/** * @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. */ #include "stdlib/stats/base/dnanvarianceyc.h" #include /** * Computes the variance of a double-precision floating-point strided array ignoring `NaN` values and using a one-pass algorithm proposed by Youngs and Cramer. * * ## Method * * - This implementation uses a one-pass algorithm, as proposed by Youngs and Cramer (1971). * * ## References * * - Youngs, Edward A., and Elliot M. Cramer. 1971. "Some Results Relevant to Choice of Sum and Sum-of-Product Algorithms." _Technometrics_ 13 (3): 657–65. doi:[10.1080/00401706.1971.10488826](https://doi.org/10.1080/00401706.1971.10488826). * * @param N number of indexed elements * @param correction degrees of freedom adjustment * @param X input array * @param stride stride length * @return output value */ double stdlib_strided_dnanvarianceyc( const int64_t N, const double correction, const double *X, const int64_t stride ) { double sum; int64_t ix; double nc; double n; double S; double v; double d; double i; if ( N <= 0 ) { return 0.0 / 0.0; // NaN } if ( N == 1 || stride == 0 ) { v = X[ 0 ]; if ( v == v && (double)N-correction > 0.0 ) { return 0.0; } return 0.0 / 0.0; // NaN } if ( stride < 0 ) { ix = (1-N) * stride; } else { ix = 0; } // Find the first non-NaN element... for ( i = 0; i < N; i++ ) { v = X[ ix ]; if ( v == v ) { break; } ix += stride; } if ( i == N ) { return 0.0 / 0.0; // NaN } ix += stride; sum = v; S = 0.0; n = 1.0; i += 1; for (; i < N; i++ ) { v = X[ ix ]; if ( v == v ) { n += 1.0; sum += v; d = (n*v) - sum; S += (1.0/(n*(n-1.0))) * d * d; } ix += stride; } nc = n - correction; if ( nc <= 0.0 ) { return 0.0 / 0.0; // NaN } return S / nc; }