time-to-botec

README.md (9141B)

---

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 # svarianceyc
 
 > Calculate the [variance][variance] of a single-precision floating-point strided array using a one-pass algorithm proposed by Youngs and Cramer.
 
 <section class="intro">
 
 The population [variance][variance] of a finite size population of size `N` is given by
 
 <!-- <equation class="equation" label="eq:population_variance" align="center" raw="\sigma^2 = \frac{1}{N} \sum_{i=0}^{N-1} (x_i - \mu)^2" alt="Equation for the population variance."> -->
 
 <div class="equation" align="center" data-raw-text="\sigma^2 = \frac{1}{N} \sum_{i=0}^{N-1} (x_i - \mu)^2" data-equation="eq:population_variance">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@19f3f41cde2b0aee2632b418eb7d7e9c1ea7d5dc/lib/node_modules/@stdlib/stats/base/svarianceyc/docs/img/equation_population_variance.svg" alt="Equation for the population variance.">
     <br>
 </div>
 
 <!-- </equation> -->
 
 where the population mean is given by
 
 <!-- <equation class="equation" label="eq:population_mean" align="center" raw="\mu = \frac{1}{N} \sum_{i=0}^{N-1} x_i" alt="Equation for the population mean."> -->
 
 <div class="equation" align="center" data-raw-text="\mu = \frac{1}{N} \sum_{i=0}^{N-1} x_i" data-equation="eq:population_mean">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@19f3f41cde2b0aee2632b418eb7d7e9c1ea7d5dc/lib/node_modules/@stdlib/stats/base/svarianceyc/docs/img/equation_population_mean.svg" alt="Equation for the population mean.">
     <br>
 </div>
 
 <!-- </equation> -->
 
 Often in the analysis of data, the true population [variance][variance] is not known _a priori_ and must be estimated from a sample drawn from the population distribution. If one attempts to use the formula for the population [variance][variance], the result is biased and yields a **biased sample variance**. To compute an **unbiased sample variance** for a sample of size `n`,
 
 <!-- <equation class="equation" label="eq:unbiased_sample_variance" align="center" raw="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} (x_i - \bar{x})^2" alt="Equation for computing an unbiased sample variance."> -->
 
 <div class="equation" align="center" data-raw-text="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} (x_i - \bar{x})^2" data-equation="eq:unbiased_sample_variance">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@19f3f41cde2b0aee2632b418eb7d7e9c1ea7d5dc/lib/node_modules/@stdlib/stats/base/svarianceyc/docs/img/equation_unbiased_sample_variance.svg" alt="Equation for computing an unbiased sample variance.">
     <br>
 </div>
 
 <!-- </equation> -->
 
 where the sample mean is given by
 
 <!-- <equation class="equation" label="eq:sample_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the sample mean."> -->
 
 <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:sample_mean">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@19f3f41cde2b0aee2632b418eb7d7e9c1ea7d5dc/lib/node_modules/@stdlib/stats/base/svarianceyc/docs/img/equation_sample_mean.svg" alt="Equation for the sample mean.">
     <br>
 </div>
 
 <!-- </equation> -->
 
 The use of the term `n-1` is commonly referred to as Bessel's correction. Note, however, that applying Bessel's correction can increase the mean squared error between the sample variance and population variance. Depending on the characteristics of the population distribution, other correction factors (e.g., `n-1.5`, `n+1`, etc) can yield better estimators.
 
 </section>
 
 <!-- /.intro -->
 
 <section class="usage">
 
 ## Usage
 
 ```javascript
 var svarianceyc = require( '@stdlib/stats/base/svarianceyc' );
 ```
 
 #### svarianceyc( N, correction, x, stride )
 
 Computes the [variance][variance] of a single-precision floating-point strided array `x` using a one-pass algorithm proposed by Youngs and Cramer.
 
 ```javascript
 var Float32Array = require( '@stdlib/array/float32' );
 
 var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
 var N = x.length;
 
 var v = svarianceyc( N, 1, x, 1 );
 // returns ~4.3333
 ```
 
 The function has the following parameters:
 
 -   **N**: number of indexed elements.
 -   **correction**: degrees of freedom adjustment. Setting this parameter to a value other than `0` has the effect of adjusting the divisor during the calculation of the [variance][variance] according to `N-c` where `c` corresponds to the provided degrees of freedom adjustment. When computing the [variance][variance] of a population, setting this parameter to `0` is the standard choice (i.e., the provided array contains data constituting an entire population). When computing the unbiased sample [variance][variance], setting this parameter to `1` is the standard choice (i.e., the provided array contains data sampled from a larger population; this is commonly referred to as Bessel's correction).
 -   **x**: input [`Float32Array`][@stdlib/array/float32].
 -   **stride**: index increment for `x`.
 
 The `N` and `stride` parameters determine which elements in `x` are accessed at runtime. For example, to compute the [variance][variance] of every other element in `x`,
 
 ```javascript
 var Float32Array = require( '@stdlib/array/float32' );
 var floor = require( '@stdlib/math/base/special/floor' );
 
 var x = new Float32Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
 var N = floor( x.length / 2 );
 
 var v = svarianceyc( N, 1, x, 2 );
 // returns 6.25
 ```
 
 Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.
 
 <!-- eslint-disable stdlib/capitalized-comments -->
 
 ```javascript
 var Float32Array = require( '@stdlib/array/float32' );
 var floor = require( '@stdlib/math/base/special/floor' );
 
 var x0 = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
 var x1 = new Float32Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
 
 var N = floor( x0.length / 2 );
 
 var v = svarianceyc( N, 1, x1, 2 );
 // returns 6.25
 ```
 
 #### svarianceyc.ndarray( N, correction, x, stride, offset )
 
 Computes the [variance][variance] of a single-precision floating-point strided array using a one-pass algorithm proposed by Youngs and Cramer and alternative indexing semantics.
 
 ```javascript
 var Float32Array = require( '@stdlib/array/float32' );
 
 var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
 var N = x.length;
 
 var v = svarianceyc.ndarray( N, 1, x, 1, 0 );
 // returns ~4.33333
 ```
 
 The function has the following additional parameters:
 
 -   **offset**: starting index for `x`.
 
 While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying `buffer`, the `offset` parameter supports indexing semantics based on a starting index. For example, to calculate the [variance][variance] for every other value in `x` starting from the second value
 
 ```javascript
 var Float32Array = require( '@stdlib/array/float32' );
 var floor = require( '@stdlib/math/base/special/floor' );
 
 var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
 var N = floor( x.length / 2 );
 
 var v = svarianceyc.ndarray( N, 1, x, 2, 1 );
 // returns 6.25
 ```
 
 </section>
 
 <!-- /.usage -->
 
 <section class="notes">
 
 ## Notes
 
 -   If `N <= 0`, both functions return `NaN`.
 -   If `N - c` is less than or equal to `0` (where `c` corresponds to the provided degrees of freedom adjustment), both functions return `NaN`.
 
 </section>
 
 <!-- /.notes -->
 
 <section class="examples">
 
 ## Examples
 
 <!-- eslint no-undef: "error" -->
 
 ```javascript
 var randu = require( '@stdlib/random/base/randu' );
 var round = require( '@stdlib/math/base/special/round' );
 var Float32Array = require( '@stdlib/array/float32' );
 var svarianceyc = require( '@stdlib/stats/base/svarianceyc' );
 
 var x;
 var i;
 
 x = new Float32Array( 10 );
 for ( i = 0; i < x.length; i++ ) {
     x[ i ] = round( (randu()*100.0) - 50.0 );
 }
 console.log( x );
 
 var v = svarianceyc( x.length, 1, x, 1 );
 console.log( v );
 ```
 
 </section>
 
 <!-- /.examples -->
 
 * * *
 
 <section class="references">
 
 ## References
 
 -   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][@youngs:1971a].
 
 </section>
 
 <!-- /.references -->
 
 <section class="links">
 
 [variance]: https://en.wikipedia.org/wiki/Variance
 
 [@stdlib/array/float32]: https://www.npmjs.com/package/@stdlib/array-float32
 
 [mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray
 
 [@youngs:1971a]: https://doi.org/10.1080/00401706.1971.10488826
 
 </section>
 
 <!-- /.links -->