time-to-botec/js/node_modules/@stdlib/stats/base/dmeanlipw/README.md

209 lines
6.8 KiB
Markdown
Raw Normal View History

<!--
@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.
-->
# dmeanlipw
> Calculate the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using a one-pass trial mean algorithm with pairwise summation.
<section class="intro">
The [arithmetic mean][arithmetic-mean] is defined as
<!-- <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."> -->
<div class="equation" align="center" data-raw-text="\mu = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean">
<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.">
<br>
</div>
<!-- </equation> -->
</section>
<!-- /.intro -->
<section class="usage">
## Usage
```javascript
var dmeanlipw = require( '@stdlib/stats/base/dmeanlipw' );
```
#### dmeanlipw( N, x, stride )
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.
```javascript
var Float64Array = require( '@stdlib/array/float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dmeanlipw( N, x, 1 );
// returns ~0.3333
```
The function has the following parameters:
- **N**: number of indexed elements.
- **x**: input [`Float64Array`][@stdlib/array/float64].
- **stride**: index increment for `x`.
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`,
```javascript
var Float64Array = require( '@stdlib/array/float64' );
var floor = require( '@stdlib/math/base/special/floor' );
var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
var N = floor( x.length / 2 );
var v = dmeanlipw( N, x, 2 );
// returns 1.25
```
Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.
<!-- eslint-disable stdlib/capitalized-comments -->
```javascript
var Float64Array = require( '@stdlib/array/float64' );
var floor = require( '@stdlib/math/base/special/floor' );
var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
var N = floor( x0.length / 2 );
var v = dmeanlipw( N, x1, 2 );
// returns 1.25
```
#### dmeanlipw.ndarray( N, x, stride, offset )
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.
```javascript
var Float64Array = require( '@stdlib/array/float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dmeanlipw.ndarray( N, x, 1, 0 );
// returns ~0.33333
```
The function has the following additional parameters:
- **offset**: starting index for `x`.
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
```javascript
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 ] );
var N = floor( x.length / 2 );
var v = dmeanlipw.ndarray( N, x, 2, 1 );
// returns 1.25
```
</section>
<!-- /.usage -->
<section class="notes">
## Notes
- If `N <= 0`, both functions return `NaN`.
- 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).
</section>
<!-- /.notes -->
<section class="examples">
## Examples
<!-- eslint no-undef: "error" -->
```javascript
var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var Float64Array = require( '@stdlib/array/float64' );
var dmeanlipw = require( '@stdlib/stats/base/dmeanlipw' );
var x;
var i;
x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = round( (randu()*100.0) - 50.0 );
}
console.log( x );
var v = dmeanlipw( x.length, x, 1 );
console.log( v );
```
</section>
<!-- /.examples -->
* * *
<section class="references">
## References
- Welford, B. P. 1962. "Note on a Method for Calculating Corrected Sums of Squares and Products." _Technometrics_ 4 (3). Taylor & Francis: 41920. doi:[10.1080/00401706.1962.10490022][@welford:1962a].
- van Reeken, A. J. 1968. "Letters to the Editor: Dealing with Neely's Algorithms." _Communications of the ACM_ 11 (3): 14950. doi:[10.1145/362929.362961][@vanreeken:1968a].
- 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.: 85966. doi:[10.2307/2286154][@ling:1974a].
- Higham, Nicholas J. 1993. "The Accuracy of Floating Point Summation." _SIAM Journal on Scientific Computing_ 14 (4): 78399. doi:[10.1137/0914050][@higham:1993a].
</section>
<!-- /.references -->
<section class="links">
[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
[@stdlib/array/float64]: https://www.npmjs.com/package/@stdlib/array-float64
[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray
[@welford:1962a]: https://doi.org/10.1080/00401706.1962.10490022
[@vanreeken:1968a]: https://doi.org/10.1145/362929.362961
[@ling:1974a]: https://doi.org/10.2307/2286154
[@higham:1993a]: https://doi.org/10.1137/0914050
</section>
<!-- /.links -->