61 lines
2.0 KiB
JavaScript
61 lines
2.0 KiB
JavaScript
|
/**
|
|||
|
|
* @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';
|
|||
|
|
|
|||
|
|
// MODULES //
|
|||
|
|
|
|||
|
|
var float64ToFloat32 = require( '@stdlib/number/float64/base/to-float32' );
|
|||
|
|
var svariancewd = require( './../../../base/svariancewd' );
|
|||
|
|
var sqrt = require( '@stdlib/math/base/special/sqrt' );
|
|||
|
|
|
|||
|
|
|
|||
|
|
// MAIN //
|
|||
|
|
|
|||
|
|
/**
|
|||
|
|
* Computes the standard deviation of a single-precision floating-point strided array using Welford's algorithm.
|
|||
|
|
*
|
|||
|
|
* ## References
|
|||
|
|
*
|
|||
|
|
* - 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](https://doi.org/10.1080/00401706.1962.10490022).
|
|||
|
|
* - 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](https://doi.org/10.1145/362929.362961).
|
|||
|
|
*
|
|||
|
|
* @param {PositiveInteger} N - number of indexed elements
|
|||
|
|
* @param {number} correction - degrees of freedom adjustment
|
|||
|
|
* @param {Float32Array} x - input array
|
|||
|
|
* @param {integer} stride - stride length
|
|||
|
|
* @returns {number} standard deviation
|
|||
|
|
*
|
|||
|
|
* @example
|
|||
|
|
* var Float32Array = require( '@stdlib/array/float32' );
|
|||
|
|
*
|
|||
|
|
* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
|
|||
|
|
* var N = x.length;
|
|||
|
|
*
|
|||
|
|
* var v = sstdevwd( N, 1, x, 1 );
|
|||
|
|
* // returns ~2.0817
|
|||
|
|
*/
|
|||
|
|
function sstdevwd( N, correction, x, stride ) {
|
|||
|
|
return float64ToFloat32( sqrt( svariancewd( N, correction, x, stride ) ) );
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
|
|||
|
|
// EXPORTS //
|
|||
|
|
|
|||
|
|
module.exports = sstdevwd;
|