File: ndarray.js

package info (click to toggle)
node-stdlib 0.0.96%2Bds1%2B~cs0.0.429-2
  • links: PTS, VCS
  • area: main
  • in suites: sid, trixie
  • size: 421,476 kB
  • sloc: javascript: 1,562,831; ansic: 109,702; lisp: 49,823; cpp: 27,224; python: 7,871; sh: 6,807; makefile: 6,089; fortran: 3,102; awk: 387
file content (85 lines) | stat: -rw-r--r-- 1,985 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
/**
* @license Apache-2.0
*
* Copyright (c) 2020 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
*    http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

'use strict';

// MAIN //

/**
* Computes the variance of a double-precision floating-point strided array ignoring `NaN` values and using a one-pass textbook algorithm.
*
* @param {PositiveInteger} N - number of indexed elements
* @param {number} correction - degrees of freedom adjustment
* @param {Float64Array} x - input array
* @param {integer} stride - stride length
* @param {NonNegativeInteger} offset - starting index
* @returns {number} variance
*
* @example
* var Float64Array = require( '@stdlib/array/float64' );
* var floor = require( '@stdlib/math/base/special/floor' );
*
* var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ] );
* var N = floor( x.length / 2 );
*
* var v = dnanvariancetk( N, 1, x, 2, 1 );
* // returns 6.25
*/
function dnanvariancetk( N, correction, x, stride, offset ) {
	var S2;
	var ix;
	var nc;
	var S;
	var v;
	var n;
	var i;

	if ( N <= 0 ) {
		return NaN;
	}
	if ( N === 1 || stride === 0 ) {
		v = x[ offset ];
		if ( v === v && N-correction > 0.0 ) {
			return 0.0;
		}
		return NaN;
	}
	ix = offset;
	S2 = 0.0;
	S = 0.0;
	n = 0;
	for ( i = 0; i < N; i++ ) {
		v = x[ ix ];
		if ( v === v ) {
			S2 += v * v;
			S += v;
			n += 1;
		}
		ix += stride;
	}
	nc = n - correction;
	if ( nc <= 0.0 ) {
		return NaN;
	}
	return (S2 - ((S/n)*S)) / nc;
}


// EXPORTS //

module.exports = dnanvariancetk;