time-to-botec/squiggle/node_modules/@stdlib/stats/base/nanmeanwd

nanmeanwd

Calculate the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm.

The arithmetic mean is defined as

Usage

var nanmeanwd = require( '@stdlib/stats/base/nanmeanwd' );

nanmeanwd( N, x, stride )

Computes the arithmetic mean of a strided array x, ignoring NaN values and using Welford's algorithm.

var x = [ 1.0, -2.0, NaN, 2.0 ];
var N = x.length;

var v = nanmeanwd( N, x, 1 );
// returns ~0.3333

The function has the following parameters:

• N: number of indexed elements.
• x: input Array or typed array.
• stride: index increment for x.

The N and stride parameters determine which elements in x are accessed at runtime. For example, to compute the arithmetic mean of every other element in x,

var floor = require( '@stdlib/math/base/special/floor' );

var x = [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0, NaN ];
var N = floor( x.length / 2 );

var v = nanmeanwd( N, x, 2 );
// returns 1.25

Note that indexing is relative to the first index. To introduce an offset, use typed array views.

var Float64Array = require( '@stdlib/array/float64' );
var floor = require( '@stdlib/math/base/special/floor' );

var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN ] );
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element

var N = floor( x0.length / 2 );

var v = nanmeanwd( N, x1, 2 );
// returns 1.25

nanmeanwd.ndarray( N, x, stride, offset )

Computes the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm and alternative indexing semantics.

var x = [ 1.0, -2.0, NaN, 2.0 ];
var N = x.length;

var v = nanmeanwd.ndarray( N, x, 1, 0 );
// returns ~0.33333

The function has the following additional parameters:

• offset: starting index for x.

While typed array views mandate a view offset based on the underlying buffer, the offset parameter supports indexing semantics based on a starting index. For example, to calculate the arithmetic mean for every other value in x starting from the second value

var floor = require( '@stdlib/math/base/special/floor' );

var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN ];
var N = floor( x.length / 2 );

var v = nanmeanwd.ndarray( N, x, 2, 1 );
// returns 1.25

Notes

• If N <= 0, both functions return NaN.
• If every indexed element is NaN, both functions return NaN.
• Depending on the environment, the typed versions (dnanmeanwd, snanmeanwd, etc.) are likely to be significantly more performant.

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var Float64Array = require( '@stdlib/array/float64' );
var nanmeanwd = require( '@stdlib/stats/base/nanmeanwd' );

var x;
var i;

x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
    if ( randu() < 0.2 ) {
        x[ i ] = NaN;
    } else {
        x[ i ] = round( (randu()*100.0) - 50.0 );
    }
}
console.log( x );

var v = nanmeanwd( x.length, x, 1 );
console.log( v );

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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.
• 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.