68 lines
1.6 KiB
JavaScript
68 lines
1.6 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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// MODULES //
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var sqrt = require( '@stdlib/math/base/special/sqrt' );
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// MAIN //
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/**
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* Computes the unbiased standard deviation.
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*
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* @private
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* @param {ndarrayLike} arr - input array
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* @param {number} j - column for which to calculate the standard deviation
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* @returns {number} standard deviation
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*
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* @example
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* var ndarrayLike = require( './ndarray_like.js' );
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*
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* var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571, 1.7881, 2.019, 2.25, 2.481, 2.7119 ];
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* var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454, 4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ];
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* var arr = ndarrayLike( x, y );
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* var out = stdev( arr, 1 );
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* // returns ~2.568
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*/
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function stdev( arr, j ) {
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var delta;
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var mean;
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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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for ( i = 0; i < arr.shape[0]; i++ ) {
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x = arr.get( i, j );
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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 sqrt( M2 / ( i - 1 ) );
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}
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// EXPORTS //
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module.exports = stdev;
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