@stdlib/stats-strided-dsvariancepn 0.1.0

package/dist/index.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../lib/ndarray.js", "../lib/dsvariancepn.js", "../lib/main.js", "../lib/index.js"],
+  "sourcesContent": ["/**\n* @license Apache-2.0\n*\n* Copyright (c) 2020 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar dssum = require( '@stdlib/blas-ext-base-dssum' ).ndarray;\n\n\n// MAIN //\n\n/**\n* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.\n*\n* ## Method\n*\n* -   This implementation uses a two-pass approach, as suggested by Neely (1966).\n*\n* ## References\n*\n* -   Neely, Peter M. 1966. \"Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients.\" _Communications of the ACM_ 9 (7). Association for Computing Machinery: 496\u201399. doi:[10.1145/365719.365958](https://doi.org/10.1145/365719.365958).\n* -   Schubert, Erich, and Michael Gertz. 2018. \"Numerically Stable Parallel Computation of (Co-)Variance.\" In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036](https://doi.org/10.1145/3221269.3223036).\n*\n* @param {PositiveInteger} N - number of indexed elements\n* @param {number} correction - degrees of freedom adjustment\n* @param {Float32Array} x - input array\n* @param {integer} strideX - stride length\n* @param {NonNegativeInteger} offsetX - starting index\n* @returns {number} variance\n*\n* @example\n* var Float32Array = require( '@stdlib/array-float32' );\n*\n* var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );\n*\n* var v = dsvariancepn( 4, 1, x, 2, 1 );\n* // returns 6.25\n*/\nfunction dsvariancepn( N, correction, x, strideX, offsetX ) {\n\tvar mu;\n\tvar ix;\n\tvar M2;\n\tvar M;\n\tvar d;\n\tvar n;\n\tvar i;\n\n\tn = N - correction;\n\tif ( N <= 0 || n <= 0 ) {\n\t\treturn NaN;\n\t}\n\tif ( N === 1 || strideX === 0 ) {\n\t\treturn 0.0;\n\t}\n\t// Compute an estimate for the mean:\n\tmu = dssum( N, x, strideX, offsetX ) / N;\n\n\t// Compute the variance...\n\tix = offsetX;\n\tM2 = 0.0;\n\tM = 0.0;\n\tfor ( i = 0; i < N; i++ ) {\n\t\td = x[ ix ] - mu;\n\t\tM2 += d * d;\n\t\tM += d;\n\t\tix += strideX;\n\t}\n\treturn (M2/n) - ((M/N)*(M/n));\n}\n\n\n// EXPORTS //\n\nmodule.exports = dsvariancepn;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2020 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar stride2offset = require( '@stdlib/strided-base-stride2offset' );\nvar ndarray = require( './ndarray.js' );\n\n\n// MAIN //\n\n/**\n* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.\n*\n* ## Method\n*\n* -   This implementation uses a two-pass approach, as suggested by Neely (1966).\n*\n* ## References\n*\n* -   Neely, Peter M. 1966. \"Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients.\" _Communications of the ACM_ 9 (7). Association for Computing Machinery: 496\u201399. doi:[10.1145/365719.365958](https://doi.org/10.1145/365719.365958).\n* -   Schubert, Erich, and Michael Gertz. 2018. \"Numerically Stable Parallel Computation of (Co-)Variance.\" In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036](https://doi.org/10.1145/3221269.3223036).\n*\n* @param {PositiveInteger} N - number of indexed elements\n* @param {number} correction - degrees of freedom adjustment\n* @param {Float32Array} x - input array\n* @param {integer} strideX - stride length\n* @returns {number} variance\n*\n* @example\n* var Float32Array = require( '@stdlib/array-float32' );\n*\n* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );\n*\n* var v = dsvariancepn( x.length, 1, x, 1 );\n* // returns ~4.3333\n*/\nfunction dsvariancepn( N, correction, x, strideX ) {\n\treturn ndarray( N, correction, x, strideX, stride2offset( N, strideX ) );\n}\n\n\n// EXPORTS //\n\nmodule.exports = dsvariancepn;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2020 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' );\nvar dsvariancepn = require( './dsvariancepn.js' );\nvar ndarray = require( './ndarray.js' );\n\n\n// MAIN //\n\nsetReadOnly( dsvariancepn, 'ndarray', ndarray );\n\n\n// EXPORTS //\n\nmodule.exports = dsvariancepn;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2020 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n/**\n* Compute the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.\n*\n* @module @stdlib/stats-strided-dsvariancepn\n*\n* @example\n* var Float32Array = require( '@stdlib/array-float32' );\n* var dsvariancepn = require( '@stdlib/stats-strided-dsvariancepn' );\n*\n* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );\n*\n* var v = dsvariancepn( x.length, 1, x, 1 );\n* // returns ~4.3333\n*\n* @example\n* var Float32Array = require( '@stdlib/array-float32' );\n* var dsvariancepn = require( '@stdlib/stats-strided-dsvariancepn' );\n*\n* var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );\n*\n* var v = dsvariancepn.ndarray( 4, 1, x, 2, 1 );\n* // returns 6.25\n*/\n\n// MODULES //\n\nvar join = require( 'path' ).join;\nvar tryRequire = require( '@stdlib/utils-try-require' );\nvar isError = require( '@stdlib/assert-is-error' );\nvar main = require( './main.js' );\n\n\n// MAIN //\n\nvar dsvariancepn;\nvar tmp = tryRequire( join( __dirname, './native.js' ) );\nif ( isError( tmp ) ) {\n\tdsvariancepn = main;\n} else {\n\tdsvariancepn = tmp;\n}\n\n\n// EXPORTS //\n\nmodule.exports = dsvariancepn;\n\n// exports: { \"ndarray\": \"dsvariancepn.ndarray\" }\n"],
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package/docs/img/equation_unbiased_sample_variance.svg

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package/docs/types/index.d.ts

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+/*
+* @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.
+*/
+
+// TypeScript Version: 4.1
+
+/**
+* Interface describing `dsvariancepn`.
+*/
+interface Routine {
+	/**
+	* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
+	*
+	* @param N - number of indexed elements
+	* @param correction - degrees of freedom adjustment
+	* @param x - input array
+	* @param strideX - stride length
+	* @returns variance
+	*
+	* @example
+	* var Float32Array = require( '@stdlib/array-float32' );
+	*
+	* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+	*
+	* var v = dsvariancepn( x.length, 1, x, 1 );
+	* // returns ~4.3333
+	*/
+	( N: number, correction: number, x: Float32Array, strideX: number ): number;
+
+	/**
+	* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and alternative indexing semantics and returning an extended precision result.
+	*
+	* @param N - number of indexed elements
+	* @param correction - degrees of freedom adjustment
+	* @param x - input array
+	* @param strideX - stride length
+	* @param offsetX - starting index
+	* @returns variance
+	*
+	* @example
+	* var Float32Array = require( '@stdlib/array-float32' );
+	*
+	* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+	*
+	* var v = dsvariancepn.ndarray( x.length, 1, x, 1, 0 );
+	* // returns ~4.3333
+	*/
+	ndarray( N: number, correction: number, x: Float32Array, strideX: number, offsetX: number ): number;
+}
+
+/**
+* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
+*
+* @param N - number of indexed elements
+* @param correction - degrees of freedom adjustment
+* @param x - input array
+* @param strideX - stride length
+* @returns variance
+*
+* @example
+* var Float32Array = require( '@stdlib/array-float32' );
+*
+* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+*
+* var v = dsvariancepn( x.length, 1, x, 1 );
+* // returns ~4.3333
+*
+* @example
+* var Float32Array = require( '@stdlib/array-float32' );
+*
+* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+*
+* var v = dsvariancepn.ndarray( x.length, 1, x, 1, 0 );
+* // returns ~4.3333
+*/
+declare var dsvariancepn: Routine;
+
+
+// EXPORTS //
+
+export = dsvariancepn;

package/include/stdlib/stats/strided/dsvariancepn.h

@@ -0,0 +1,45 @@
+/**
+* @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.
+*/
+
+#ifndef STDLIB_STATS_STRIDED_DSVARIANCEPN_H
+#define STDLIB_STATS_STRIDED_DSVARIANCEPN_H
+
+#include "stdlib/blas/base/shared.h"
+
+/*
+* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
+*/
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+/**
+* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
+*/
+double API_SUFFIX(stdlib_strided_dsvariancepn)( const CBLAS_INT N, const float correction, const float *X, const CBLAS_INT strideX );
+
+/**
+* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and alternative indexing semantics and returning an extended precision result.
+*/
+double API_SUFFIX(stdlib_strided_dsvariancepn_ndarray)( const CBLAS_INT N, const float correction, const float *X, const CBLAS_INT strideX, const CBLAS_INT offsetX );
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // !STDLIB_STATS_STRIDED_DSVARIANCEPN_H

package/lib/dsvariancepn.js

@@ -0,0 +1,62 @@
+/**
+* @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 stride2offset = require( '@stdlib/strided-base-stride2offset' );
+var ndarray = require( './ndarray.js' );
+
+
+// MAIN //
+
+/**
+* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
+*
+* ## Method
+*
+* -   This implementation uses a two-pass approach, as suggested by Neely (1966).
+*
+* ## References
+*
+* -   Neely, Peter M. 1966. "Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients." _Communications of the ACM_ 9 (7). Association for Computing Machinery: 496–99. doi:[10.1145/365719.365958](https://doi.org/10.1145/365719.365958).
+* -   Schubert, Erich, and Michael Gertz. 2018. "Numerically Stable Parallel Computation of (Co-)Variance." In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036](https://doi.org/10.1145/3221269.3223036).
+*
+* @param {PositiveInteger} N - number of indexed elements
+* @param {number} correction - degrees of freedom adjustment
+* @param {Float32Array} x - input array
+* @param {integer} strideX - stride length
+* @returns {number} variance
+*
+* @example
+* var Float32Array = require( '@stdlib/array-float32' );
+*
+* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+*
+* var v = dsvariancepn( x.length, 1, x, 1 );
+* // returns ~4.3333
+*/
+function dsvariancepn( N, correction, x, strideX ) {
+	return ndarray( N, correction, x, strideX, stride2offset( N, strideX ) );
+}
+
+
+// EXPORTS //
+
+module.exports = dsvariancepn;

package/lib/dsvariancepn.native.js

@@ -0,0 +1,52 @@
+/**
+* @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 addon = require( './../src/addon.node' );
+
+
+// MAIN //
+
+/**
+* Computes the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
+*
+* @param {PositiveInteger} N - number of indexed elements
+* @param {number} correction - degrees of freedom adjustment
+* @param {Float32Array} x - input array
+* @param {integer} strideX - stride length
+* @returns {number} variance
+*
+* @example
+* var Float32Array = require( '@stdlib/array-float32' );
+*
+* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+*
+* var v = dsvariancepn( x.length, 1, x, 1 );
+* // returns ~4.3333
+*/
+function dsvariancepn( N, correction, x, strideX ) {
+	return addon( N, correction, x, strideX );
+}
+
+
+// EXPORTS //
+
+module.exports = dsvariancepn;

package/lib/index.js

@@ -0,0 +1,68 @@
+/**
+* @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';
+
+/**
+* Compute the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.
+*
+* @module @stdlib/stats-strided-dsvariancepn
+*
+* @example
+* var Float32Array = require( '@stdlib/array-float32' );
+* var dsvariancepn = require( '@stdlib/stats-strided-dsvariancepn' );
+*
+* var x = new Float32Array( [ 1.0, -2.0, 2.0 ] );
+*
+* var v = dsvariancepn( x.length, 1, x, 1 );
+* // returns ~4.3333
+*
+* @example
+* var Float32Array = require( '@stdlib/array-float32' );
+* var dsvariancepn = require( '@stdlib/stats-strided-dsvariancepn' );
+*
+* var x = new Float32Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
+*
+* var v = dsvariancepn.ndarray( 4, 1, x, 2, 1 );
+* // returns 6.25
+*/
+
+// MODULES //
+
+var join = require( 'path' ).join;
+var tryRequire = require( '@stdlib/utils-try-require' );
+var isError = require( '@stdlib/assert-is-error' );
+var main = require( './main.js' );
+
+
+// MAIN //
+
+var dsvariancepn;
+var tmp = tryRequire( join( __dirname, './native.js' ) );
+if ( isError( tmp ) ) {
+	dsvariancepn = main;
+} else {
+	dsvariancepn = tmp;
+}
+
+
+// EXPORTS //
+
+module.exports = dsvariancepn;
+
+// exports: { "ndarray": "dsvariancepn.ndarray" }

package/lib/main.js

@@ -0,0 +1,35 @@
+/**
+* @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 setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' );
+var dsvariancepn = require( './dsvariancepn.js' );
+var ndarray = require( './ndarray.js' );
+
+
+// MAIN //
+
+setReadOnly( dsvariancepn, 'ndarray', ndarray );
+
+
+// EXPORTS //
+
+module.exports = dsvariancepn;