75 lines
1.7 KiB
C
75 lines
1.7 KiB
C
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2020 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#include "stdlib/stats/base/dnanvariancetk.h"
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#include <stdint.h>
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/**
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* Computes the variance of a double-precision floating-point strided array ignoring `NaN` values and using a one-pass textbook algorithm.
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*
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* @param N number of indexed elements
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* @param correction degrees of freedom adjustment
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* @param X input array
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* @param stride stride length
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* @return output value
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*/
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double stdlib_strided_dnanvariancetk( const int64_t N, const double correction, const double *X, const int64_t stride ) {
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int64_t ix;
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int64_t n;
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int64_t i;
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double S2;
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double nc;
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double dn;
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double S;
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double v;
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if ( N <= 0 ) {
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return 0.0 / 0.0; // NaN
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}
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if ( N == 1 || stride == 0 ) {
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v = X[ 0 ];
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if ( v == v && (double)N-correction > 0.0 ) {
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return 0.0;
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}
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return 0.0 / 0.0; // NaN
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}
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if ( stride < 0 ) {
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ix = (1-N) * stride;
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} else {
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ix = 0;
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}
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S2 = 0.0;
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S = 0.0;
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n = 0;
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for ( i = 0; i < N; i++ ) {
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v = X[ ix ];
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if ( v == v ) {
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S2 += v * v;
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S += v;
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n += 1;
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}
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ix += stride;
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}
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dn = (double)n;
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nc = dn - correction;
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if ( nc <= 0.0 ) {
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return 0.0 / 0.0; // NaN
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}
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return (S2 - ((S/dn)*S)) / nc;
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}
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