@stdlib/stats-base-dists-f-variance 0.2.2 → 0.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/NOTICE +1 -1
- package/README.md +109 -16
- package/include/stdlib/stats/base/dists/f/variance.h +38 -0
- package/lib/native.js +75 -0
- package/manifest.json +78 -0
- package/package.json +7 -2
- package/src/addon.c +22 -0
- package/src/main.c +41 -0
package/NOTICE
CHANGED
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@@ -1 +1 @@
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Copyright (c) 2016-
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Copyright (c) 2016-2026 The Stdlib Authors.
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package/README.md
CHANGED
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@@ -78,7 +78,7 @@ var variance = require( '@stdlib/stats-base-dists-f-variance' );
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#### variance( d1, d2 )
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Returns the [variance][variance] of
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Returns the [variance][variance] of an [F][f-distribution] distribution with parameters `d1` (numerator degrees of freedom) and `d2` (denominator degrees of freedom).
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```javascript
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var v = variance( 4.0, 5.0 );
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<!-- eslint no-undef: "error" -->
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```javascript
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var
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var uniform = require( '@stdlib/random-array-uniform' );
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var logEachMap = require( '@stdlib/console-log-each-map' );
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var EPS = require( '@stdlib/constants-float64-eps' );
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var variance = require( '@stdlib/stats-base-dists-f-variance' );
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var
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var
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var opts = {
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'dtype': 'float64'
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};
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var d1 = uniform( 10, EPS, 10.0, opts );
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var d2 = uniform( 10, EPS, 20.0, opts );
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logEachMap( 'd1: %0.4f, d2: %0.4f, Var(X;d1,d2): %0.4f', d1, d2, variance );
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```
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</section>
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<!-- /.examples -->
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<!-- C interface documentation. -->
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* * *
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<section class="c">
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## C APIs
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
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<section class="intro">
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</section>
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<!-- /.intro -->
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<!-- C usage documentation. -->
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<section class="usage">
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### Usage
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```c
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#include "stdlib/stats/base/dists/f/variance.h"
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```
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#### stdlib_base_dists_f_variance( d1, d2 )
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Evaluates the [variance][variance] of an [F][f-distribution] distribution with parameters `d1` (numerator degrees of freedom) and `d2` (denominator degrees of freedom).
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```c
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double out = stdlib_base_dists_f_variance( 3.0, 5.0 );
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// returns ~11.111
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```
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The function accepts the following arguments:
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- **d1**: `[in] double` numerator degrees of freedom.
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- **d2**: `[in] double` denominator degrees of freedom.
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```c
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double stdlib_base_dists_f_variance( const double d1, const double d2 );
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```
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</section>
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<!-- /.usage -->
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<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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</section>
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<!-- /.notes -->
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<!-- C API usage examples. -->
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<section class="examples">
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### Examples
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```c
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#include "stdlib/stats/base/dists/f/variance.h"
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#include "stdlib/constants/float64/eps.h"
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#include <stdlib.h>
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#include <stdio.h>
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static double random_uniform( const double min, const double max ) {
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double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
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return min + ( v*(max-min) );
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}
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int main( void ) {
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double d1;
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double d2;
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double y;
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int i;
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for ( i = 0; i < 25; i++ ) {
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d1 = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 );
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d2 = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
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y = stdlib_base_dists_f_variance( d1, d2 );
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printf( "d1: %lf, d2: %lf, Var(X;d1,d2): %lf\n", d1, d2, y );
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}
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}
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```
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<!-- /.examples -->
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</section>
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<!-- /.c -->
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<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="references">
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## Copyright
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Copyright © 2016-
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Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
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</section>
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@@ -218,8 +311,8 @@ Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
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[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-f-variance.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-f-variance
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[test-image]: https://github.com/stdlib-js/stats-base-dists-f-variance/actions/workflows/test.yml/badge.svg?branch=v0.
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[test-url]: https://github.com/stdlib-js/stats-base-dists-f-variance/actions/workflows/test.yml?query=branch:v0.
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[test-image]: https://github.com/stdlib-js/stats-base-dists-f-variance/actions/workflows/test.yml/badge.svg?branch=v0.3.0
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[test-url]: https://github.com/stdlib-js/stats-base-dists-f-variance/actions/workflows/test.yml?query=branch:v0.3.0
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[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-f-variance/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-f-variance?branch=main
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-->
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[chat-image]: https://img.shields.io/
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[chat-url]: https://
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[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
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[chat-url]: https://stdlib.zulipchat.com
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[stdlib]: https://github.com/stdlib-js/stdlib
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2024 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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#ifndef STDLIB_STATS_BASE_DISTS_F_VARIANCE_H
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#define STDLIB_STATS_BASE_DISTS_F_VARIANCE_H
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/*
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* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
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*/
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#ifdef __cplusplus
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extern "C" {
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#endif
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/**
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* Returns the variance of an F distribution.
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*/
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double stdlib_base_dists_f_variance( const double d1, const double d2 );
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#ifdef __cplusplus
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}
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#endif
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#endif // !STDLIB_STATS_BASE_DISTS_F_VARIANCE_H
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package/lib/native.js
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2024 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 addon = require( './../src/addon.node' );
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// MAIN //
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/**
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* Returns the variance of an F distribution.
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*
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* @private
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* @param {PositiveNumber} d1 - numerator degrees of freedom
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* @param {PositiveNumber} d2 - denominator degrees of freedom
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* @returns {PositiveNumber} variance
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*
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* @example
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* var v = variance( 3.0, 5.0 );
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* // returns ~11.111
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*
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* @example
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* var v = variance( 4.0, 12.0 );
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* // returns ~1.26
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*
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* @example
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* var v = variance( 8.0, 5.0 );
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* // returns ~7.639
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*
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* @example
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* var v = variance( 1.0, 4.0 );
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* // returns NaN
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*
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* @example
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* var v = variance( 1.0, -0.1 );
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* // returns NaN
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*
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* @example
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* var v = variance( -0.1, 1.0 );
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* // returns NaN
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*
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* @example
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* var v = variance( 2.0, NaN );
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* // returns NaN
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*
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* @example
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* var v = variance( NaN, 2.0 );
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* // returns NaN
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*/
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function variance( d1, d2 ) {
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return addon( d1, d2 );
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}
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// EXPORTS //
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module.exports = variance;
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package/manifest.json
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{
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"options": {
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"task": "build",
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"wasm": false
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},
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"fields": [
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{
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"field": "src",
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"resolve": true,
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"relative": true
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},
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{
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"resolve": true,
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"relative": true
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},
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{
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"field": "libraries",
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"resolve": false,
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"relative": false
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},
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{
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"field": "libpath",
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"resolve": true,
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"relative": false
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}
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],
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"confs": [
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{
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"task": "build",
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"wasm": false,
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"src": [
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"./src/main.c"
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],
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"include": [
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"./include"
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],
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"libraries": [],
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"libpath": [],
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"dependencies": [
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"@stdlib/math-base-napi-binary",
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"@stdlib/math-base-special-pow"
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]
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},
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{
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46
|
+
"task": "benchmark",
|
|
47
|
+
"wasm": false,
|
|
48
|
+
"src": [
|
|
49
|
+
"./src/main.c"
|
|
50
|
+
],
|
|
51
|
+
"include": [
|
|
52
|
+
"./include"
|
|
53
|
+
],
|
|
54
|
+
"libraries": [],
|
|
55
|
+
"libpath": [],
|
|
56
|
+
"dependencies": [
|
|
57
|
+
"@stdlib/math-base-special-pow",
|
|
58
|
+
"@stdlib/constants-float64-eps"
|
|
59
|
+
]
|
|
60
|
+
},
|
|
61
|
+
{
|
|
62
|
+
"task": "examples",
|
|
63
|
+
"wasm": false,
|
|
64
|
+
"src": [
|
|
65
|
+
"./src/main.c"
|
|
66
|
+
],
|
|
67
|
+
"include": [
|
|
68
|
+
"./include"
|
|
69
|
+
],
|
|
70
|
+
"libraries": [],
|
|
71
|
+
"libpath": [],
|
|
72
|
+
"dependencies": [
|
|
73
|
+
"@stdlib/math-base-special-pow",
|
|
74
|
+
"@stdlib/constants-float64-eps"
|
|
75
|
+
]
|
|
76
|
+
}
|
|
77
|
+
]
|
|
78
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-f-variance",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "F distribution variance.",
|
|
5
5
|
"license": "Apache-2.0",
|
|
6
6
|
"author": {
|
|
@@ -14,9 +14,12 @@
|
|
|
14
14
|
}
|
|
15
15
|
],
|
|
16
16
|
"main": "./lib",
|
|
17
|
+
"gypfile": false,
|
|
17
18
|
"directories": {
|
|
18
19
|
"doc": "./docs",
|
|
20
|
+
"include": "./include",
|
|
19
21
|
"lib": "./lib",
|
|
22
|
+
"src": "./src",
|
|
20
23
|
"dist": "./dist"
|
|
21
24
|
},
|
|
22
25
|
"types": "./docs/types",
|
|
@@ -30,7 +33,9 @@
|
|
|
30
33
|
"url": "https://github.com/stdlib-js/stdlib/issues"
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
|
-
"@stdlib/math-base-
|
|
36
|
+
"@stdlib/math-base-napi-binary": "^0.3.1",
|
|
37
|
+
"@stdlib/math-base-special-pow": "^0.3.0",
|
|
38
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
34
39
|
},
|
|
35
40
|
"devDependencies": {},
|
|
36
41
|
"engines": {
|
package/src/addon.c
ADDED
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2024 The Stdlib Authors.
|
|
5
|
+
*
|
|
6
|
+
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
7
|
+
* you may not use this file except in compliance with the License.
|
|
8
|
+
* You may obtain a copy of the License at
|
|
9
|
+
*
|
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
|
11
|
+
*
|
|
12
|
+
* Unless required by applicable law or agreed to in writing, software
|
|
13
|
+
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
14
|
+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
15
|
+
* See the License for the specific language governing permissions and
|
|
16
|
+
* limitations under the License.
|
|
17
|
+
*/
|
|
18
|
+
|
|
19
|
+
#include "stdlib/stats/base/dists/f/variance.h"
|
|
20
|
+
#include "stdlib/math/base/napi/binary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DD_D( stdlib_base_dists_f_variance )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,41 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2024 The Stdlib Authors.
|
|
5
|
+
*
|
|
6
|
+
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
7
|
+
* you may not use this file except in compliance with the License.
|
|
8
|
+
* You may obtain a copy of the License at
|
|
9
|
+
*
|
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
|
11
|
+
*
|
|
12
|
+
* Unless required by applicable law or agreed to in writing, software
|
|
13
|
+
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
14
|
+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
15
|
+
* See the License for the specific language governing permissions and
|
|
16
|
+
* limitations under the License.
|
|
17
|
+
*/
|
|
18
|
+
|
|
19
|
+
#include "stdlib/stats/base/dists/f/variance.h"
|
|
20
|
+
#include "stdlib/math/base/special/pow.h"
|
|
21
|
+
|
|
22
|
+
/**
|
|
23
|
+
* Returns the variance of an F distribution.
|
|
24
|
+
*
|
|
25
|
+
* @param d1 numerator degrees of freedom
|
|
26
|
+
* @param d2 denominator degrees of freedom
|
|
27
|
+
* @return variance
|
|
28
|
+
*
|
|
29
|
+
* @example
|
|
30
|
+
* double y = stdlib_base_dists_f_variance( 3.0, 5.0 );
|
|
31
|
+
* // returns ~11.111
|
|
32
|
+
*/
|
|
33
|
+
double stdlib_base_dists_f_variance( const double d1, const double d2 ) {
|
|
34
|
+
double out;
|
|
35
|
+
if ( d1 <= 0.0 || d2 <= 4.0 ) {
|
|
36
|
+
return 0.0/0.0; // NaN
|
|
37
|
+
}
|
|
38
|
+
out = 2.0 * d2 * d2 * ( d1 + d2 - 2.0 );
|
|
39
|
+
out /= d1 * stdlib_base_pow( d2 - 2.0, 2.0 ) * ( d2 - 4.0 );
|
|
40
|
+
return out;
|
|
41
|
+
}
|