91 lines
2.2 KiB
JavaScript
91 lines
2.2 KiB
JavaScript
/**
|
|
* @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.
|
|
*/
|
|
|
|
'use strict';
|
|
|
|
// MODULES //
|
|
|
|
var float64ToFloat32 = require( '@stdlib/number/float64/base/to-float32' );
|
|
|
|
|
|
// MAIN //
|
|
|
|
/**
|
|
* Computes the variance of a single-precision floating-point strided array ignoring `NaN` values and using a one-pass textbook algorithm.
|
|
*
|
|
* @param {PositiveInteger} N - number of indexed elements
|
|
* @param {number} correction - degrees of freedom adjustment
|
|
* @param {Float32Array} x - input array
|
|
* @param {integer} stride - stride length
|
|
* @param {NonNegativeInteger} offset - starting index
|
|
* @returns {number} variance
|
|
*
|
|
* @example
|
|
* var Float32Array = require( '@stdlib/array/float32' );
|
|
* var floor = require( '@stdlib/math/base/special/floor' );
|
|
*
|
|
* var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ] );
|
|
* var N = floor( x.length / 2 );
|
|
*
|
|
* var v = snanvariancetk( N, 1, x, 2, 1 );
|
|
* // returns 6.25
|
|
*/
|
|
function snanvariancetk( N, correction, x, stride, offset ) {
|
|
var S2;
|
|
var ix;
|
|
var nc;
|
|
var S;
|
|
var v;
|
|
var n;
|
|
var i;
|
|
|
|
if ( N <= 0 ) {
|
|
return NaN;
|
|
}
|
|
if ( N === 1 || stride === 0 ) {
|
|
v = x[ offset ];
|
|
if ( v === v && N-correction > 0.0 ) {
|
|
return 0.0;
|
|
}
|
|
return NaN;
|
|
}
|
|
ix = offset;
|
|
S2 = 0.0;
|
|
S = 0.0;
|
|
n = 0;
|
|
for ( i = 0; i < N; i++ ) {
|
|
v = x[ ix ];
|
|
if ( v === v ) {
|
|
S2 = float64ToFloat32( S2 + float64ToFloat32( v*v ) );
|
|
S = float64ToFloat32( S + v );
|
|
n += 1;
|
|
}
|
|
ix += stride;
|
|
}
|
|
nc = n - correction;
|
|
if ( nc <= 0.0 ) {
|
|
return NaN;
|
|
}
|
|
return float64ToFloat32( float64ToFloat32(S2 - float64ToFloat32(float64ToFloat32(S/n)*S)) / nc ); // eslint-disable-line max-len
|
|
}
|
|
|
|
|
|
// EXPORTS //
|
|
|
|
module.exports = snanvariancetk;
|