/** * @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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var dsumpw = require( '@stdlib/blas/ext/base/dsumpw' ).ndarray; // MAIN // /** * Computes the mean and variance of a double-precision floating-point strided array using a two-pass algorithm. * * ## Method * * - This implementation uses a two-pass approach, as suggested by Neely (1966). * * ## References * * - Neely, Peter M. 1966. "Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients." _Communications of the ACM_ 9 (7). Association for Computing Machinery: 496–99. doi:[10.1145/365719.365958](https://doi.org/10.1145/365719.365958). * - Schubert, Erich, and Michael Gertz. 2018. "Numerically Stable Parallel Computation of (Co-)Variance." In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036](https://doi.org/10.1145/3221269.3223036). * * @param {PositiveInteger} N - number of indexed elements * @param {number} correction - degrees of freedom adjustment * @param {Float64Array} x - input array * @param {integer} strideX - `x` stride length * @param {NonNegativeInteger} offsetX - `x` starting index * @param {Float64Array} out - output array * @param {integer} strideOut - `out` stride length * @param {NonNegativeInteger} offsetOut - `out` starting index * @returns {Float64Array} output array * * @example * var Float64Array = require( '@stdlib/array/float64' ); * var floor = require( '@stdlib/math/base/special/floor' ); * * var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] ); * var out = new Float64Array( 2 ); * * var N = floor( x.length / 2 ); * * var v = dmeanvarpn( N, 1, x, 2, 1, out, 1, 0 ); * // returns [ 1.25, 6.25 ] */ function dmeanvarpn( N, correction, x, strideX, offsetX, out, strideOut, offsetOut ) { // eslint-disable-line max-len var mu; var ix; var io; var M2; var M; var d; var c; var n; var i; ix = offsetX; io = offsetOut; if ( N <= 0 ) { out[ io ] = NaN; out[ io+strideOut ] = NaN; return out; } n = N - correction; if ( N === 1 || strideX === 0 ) { out[ io ] = x[ ix ]; if ( n <= 0.0 ) { out[ io+strideOut ] = NaN; } else { out[ io+strideOut ] = 0.0; } return out; } // Compute an estimate for the mean: mu = dsumpw( N, x, strideX, offsetX ) / N; if ( isnan( mu ) ) { out[ io ] = NaN; out[ io+strideOut ] = NaN; return out; } // Compute the sum of squared differences from the mean... M2 = 0.0; M = 0.0; for ( i = 0; i < N; i++ ) { d = x[ ix ] - mu; M2 += d * d; M += d; ix += strideX; } // Compute an error term for the mean: c = M / N; out[ io ] = mu + c; if ( n <= 0.0 ) { out[ io+strideOut ] = NaN; } else { out[ io+strideOut ] = (M2/n) - (c*(M/n)); } return out; } // EXPORTS // module.exports = dmeanvarpn;