/** * @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. */ #include "stdlib/stats/base/dstdevwd.h" #include "stdlib/stats/base/dvariancewd.h" #include #include /** * Computes the standard deviation of a double-precision floating-point strided array 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 N number of indexed elements * @param correction degrees of freedom adjustment * @param X input array * @param stride stride length * @return output value */ double stdlib_strided_dstdevwd( const int64_t N, const double correction, const double *X, const int64_t stride ) { return sqrt( stdlib_strided_dvariancewd( N, correction, X, stride ) ); }