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

dmeanvar

Calculate the mean and variance of a double-precision floating-point strided array.

The population variance of a finite size population of size N is given by

where the population mean is given by

Often in the analysis of data, the true population variance is not known a priori and must be estimated from a sample drawn from the population distribution. If one attempts to use the formula for the population variance, the result is biased and yields a biased sample variance. To compute an unbiased sample variance for a sample of size n,

where the sample mean is given by

The use of the term n-1 is commonly referred to as Bessel's correction. Note, however, that applying Bessel's correction can increase the mean squared error between the sample variance and population variance. Depending on the characteristics of the population distribution, other correction factors (e.g., n-1.5, n+1, etc) can yield better estimators.

Usage

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

dmeanvar( N, correction, x, strideX, out, strideOut )

Computes the mean and variance of a double-precision floating-point strided array x.

var Float64Array = require( '@stdlib/array/float64' );

var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var out = new Float64Array( 2 );

var v = dmeanvar( x.length, 1, x, 1, out, 1 );
// returns <Float64Array>[ ~0.3333, ~4.3333 ]

var bool = ( v === out );
// returns true

The function has the following parameters:

• N: number of indexed elements.
• correction: degrees of freedom adjustment. Setting this parameter to a value other than 0 has the effect of adjusting the divisor during the calculation of the variance according to N-c where c corresponds to the provided degrees of freedom adjustment. When computing the variance of a population, setting this parameter to 0 is the standard choice (i.e., the provided array contains data constituting an entire population). When computing the unbiased sample variance, setting this parameter to 1 is the standard choice (i.e., the provided array contains data sampled from a larger population; this is commonly referred to as Bessel's correction).
• x: input Float64Array.
• strideX: index increment for x.
• out: output Float64Array for storing results.
• strideOut: index increment for out.

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

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

var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
var out = new Float64Array( 2 );
var N = floor( x.length / 2 );

var v = dmeanvar( N, 1, x, 2, out, 1 );
// returns <Float64Array>[ 1.25, 6.25 ]

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 ] );
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element

var out0 = new Float64Array( 4 );
var out1 = new Float64Array( out0.buffer, out0.BYTES_PER_ELEMENT*2 ); // start at 3rd element

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

var v = dmeanvar( N, 1, x1, 2, out1, 1 );
// returns <Float64Array>[ 1.25, 6.25 ]

dmeanvar.ndarray( N, correction, x, strideX, offsetX, out, strideOut, offsetOut )

Computes the mean and variance of a double-precision floating-point strided array using alternative indexing semantics.

var Float64Array = require( '@stdlib/array/float64' );

var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var out = new Float64Array( 2 );

var v = dmeanvar.ndarray( x.length, 1, x, 1, 0, out, 1, 0 );
// returns <Float64Array>[ ~0.3333, ~4.3333 ]

The function has the following additional parameters:

• offsetX: starting index for x.
• offsetOut: starting index for out.

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

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

var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var out = new Float64Array( 4 );
var N = floor( x.length / 2 );

var v = dmeanvar.ndarray( N, 1, x, 2, 1, out, 2, 1 );
// returns <Float64Array>[ 0.0, 1.25, 0.0, 6.25 ]

Notes

• If N <= 0, both functions return a mean and variance equal to NaN.
• If N - c is less than or equal to 0 (where c corresponds to the provided degrees of freedom adjustment), both functions return a variance equal to NaN.

Examples

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

var out;
var x;
var i;

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

out = new Float64Array( 2 );
dmeanvar( x.length, 1, x, 1, out, 1 );
console.log( out );