/** * @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'; // MODULES // var float64ToFloat32 = require( '@stdlib/number/float64/base/to-float32' ); // MAIN // /** * 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 {PositiveInteger} N - number of indexed elements * @param {number} correction - degrees of freedom adjustment * @param {Float32Array} x - input array * @param {integer} stride - stride length * @returns {number} variance * * @example * var Float32Array = require( '@stdlib/array/float32' ); * * var x = new Float32Array( [ 1.0, -2.0, NaN, 2.0 ] ); * var N = x.length; * * var v = snanvariancewd( N, 1, x, 1 ); * // returns ~4.3333 */ function snanvariancewd( N, correction, x, stride ) { var delta; var mu; var M2; var ix; var nc; var v; var n; var i; if ( N <= 0 ) { return NaN; } if ( N === 1 || stride === 0 ) { v = x[ 0 ]; if ( v === v && N-correction > 0.0 ) { return 0.0; } return NaN; } if ( stride < 0 ) { ix = (1-N) * stride; } else { ix = 0; } M2 = 0.0; mu = 0.0; n = 0; for ( i = 0; i < N; i++ ) { v = x[ ix ]; if ( v === v ) { delta = float64ToFloat32( v - mu ); n += 1; mu = float64ToFloat32( mu + float64ToFloat32( delta/n ) ); M2 = float64ToFloat32( M2 + float64ToFloat32( delta*float64ToFloat32( v-mu ) ) ); // eslint-disable-line max-len } ix += stride; } nc = n - correction; if ( nc <= 0.0 ) { return NaN; } return float64ToFloat32( M2 / nc ); } // EXPORTS // module.exports = snanvariancewd;