time-to-botec

Benchmark sampling in different programming languages
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stdevyc.js (1655B)


      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 varianceyc = require( './../../../base/varianceyc' );
     24 var sqrt = require( '@stdlib/math/base/special/sqrt' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Computes the standard deviation of a strided array using a one-pass algorithm proposed by Youngs and Cramer.
     31 *
     32 * ## References
     33 *
     34 * -   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).
     35 *
     36 * @param {PositiveInteger} N - number of indexed elements
     37 * @param {number} correction - degrees of freedom adjustment
     38 * @param {NumericArray} x - input array
     39 * @param {integer} stride - stride length
     40 * @returns {number} standard deviation
     41 *
     42 * @example
     43 * var x = [ 1.0, -2.0, 2.0 ];
     44 *
     45 * var v = stdevyc( x.length, 1, x, 1 );
     46 * // returns ~2.0817
     47 */
     48 function stdevyc( N, correction, x, stride ) {
     49 	return sqrt( varianceyc( N, correction, x, stride ) );
     50 }
     51 
     52 
     53 // EXPORTS //
     54 
     55 module.exports = stdevyc;