63 lines
2.2 KiB
JavaScript
63 lines
2.2 KiB
JavaScript
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2020 The Stdlib Authors.
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*
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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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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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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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'use strict';
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// MODULES //
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var float64ToFloat32 = require( '@stdlib/number/float64/base/to-float32' );
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var svariancewd = require( './../../../base/svariancewd' ).ndarray;
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var sqrt = require( '@stdlib/math/base/special/sqrt' );
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// MAIN //
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/**
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* Computes the standard deviation of a single-precision floating-point strided array using Welford's algorithm.
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*
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* ## References
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*
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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](https://doi.org/10.1080/00401706.1962.10490022).
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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](https://doi.org/10.1145/362929.362961).
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*
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* @param {PositiveInteger} N - number of indexed elements
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* @param {number} correction - degrees of freedom adjustment
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* @param {Float32Array} x - input array
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* @param {integer} stride - stride length
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* @param {NonNegativeInteger} offset - starting index
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* @returns {number} standard deviation
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*
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* @example
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* var Float32Array = require( '@stdlib/array/float32' );
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* var floor = require( '@stdlib/math/base/special/floor' );
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*
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* var x = new Float32Array( [ 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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*
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* var v = sstdevwd( N, 1, x, 2, 1 );
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* // returns 2.5
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*/
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function sstdevwd( N, correction, x, stride, offset ) {
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return float64ToFloat32( sqrt( svariancewd( N, correction, x, stride, offset ) ) ); // eslint-disable-line max-len
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}
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// EXPORTS //
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module.exports = sstdevwd;
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