time-to-botec/squiggle/node_modules/@stdlib/stats/base/dmeanwd/README.md

202 lines
5.6 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.
-->
# dmeanwd
> Calculate the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using Welford's algorithm.
<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@339637af8d39d156edb39d8f600e0c29d6c96ec0/lib/node_modules/@stdlib/stats/base/dmeanwd/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
<br>
</div>
<!-- </equation> -->
</section>
<!-- /.intro -->
<section class="usage">
## Usage
```javascript
var dmeanwd = require( '@stdlib/stats/base/dmeanwd' );
```
#### dmeanwd( N, x, stride )
Computes the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array `x` using Welford's algorithm.
```javascript
var Float64Array = require( '@stdlib/array/float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dmeanwd( 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 = dmeanwd( 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 = dmeanwd( N, x1, 2 );
// returns 1.25
```
#### dmeanwd.ndarray( N, x, stride, offset )
Computes the [arithmetic mean][arithmetic-mean] of a double-precision floating-point strided array using Welford's algorithm 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 = dmeanwd.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 = dmeanwd.ndarray( N, x, 2, 1 );
// returns 1.25
```
</section>
<!-- /.usage -->
<section class="notes">
## Notes
- If `N <= 0`, both functions return `NaN`.
</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 dmeanwd = require( '@stdlib/stats/base/dmeanwd' );
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 = dmeanwd( 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].
</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
</section>
<!-- /.links -->