time-to-botec/squiggle/node_modules/@stdlib/stats/base/smeanpn/lib/ndarray.js

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/**
* @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 ssumpw = require( '@stdlib/blas/ext/base/ssumpw' ).ndarray;
var sapxsumpw = require( '@stdlib/blas/ext/base/sapxsumpw' ).ndarray;
// MAIN //
/**
* Computes the arithmetic mean of a single-precision floating-point strided array using a two-pass error correction algorithm.
*
* ## Method
*
* - This implementation uses a two-pass approach, as suggested by Neely (1966).
*
* ## References
*
* - Neely, Peter M. 1966. "Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients." _Communications of the ACM_ 9 (7). Association for Computing Machinery: 49699. doi:[10.1145/365719.365958](https://doi.org/10.1145/365719.365958).
* - Schubert, Erich, and Michael Gertz. 2018. "Numerically Stable Parallel Computation of (Co-)Variance." In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036](https://doi.org/10.1145/3221269.3223036).
*
* @param {PositiveInteger} N - number of indexed elements
* @param {Float32Array} x - input array
* @param {integer} stride - stride length
* @param {NonNegativeInteger} offset - starting index
* @returns {number} arithmetic mean
*
* @example
* var Float32Array = require( '@stdlib/array/float32' );
* var floor = require( '@stdlib/math/base/special/floor' );
*
* var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
* var N = floor( x.length / 2 );
*
* var v = smeanpn( N, x, 2, 1 );
* // returns 1.25
*/
function smeanpn( N, x, stride, offset ) {
var mu;
var c;
if ( N <= 0 ) {
return NaN;
}
if ( N === 1 || stride === 0 ) {
return x[ offset ];
}
// Compute an estimate for the mean:
mu = float64ToFloat32( ssumpw( N, x, stride, offset ) / N );
// Compute an error term:
c = float64ToFloat32( sapxsumpw( N, -mu, x, stride, offset ) / N );
return float64ToFloat32( mu + c );
}
// EXPORTS //
module.exports = smeanpn;