time-to-botec

Benchmark sampling in different programming languages
Log | Files | Refs | README

snanvarianceyc.js (2768B)

      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 * @returns {number} variance
     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 = snanvarianceyc( N, 1, x, 1 );
     52 * // returns ~4.3333
     53 */
     54 function snanvarianceyc( N, correction, x, stride ) {
     55 	var sum;
     56 	var ix;
     57 	var nc;
     58 	var S;
     59 	var v;
     60 	var d;
     61 	var n;
     62 	var i;
     63 
     64 	if ( N <= 0 ) {
     65 		return NaN;
     66 	}
     67 	if ( N === 1 || stride === 0 ) {
     68 		v = x[ 0 ];
     69 		if ( v === v && N-correction > 0.0 ) {
     70 			return 0.0;
     71 		}
     72 		return NaN;
     73 	}
     74 	if ( stride < 0 ) {
     75 		ix = (1-N) * stride;
     76 	} else {
     77 		ix = 0;
     78 	}
     79 	// Find the first non-NaN element...
     80 	for ( i = 0; i < N; i++ ) {
     81 		v = x[ ix ];
     82 		if ( v === v ) {
     83 			break;
     84 		}
     85 		ix += stride;
     86 	}
     87 	if ( i === N ) {
     88 		return NaN;
     89 	}
     90 	ix += stride;
     91 	sum = v;
     92 	S = 0.0;
     93 	i += 1;
     94 	n = 1;
     95 	for ( i; i < N; i++ ) {
     96 		v = x[ ix ];
     97 		if ( v === v ) {
     98 			n += 1;
     99 			sum = float64ToFloat32( sum + v );
    100 			d = float64ToFloat32( float64ToFloat32(n*v) - sum );
    101 			S = float64ToFloat32( S + float64ToFloat32( float64ToFloat32( float64ToFloat32(1.0/(n*(n-1))) * d ) * d ) ); // eslint-disable-line max-len
    102 		}
    103 		ix += stride;
    104 	}
    105 	nc = n - correction;
    106 	if ( nc <= 0.0 ) {
    107 		return NaN;
    108 	}
    109 	return float64ToFloat32( S / nc );
    110 }
    111 
    112 
    113 // EXPORTS //
    114 
    115 module.exports = snanvarianceyc;