time-to-botec

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

svarianceyc.js (2406B)

      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 * @returns {number} variance
     44 *
     45 * @example
     46 * var Float32Array = require( '@stdlib/array/float32' );
     47 *
     48 * var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
     49 * var N = x.length;
     50 *
     51 * var v = svarianceyc( N, 1, x, 1 );
     52 * // returns ~4.3333
     53 */
     54 function svarianceyc( N, correction, x, stride ) {
     55 	var sum;
     56 	var ix;
     57 	var S;
     58 	var v;
     59 	var d;
     60 	var n;
     61 	var i;
     62 
     63 	n = N - correction;
     64 	if ( N <= 0 || n <= 0.0 ) {
     65 		return NaN;
     66 	}
     67 	if ( N === 1 || stride === 0 ) {
     68 		return 0.0;
     69 	}
     70 	if ( stride < 0 ) {
     71 		ix = (1-N) * stride;
     72 	} else {
     73 		ix = 0;
     74 	}
     75 	sum = x[ ix ];
     76 	ix += stride;
     77 	S = 0.0;
     78 	for ( i = 2; i <= N; i++ ) {
     79 		v = x[ ix ];
     80 		sum = float64ToFloat32( sum+v );
     81 		d = float64ToFloat32( float64ToFloat32( i*v ) - sum );
     82 		S = float64ToFloat32( S + float64ToFloat32( float64ToFloat32( float64ToFloat32( 1.0/(i*(i-1)) ) * d ) * d ) ); // eslint-disable-line max-len
     83 		ix += stride;
     84 	}
     85 	return float64ToFloat32( S/n );
     86 }
     87 
     88 
     89 // EXPORTS //
     90 
     91 module.exports = svarianceyc;