53 lines
1.1 KiB
JavaScript
53 lines
1.1 KiB
JavaScript
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 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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'use strict';
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/**
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* Computes the unbiased variance of an array.
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*
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* @private
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* @param {NumericArray} arr - input array
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* @returns {number} variance
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*/
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function variance( arr ) {
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var delta;
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var mean;
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var len;
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var M2;
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var i;
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var x;
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delta = 0.0;
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mean = 0.0;
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M2 = 0.0;
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len = arr.length;
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for ( i = 0; i < len; i++ ) {
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x = arr[ i ];
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delta = x - mean;
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mean += delta / (i+1);
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M2 += delta * ( x - mean );
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}
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return M2 / ( i - 1 );
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}
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// EXPORTS //
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module.exports = variance;
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