svariancetk.js (1928B)
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 using a one-pass textbook algorithm. 30 * 31 * @param {PositiveInteger} N - number of indexed elements 32 * @param {number} correction - degrees of freedom adjustment 33 * @param {Float32Array} x - input array 34 * @param {integer} stride - stride length 35 * @returns {number} variance 36 * 37 * @example 38 * var Float32Array = require( '@stdlib/array/float32' ); 39 * 40 * var x = new Float32Array( [ 1.0, -2.0, 2.0 ] ); 41 * var N = x.length; 42 * 43 * var v = svariancetk( N, 1, x, 1 ); 44 * // returns ~4.3333 45 */ 46 function svariancetk( N, correction, x, stride ) { 47 var S2; 48 var ix; 49 var S; 50 var v; 51 var n; 52 var i; 53 54 n = N - correction; 55 if ( N <= 0 || n <= 0.0 ) { 56 return NaN; 57 } 58 if ( N === 1 || stride === 0 ) { 59 return 0.0; 60 } 61 if ( stride < 0 ) { 62 ix = (1-N) * stride; 63 } else { 64 ix = 0; 65 } 66 S2 = 0.0; 67 S = 0.0; 68 for ( i = 0; i < N; i++ ) { 69 v = x[ ix ]; 70 S2 = float64ToFloat32( S2 + float64ToFloat32( v*v ) ); 71 S = float64ToFloat32( S+v ); 72 ix += stride; 73 } 74 return float64ToFloat32( float64ToFloat32(S2 - float64ToFloat32(float64ToFloat32(S/N)*S)) / n ); // eslint-disable-line max-len 75 } 76 77 78 // EXPORTS // 79 80 module.exports = svariancetk;