/** * @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 algorithm proposed by Youngs and Cramer. * * ## Method * * - This implementation uses a one-pass algorithm, as proposed by Youngs and Cramer (1971). * * ## References * * - Youngs, Edward A., and Elliot M. Cramer. 1971. "Some Results Relevant to Choice of Sum and Sum-of-Product Algorithms." _Technometrics_ 13 (3): 657–65. doi:[10.1080/00401706.1971.10488826](https://doi.org/10.1080/00401706.1971.10488826). * * @param {PositiveInteger} N - number of indexed elements * @param {number} correction - degrees of freedom adjustment * @param {NumericArray} x - input array * @param {integer} stride - stride length * @returns {number} variance * * @example * var x = [ 1.0, -2.0, NaN, 2.0 ]; * * var v = nanvarianceyc( x.length, 1, x, 1 ); * // returns ~4.3333 */ function nanvarianceyc( N, correction, x, stride ) { var sum; var ix; var nc; var S; var v; var d; 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; } // Find the first non-NaN element... for ( i = 0; i < N; i++ ) { v = x[ ix ]; if ( v === v ) { break; } ix += stride; } if ( i === N ) { return NaN; } ix += stride; sum = v; S = 0.0; i += 1; n = 1; for ( i; i < N; i++ ) { v = x[ ix ]; if ( v === v ) { n += 1; sum += v; d = (n*v) - sum; S += (1.0/(n*(n-1))) * d * d; } ix += stride; } nc = n - correction; if ( nc <= 0.0 ) { return NaN; } return S / nc; } // EXPORTS // module.exports = nanvarianceyc;