/** * @license Apache-2.0 * * Copyright (c) 2018 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 sqrt = require( '@stdlib/math/base/special/sqrt' ); // MAIN // /** * Computes the unbiased standard deviation. * * @private * @param {ndarrayLike} arr - input array * @param {number} j - column for which to calculate the standard deviation * @returns {number} standard deviation * * @example * var ndarrayLike = require( './ndarray_like.js' ); * * var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571, 1.7881, 2.019, 2.25, 2.481, 2.7119 ]; * var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454, 4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ]; * var arr = ndarrayLike( x, y ); * var out = stdev( arr, 1 ); * // returns ~2.568 */ function stdev( arr, j ) { var delta; var mean; var M2; var i; var x; delta = 0.0; mean = 0.0; M2 = 0.0; for ( i = 0; i < arr.shape[0]; i++ ) { x = arr.get( i, j ); delta = x - mean; mean += delta / ( i+1 ); M2 += delta * ( x - mean ); } return sqrt( M2 / ( i - 1 ) ); } // EXPORTS // module.exports = stdev;