variancetk.js (1546B)
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 // MAIN // 22 23 /** 24 * Computes the variance of a strided array using a one-pass textbook algorithm. 25 * 26 * @param {PositiveInteger} N - number of indexed elements 27 * @param {number} correction - degrees of freedom adjustment 28 * @param {NumericArray} x - input array 29 * @param {integer} stride - stride length 30 * @returns {number} variance 31 * 32 * @example 33 * var x = [ 1.0, -2.0, 2.0 ]; 34 * 35 * var v = variancetk( x.length, 1, x, 1 ); 36 * // returns ~4.3333 37 */ 38 function variancetk( N, correction, x, stride ) { 39 var S2; 40 var ix; 41 var S; 42 var v; 43 var n; 44 var i; 45 46 n = N - correction; 47 if ( N <= 0 || n <= 0.0 ) { 48 return NaN; 49 } 50 if ( N === 1 || stride === 0 ) { 51 return 0.0; 52 } 53 if ( stride < 0 ) { 54 ix = (1-N) * stride; 55 } else { 56 ix = 0; 57 } 58 S2 = 0.0; 59 S = 0.0; 60 for ( i = 0; i < N; i++ ) { 61 v = x[ ix ]; 62 S2 += v * v; 63 S += v; 64 ix += stride; 65 } 66 return (S2 - ((S/N)*S)) / n; 67 } 68 69 70 // EXPORTS // 71 72 module.exports = variancetk;