209 lines
6.8 KiB
Markdown
209 lines
6.8 KiB
Markdown
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<!--
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@license Apache-2.0
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Copyright (c) 2020 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# dmeanlipw
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> Calculate the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation.
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<section class="intro">
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The [arithmetic mean][arithmetic-mean] is defined as
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<!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\mu = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the arithmetic mean."> -->
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<div class="equation" align="center" data-raw-text="\mu = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@4415a930fcdcfd8c5ff6a8781a93d88b40ab0e18/lib/node_modules/@stdlib/stats/base/dmeanlipw/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
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<br>
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</div>
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var dmeanlipw = require( '@stdlib/stats/base/dmeanlipw' );
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```
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#### dmeanlipw( N, x, stride )
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Computes the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array `x` using a one-pass trial mean algorithm with pairwise summation.
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```javascript
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var Float64Array = require( '@stdlib/array/float64' );
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var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
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var N = x.length;
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var v = dmeanlipw( N, x, 1 );
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// returns ~0.3333
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```
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The function has the following parameters:
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- **N**: number of indexed elements.
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- **x**: input [`Float64Array`][@stdlib/array/float64].
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- **stride**: index increment for `x`.
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The `N` and `stride` parameters determine which elements in `x` are accessed at runtime. For example, to compute the [arithmetic mean][arithmetic-mean] of every other element in `x`,
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```javascript
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var Float64Array = require( '@stdlib/array/float64' );
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var floor = require( '@stdlib/math/base/special/floor' );
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var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
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var N = floor( x.length / 2 );
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var v = dmeanlipw( N, x, 2 );
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// returns 1.25
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```
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Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.
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<!-- eslint-disable stdlib/capitalized-comments -->
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```javascript
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var Float64Array = require( '@stdlib/array/float64' );
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var floor = require( '@stdlib/math/base/special/floor' );
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var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
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var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
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var N = floor( x0.length / 2 );
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var v = dmeanlipw( N, x1, 2 );
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// returns 1.25
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```
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#### dmeanlipw.ndarray( N, x, stride, offset )
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Computes the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation and alternative indexing semantics.
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```javascript
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var Float64Array = require( '@stdlib/array/float64' );
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var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
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var N = x.length;
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var v = dmeanlipw.ndarray( N, x, 1, 0 );
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// returns ~0.33333
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```
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The function has the following additional parameters:
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- **offset**: starting index for `x`.
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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 [arithmetic mean][arithmetic-mean] for every other value in `x` starting from the second value
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```javascript
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var Float64Array = require( '@stdlib/array/float64' );
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var floor = require( '@stdlib/math/base/special/floor' );
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var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
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var N = floor( x.length / 2 );
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var v = dmeanlipw.ndarray( N, x, 2, 1 );
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// returns 1.25
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- If `N <= 0`, both functions return `NaN`.
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- The underlying algorithm is a specialized case of Welford's algorithm. Similar to the method of assumed mean, the first strided array element is used as a trial mean. The trial mean is subtracted from subsequent data values, and the average deviations used to adjust the initial guess. Accordingly, the algorithm's accuracy is best when data is **unordered** (i.e., the data is **not** sorted in either ascending or descending order such that the first value is an "extreme" value).
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var round = require( '@stdlib/math/base/special/round' );
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var Float64Array = require( '@stdlib/array/float64' );
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var dmeanlipw = require( '@stdlib/stats/base/dmeanlipw' );
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var x;
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var i;
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x = new Float64Array( 10 );
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for ( i = 0; i < x.length; i++ ) {
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x[ i ] = round( (randu()*100.0) - 50.0 );
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}
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console.log( x );
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var v = dmeanlipw( x.length, x, 1 );
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console.log( v );
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```
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</section>
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<!-- /.examples -->
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* * *
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<section class="references">
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## References
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- Welford, B. P. 1962. "Note on a Method for Calculating Corrected Sums of Squares and Products." _Technometrics_ 4 (3). Taylor & Francis: 419–20. doi:[10.1080/00401706.1962.10490022][@welford:1962a].
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- van Reeken, A. J. 1968. "Letters to the Editor: Dealing with Neely's Algorithms." _Communications of the ACM_ 11 (3): 149–50. doi:[10.1145/362929.362961][@vanreeken:1968a].
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- Ling, Robert F. 1974. "Comparison of Several Algorithms for Computing Sample Means and Variances." _Journal of the American Statistical Association_ 69 (348). American Statistical Association, Taylor & Francis, Ltd.: 859–66. doi:[10.2307/2286154][@ling:1974a].
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- Higham, Nicholas J. 1993. "The Accuracy of Floating Point Summation." _SIAM Journal on Scientific Computing_ 14 (4): 783–99. doi:[10.1137/0914050][@higham:1993a].
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</section>
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<!-- /.references -->
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<section class="links">
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[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
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[@stdlib/array/float64]: https://www.npmjs.com/package/@stdlib/array-float64
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[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray
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[@welford:1962a]: https://doi.org/10.1080/00401706.1962.10490022
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[@vanreeken:1968a]: https://doi.org/10.1145/362929.362961
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[@ling:1974a]: https://doi.org/10.2307/2286154
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[@higham:1993a]: https://doi.org/10.1137/0914050
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</section>
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<!-- /.links -->
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