/** * @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 strided array using a one-pass textbook algorithm. * * @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} variance * * @example * var x = [ 1.0, -2.0, 2.0 ]; * * var v = variancetk( x.length, 1, x, 1 ); * // returns ~4.3333 */ function variancetk( N, correction, x, stride ) { var S2; var ix; var S; var v; 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; } S2 = 0.0; S = 0.0; for ( i = 0; i < N; i++ ) { v = x[ ix ]; S2 += v * v; S += v; ix += stride; } return (S2 - ((S/N)*S)) / n; } // EXPORTS // module.exports = variancetk;