/** * @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 variancewd = require( './../../../base/variancewd' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); // MAIN // /** * Computes the standard deviation of a 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 {NumericArray} x - input array * @param {integer} stride - stride length * @returns {number} standard deviation * * @example * var x = [ 1.0, -2.0, 2.0 ]; * * var v = stdevwd( x.length, 1, x, 1 ); * // returns ~2.0817 */ function stdevwd( N, correction, x, stride ) { return sqrt( variancewd( N, correction, x, stride ) ); } // EXPORTS // module.exports = stdevwd;