/** * @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'; // MAIN // /** * Computes the variance of a double-precision floating-point strided array provided a known mean and using a one-pass textbook algorithm. * * @param {PositiveInteger} N - number of indexed elements * @param {number} mean - mean * @param {number} correction - degrees of freedom adjustment * @param {Float64Array} x - input array * @param {integer} stride - stride length * @returns {number} variance * * @example * var Float64Array = require( '@stdlib/array/float64' ); * * var x = new Float64Array( [ 1.0, -2.0, 2.0 ] ); * * var v = dvarmtk( x.length, 1.0/3.0, 1, x, 1 ); * // returns ~4.3333 */ function dvarmtk( N, mean, correction, x, stride ) { var ix; var M2; var d; var n; var i; n = N - correction; if ( N <= 0 || n <= 0.0 ) { return NaN; } if ( N === 1 || stride === 0 ) { return 0.0; } if ( stride < 0 ) { ix = (1-N) * stride; } else { ix = 0; } M2 = 0.0; for ( i = 0; i < N; i++ ) { d = x[ ix ] - mean; M2 += d * d; ix += stride; } return M2 / n; } // EXPORTS // module.exports = dvarmtk;