time-to-botec

Benchmark sampling in different programming languages
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ndarray.js (2512B)

      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 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 ] );
     51 * var N = floor( x.length / 2 );
     52 *
     53 * var v = svarianceyc( N, 1, x, 2, 1 );
     54 * // returns 6.25
     55 */
     56 function svarianceyc( N, correction, x, stride, offset ) {
     57 	var sum;
     58 	var ix;
     59 	var S;
     60 	var v;
     61 	var d;
     62 	var n;
     63 	var i;
     64 
     65 	n = N - correction;
     66 	if ( N <= 0 || n <= 0.0 ) {
     67 		return NaN;
     68 	}
     69 	if ( N === 1 || stride === 0 ) {
     70 		return 0.0;
     71 	}
     72 	sum = x[ offset ];
     73 	ix = offset + stride;
     74 	S = 0.0;
     75 	for ( i = 2; i <= N; i++ ) {
     76 		v = x[ ix ];
     77 		sum = float64ToFloat32( sum+v );
     78 		d = float64ToFloat32( float64ToFloat32( i*v ) - sum );
     79 		S = float64ToFloat32( S + float64ToFloat32( float64ToFloat32( float64ToFloat32( 1.0/(i*(i-1)) ) * d ) * d ) ); // eslint-disable-line max-len
     80 		ix += stride;
     81 	}
     82 	return float64ToFloat32( S/n );
     83 }
     84 
     85 
     86 // EXPORTS //
     87 
     88 module.exports = svarianceyc;