/** * @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 arithmetic mean of a strided array, ignoring `NaN` values and using Welford's algorithm. * * ## Method * * - This implementation uses Welford's algorithm for efficient computation, which can be derived as follows * * ```tex * \begin{align*} * \mu_n &= \frac{1}{n} \sum_{i=0}^{n-1} x_i \\ * &= \frac{1}{n} \biggl(x_{n-1} + \sum_{i=0}^{n-2} x_i \biggr) \\ * &= \frac{1}{n} (x_{n-1} + (n-1)\mu_{n-1}) \\ * &= \mu_{n-1} + \frac{1}{n} (x_{n-1} - \mu_{n-1}) * \end{align*} * ``` * * ## 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 {NumericArray} x - input array * @param {integer} stride - stride length * @param {NonNegativeInteger} offset - starting index * @returns {number} arithmetic mean * * @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 ]; * var N = floor( x.length / 2 ); * * var v = nanmeanwd( N, x, 2, 1 ); * // returns 1.25 */ function nanmeanwd( N, x, stride, offset ) { var mu; var ix; var v; var n; var i; if ( N <= 0 ) { return NaN; } if ( N === 1 || stride === 0 ) { return x[ offset ]; } ix = offset; mu = 0.0; n = 0; for ( i = 0; i < N; i++ ) { v = x[ ix ]; if ( v === v ) { n += 1; mu += ( v-mu ) / n; } ix += stride; } if ( n === 0 ) { return NaN; } return mu; } // EXPORTS // module.exports = nanmeanwd;