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65 changes: 30 additions & 35 deletions lib/node_modules/@stdlib/stats/base/nanvariancech/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -98,7 +98,7 @@ The use of the term `n-1` is commonly referred to as Bessel's correction. Note,
var nanvariancech = require( '@stdlib/stats/base/nanvariancech' );
```

#### nanvariancech( N, correction, x, stride )
#### nanvariancech( N, correction, x, strideX )

Computes the [variance][variance] of a strided array `x` ignoring `NaN` values and using a one-pass trial mean algorithm.

Expand All @@ -114,61 +114,52 @@ 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][variance] according to `n-c` where `c` corresponds to the provided degrees of freedom adjustment and `n` corresponds to the number of non-`NaN` indexed elements. When computing the [variance][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][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 [`Array`][mdn-array] or [`typed array`][mdn-typed-array].
- **stride**: index increment for `x`.
- **strideX**: stride length for `x`.

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

```javascript
var floor = require( '@stdlib/math/base/special/floor' );
var x = [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0, NaN, NaN ];

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

var v = nanvariancech( N, 1, x, 2 );
var v = nanvariancech( 5, 1, x, 2 );
// returns 6.25
```

Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.

<!-- eslint-disable stdlib/capitalized-comments -->
<!-- eslint-disable stdlib/capitalized-comments, max-len -->

```javascript
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, NaN ] );
var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ] );
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element

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

var v = nanvariancech( N, 1, x1, 2 );
var v = nanvariancech( 5, 1, x1, 2 );
// returns 6.25
```

#### nanvariancech.ndarray( N, correction, x, stride, offset )
#### nanvariancech.ndarray( N, correction, x, strideX, offsetX )

Computes the [variance][variance] of a strided array ignoring `NaN` values and using a one-pass trial mean algorithm and alternative indexing semantics.

```javascript
var x = [ 1.0, -2.0, NaN, 2.0 ];

var v = nanvariancech.ndarray( x.length, 1, x, 1, 0 );
var v = nanvariancech.ndarray( 4, 1, x, 1, 0 );
// returns ~4.33333
```

The function has the following additional parameters:

- **offset**: starting index for `x`.
- **offsetX**: starting index for `x`.

While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying `buffer`, the `offset` parameter supports indexing semantics based on a starting index. For example, to calculate the [variance][variance] for every other value in `x` starting from the second value
While [`typed array`][mdn-typed-array] views mandate a view offset based on the underlying `buffer`, the `offset` parameter supports indexing semantics based on a starting index. For example, to calculate the [variance][variance] for every other element in the strided array starting from the second element

```javascript
var floor = require( '@stdlib/math/base/special/floor' );
var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ];

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

var v = nanvariancech.ndarray( N, 1, x, 2, 1 );
var v = nanvariancech.ndarray( 5, 1, x, 2, 1 );
// returns 6.25
```

Expand All @@ -181,9 +172,10 @@ var v = nanvariancech.ndarray( N, 1, x, 2, 1 );
## Notes

- If `N <= 0`, both functions return `NaN`.
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no note for support of accessor arrays here

- Both functions support array-like objects having getter and setter accessors for array element access (e.g., [`@stdlib/array/base/accessor`][@stdlib/array/base/accessor]).
- If `n - c` is less than or equal to `0` (where `c` corresponds to the provided degrees of freedom adjustment and `n` corresponds to the number of non-`NaN` indexed elements), both functions return `NaN`.
- The underlying algorithm is a specialized case of Neely's two-pass algorithm. As the variance is invariant with respect to changes in the location parameter, the underlying algorithm uses the first non-`NaN` strided array element as a trial mean to shift subsequent data values and thus mitigate catastrophic cancellation. Accordingly, the algorithm's accuracy is best when data is **unordered** (i.e., the data is **not** sorted in either ascending or descending order such that the first value is an "extreme" value).
- Depending on the environment, the typed versions ([`dnanvariancech`][@stdlib/stats/base/dnanvariancech], [`snanvariancech`][@stdlib/stats/base/snanvariancech], etc.) are likely to be significantly more performant.
- Depending on the environment, the typed versions ([`dnanvariancech`][@stdlib/stats/strided/dnanvariancech], [`snanvariancech`][@stdlib/stats/base/snanvariancech], etc.) are likely to be significantly more performant.

</section>

Expand All @@ -196,18 +188,19 @@ var v = nanvariancech.ndarray( N, 1, x, 2, 1 );
<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var Float64Array = require( '@stdlib/array/float64' );
var uniform = require( '@stdlib/random/base/uniform' );
var filledarrayBy = require( '@stdlib/array/filled-by' );
var bernoulli = require( '@stdlib/random/base/bernoulli' );
var nanvariancech = require( '@stdlib/stats/base/nanvariancech' );

var x;
var i;

x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = round( (randu()*100.0) - 50.0 );
function rand() {
if ( bernoulli( 0.8 ) < 1 ) {
return NaN;
}
return uniform( -50.0, 50.0 );
}

var x = filledarrayBy( 10, 'generic', rand );
console.log( x );

var v = nanvariancech( x.length, 1, x, 1 );
Expand Down Expand Up @@ -241,7 +234,7 @@ console.log( v );

## See Also

- <span class="package-name">[`@stdlib/stats/base/dnanvariancech`][@stdlib/stats/base/dnanvariancech]</span><span class="delimiter">: </span><span class="description">calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a one-pass trial mean algorithm.</span>
- <span class="package-name">[`@stdlib/stats/strided/dnanvariancech`][@stdlib/stats/strided/dnanvariancech]</span><span class="delimiter">: </span><span class="description">calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a one-pass trial mean algorithm.</span>
- <span class="package-name">[`@stdlib/stats/base/nanstdevch`][@stdlib/stats/base/nanstdevch]</span><span class="delimiter">: </span><span class="description">calculate the standard deviation of a strided array ignoring NaN values and using a one-pass trial mean algorithm.</span>
- <span class="package-name">[`@stdlib/stats/base/nanvariance`][@stdlib/stats/base/nanvariance]</span><span class="delimiter">: </span><span class="description">calculate the variance of a strided array ignoring NaN values.</span>
- <span class="package-name">[`@stdlib/stats/base/snanvariancech`][@stdlib/stats/base/snanvariancech]</span><span class="delimiter">: </span><span class="description">calculate the variance of a single-precision floating-point strided array ignoring NaN values and using a one-pass trial mean algorithm.</span>
Expand Down Expand Up @@ -271,7 +264,7 @@ console.log( v );

<!-- <related-links> -->

[@stdlib/stats/base/dnanvariancech]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dnanvariancech
[@stdlib/stats/strided/dnanvariancech]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/strided/dnanvariancech

[@stdlib/stats/base/nanstdevch]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/nanstdevch

Expand All @@ -281,6 +274,8 @@ console.log( v );

[@stdlib/stats/base/variancech]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/variancech

[@stdlib/array/base/accessor]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/array/base/accessor

<!-- </related-links> -->

</section>
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -21,15 +21,30 @@
// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var uniform = require( '@stdlib/random/base/uniform' );
var bernoulli = require( '@stdlib/random/base/bernoulli' );
var filledarrayBy = require( '@stdlib/array/filled-by' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var pow = require( '@stdlib/math/base/special/pow' );
var pkg = require( './../package.json' ).name;
var nanvariancech = require( './../lib/nanvariancech.js' );
var nanvariancech = require( './../lib/main.js' );


// FUNCTIONS //

/**
* Returns a random value or `NaN`.
*
* @private
* @returns {number} random number or `NaN`
*/
function rand() {
if ( bernoulli( 0.8 ) < 1 ) {
return NaN;
}
return uniform( -10.0, 10.0 );
}

/**
* Creates a benchmark function.
*
Expand All @@ -38,17 +53,7 @@ var nanvariancech = require( './../lib/nanvariancech.js' );
* @returns {Function} benchmark function
*/
function createBenchmark( len ) {
var x;
var i;

x = [];
for ( i = 0; i < len; i++ ) {
if ( randu() < 0.2 ) {
x.push( NaN );
} else {
x.push( ( randu()*20.0 ) - 10.0 );
}
}
var x = filledarrayBy( len, 'generic', rand );
return benchmark;

function benchmark( b ) {
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,9 @@
// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var uniform = require( '@stdlib/random/base/uniform' );
var bernoulli = require( '@stdlib/random/base/bernoulli' );
var filledarrayBy = require( '@stdlib/array/filled-by' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var pow = require( '@stdlib/math/base/special/pow' );
var pkg = require( './../package.json' ).name;
Expand All @@ -30,6 +32,19 @@ var nanvariancech = require( './../lib/ndarray.js' );

// FUNCTIONS //

/**
* Returns a random value or `NaN`.
*
* @private
* @returns {number} random number or `NaN`
*/
function rand() {
if ( bernoulli( 0.8 ) < 1 ) {
return NaN;
}
return uniform( -10.0, 10.0 );
}

/**
* Creates a benchmark function.
*
Expand All @@ -38,17 +53,7 @@ var nanvariancech = require( './../lib/ndarray.js' );
* @returns {Function} benchmark function
*/
function createBenchmark( len ) {
var x;
var i;

x = [];
for ( i = 0; i < len; i++ ) {
if ( randu() < 0.2 ) {
x.push( NaN );
} else {
x.push( ( randu()*20.0 ) - 10.0 );
}
}
var x = filledarrayBy( len, 'generic', rand );
return benchmark;

function benchmark( b ) {
Expand Down
42 changes: 19 additions & 23 deletions lib/node_modules/@stdlib/stats/base/nanvariancech/docs/repl.txt
Original file line number Diff line number Diff line change
@@ -1,10 +1,10 @@

{{alias}}( N, correction, x, stride )
{{alias}}( N, correction, x, strideX )
Computes the variance of a strided array ignoring `NaN` values and using a
one-pass trial mean algorithm.

The `N` and `stride` parameters determine which elements in `x` are accessed
at runtime.
The `N` and stride parameters determine which elements in the strided array
are accessed at runtime.

Indexing is relative to the first index. To introduce an offset, use a typed
array view.
Expand Down Expand Up @@ -34,8 +34,8 @@
x: Array<number>|TypedArray
Input array.

stride: integer
Index increment.
strideX: integer
Stride length.

Returns
-------
Expand All @@ -46,30 +46,27 @@
--------
// Standard Usage:
> var x = [ 1.0, -2.0, NaN, 2.0 ];
> {{alias}}( x.length, 1, x, 1 )
> {{alias}}( 4, 1, x, 1 )
~4.3333

// Using `N` and `stride` parameters:
> x = [ -2.0, 1.0, 1.0, -5.0, 2.0, -1.0 ];
> var N = {{alias:@stdlib/math/base/special/floor}}( x.length / 2 );
> var stride = 2;
> {{alias}}( N, 1, x, stride )
> x = [ -2.0, 1.0, 1.0, -5.0, 2.0, -1.0, NaN, NaN ];
> {{alias}}( 4, 1, x, 2 )
~4.3333

// Using view offsets:
> var x0 = new {{alias:@stdlib/array/float64}}( [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0 ] );
> var x0 = new {{alias:@stdlib/array/float64}}( [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0, NaN, NaN ] );
> var x1 = new {{alias:@stdlib/array/float64}}( x0.buffer, x0.BYTES_PER_ELEMENT*1 );
> N = {{alias:@stdlib/math/base/special/floor}}( x0.length / 2 );
> stride = 2;
> {{alias}}( N, 1, x1, stride )
> {{alias}}( 4, 1, x1, 2 )
~4.3333

{{alias}}.ndarray( N, correction, x, stride, offset )

{{alias}}.ndarray( N, correction, x, strideX, offsetX )
Computes the variance of a strided array ignoring `NaN` values and using a
one-pass trial mean algorithm and alternative indexing semantics.

While typed array views mandate a view offset based on the underlying
buffer, the `offset` parameter supports indexing semantics based on a
buffer, the offset parameter supports indexing semantics based on a
starting index.

Parameters
Expand All @@ -93,10 +90,10 @@
x: Array<number>|TypedArray
Input array.

stride: integer
Index increment.
strideX: integer
Stride length.

offset: integer
offsetX: integer
Starting index.

Returns
Expand All @@ -108,13 +105,12 @@
--------
// Standard Usage:
> var x = [ 1.0, -2.0, NaN, 2.0 ];
> {{alias}}.ndarray( x.length, 1, x, 1, 0 )
> {{alias}}.ndarray( 4, 1, x, 1, 0 )
~4.3333

// Using offset parameter:
> var x = [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0 ];
> var N = {{alias:@stdlib/math/base/special/floor}}( x.length / 2 );
> {{alias}}.ndarray( N, 1, x, 2, 1 )
> var x = [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0, NaN, NaN ];
> {{alias}}.ndarray( 4, 1, x, 2, 1 )
~4.3333

See Also
Expand Down
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