/** * @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/snanvariancewd.h" #include /** * Computes the variance of a single-precision floating-point strided array ignoring `NaN` values and 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 N number of indexed elements * @param correction degrees of freedom adjustment * @param X input array * @param stride stride length * @return output value */ float stdlib_strided_snanvariancewd( const int64_t N, const float correction, const float *X, const int64_t stride ) { float delta; int64_t ix; int64_t i; double nc; double n; float M2; float mu; float v; if ( N <= 0 ) { return 0.0f / 0.0f; // NaN } if ( N == 1 || stride == 0 ) { v = X[ 0 ]; if ( v == v && (double)N-(double)correction > 0.0 ) { return 0.0f; } return 0.0f / 0.0f; // NaN } if ( stride < 0 ) { ix = (1-N) * stride; } else { ix = 0; } M2 = 0.0f; mu = 0.0f; n = 0.0; for ( i = 0; i < N; i++ ) { v = X[ ix ]; if ( v == v ) { delta = v - mu; n += 1.0; mu += (float)( (double)delta / n ); M2 += delta * ( v - mu ); } ix += stride; } nc = n - (double)correction; if ( nc <= 0.0 ) { return 0.0f / 0.0f; // NaN } return (double)M2 / nc; }