/** * @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/dnanvariancetk.h" #include /** * Computes the variance of a double-precision floating-point strided array ignoring `NaN` values and using a one-pass textbook algorithm. * * @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_dnanvariancetk( const int64_t N, const double correction, const double *X, const int64_t stride ) { int64_t ix; int64_t n; int64_t i; double S2; double nc; double dn; double S; double v; 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; } S2 = 0.0; S = 0.0; n = 0; for ( i = 0; i < N; i++ ) { v = X[ ix ]; if ( v == v ) { S2 += v * v; S += v; n += 1; } ix += stride; } dn = (double)n; nc = dn - correction; if ( nc <= 0.0 ) { return 0.0 / 0.0; // NaN } return (S2 - ((S/dn)*S)) / nc; }