }
    110 
    111 
    112 // EXPORTS //
    113 
    114 module.exports = snanvarianceyc;