/** * @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 ignoring `NaN` values and 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 * @param {NonNegativeInteger} offset - starting index * @returns {number} variance * * @example * var floor = require( '@stdlib/math/base/special/floor' ); * * var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ]; * var N = floor( x.length / 2 ); * * var v = nanvariancetk( N, 1, x, 2, 1 ); * // returns 6.25 */ function nanvariancetk( N, correction, x, stride, offset ) { var S2; var ix; var nc; var S; var v; var n; var i; if ( N <= 0 ) { return NaN; } if ( N === 1 || stride === 0 ) { v = x[ offset ]; if ( v === v && N-correction > 0.0 ) { return 0.0; } return NaN; } ix = offset; 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; } nc = n - correction; if ( nc <= 0.0 ) { return NaN; } return (S2 - ((S/n)*S)) / nc; } // EXPORTS // module.exports = nanvariancetk;