Skip to content

feat: add support for accessor arrays and refactor stats/base/variancech #5998

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 10 commits into from
Jun 13, 2025
Merged
46 changes: 17 additions & 29 deletions lib/node_modules/@stdlib/stats/base/variancech/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -98,9 +98,9 @@ The use of the term `n-1` is commonly referred to as Bessel's correction. Note,
var variancech = require( '@stdlib/stats/base/variancech' );
```

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

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

```javascript
var x = [ 1.0, -2.0, 2.0 ];
Expand All @@ -114,17 +114,14 @@ 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. 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 strided 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 ];
var N = floor( x.length / 2 );

var v = variancech( N, 1, x, 2 );
var v = variancech( 4, 1, x, 2 );
// returns 6.25
```

Expand All @@ -134,18 +131,15 @@ Note that indexing is relative to the first index. To introduce an offset, use [

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

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

var v = variancech( N, 1, x1, 2 );
var v = variancech( 4, 1, x1, 2 );
// returns 6.25
```

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

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

Expand All @@ -158,17 +152,14 @@ var v = variancech.ndarray( x.length, 1, x, 1, 0 );

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 `x` 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 ];
var N = floor( x.length / 2 );

var v = variancech.ndarray( N, 1, x, 2, 1 );
var v = variancech.ndarray( 4, 1, x, 2, 1 );
// returns 6.25
```

Expand All @@ -183,6 +174,7 @@ var v = variancech.ndarray( N, 1, x, 2, 1 );
- If `N <= 0`, both functions return `NaN`.
- If `N - c` is less than or equal to `0` (where `c` corresponds to the provided degrees of freedom adjustment), 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 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).
- 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]).
- Depending on the environment, the typed versions ([`dvariancech`][@stdlib/stats/strided/dvariancech], [`svariancech`][@stdlib/stats/strided/svariancech], etc.) are likely to be significantly more performant.

</section>
Expand All @@ -196,18 +188,12 @@ var v = variancech.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 discreteUniform = require( '@stdlib/random/array/discrete-uniform' );
var variancech = require( '@stdlib/stats/base/variancech' );

var x;
var i;

x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = round( (randu()*100.0) - 50.0 );
}
var x = discreteUniform( 10, -50, 50, {
'dtype': 'float64'
});
console.log( x );

var v = variancech( x.length, 1, x, 1 );
Expand Down Expand Up @@ -260,6 +246,8 @@ console.log( v );

[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray

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

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

[@neely:1966a]: https://doi.org/10.1145/365719.365958
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -21,11 +21,18 @@
// MODULES //

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


// VARIABLES //

var options = {
'dtype': 'generic'
};


// FUNCTIONS //
Expand All @@ -38,13 +45,7 @@ var variancech = require( './../lib/variancech.js' );
* @returns {Function} benchmark function
*/
function createBenchmark( len ) {
var x;
var i;

x = [];
for ( i = 0; i < len; i++ ) {
x.push( ( randu()*20.0 ) - 10.0 );
}
var x = uniform( len, -10, 10, options );
return benchmark;

function benchmark( b ) {
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -21,13 +21,20 @@
// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var uniform = require( '@stdlib/random/array/uniform' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var pow = require( '@stdlib/math/base/special/pow' );
var pkg = require( './../package.json' ).name;
var variancech = require( './../lib/ndarray.js' );


// VARIABLES //

var options = {
'dtype': 'generic'
};


// FUNCTIONS //

/**
Expand All @@ -38,13 +45,7 @@ var variancech = require( './../lib/ndarray.js' );
* @returns {Function} benchmark function
*/
function createBenchmark( len ) {
var x;
var i;

x = [];
for ( i = 0; i < len; i++ ) {
x.push( ( randu()*20.0 ) - 10.0 );
}
var x = uniform( len, -10, 10, options );
return benchmark;

function benchmark( b ) {
Expand Down
34 changes: 15 additions & 19 deletions lib/node_modules/@stdlib/stats/base/variancech/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 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 All @@ -31,8 +31,8 @@
x: Array<number>|TypedArray
Input array.

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

Returns
-------
Expand All @@ -46,22 +46,19 @@
> {{alias}}( x.length, 1, x, 1 )
~4.3333

// Using `N` and `stride` parameters:
// 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 )
> {{alias}}( 3, 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 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}}( 3, 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 using a one-pass trial mean
algorithm and alternative indexing semantics.

Expand Down Expand Up @@ -89,10 +86,10 @@
x: Array<number>|TypedArray
Input array.

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

offset: integer
offsetX: integer
Starting index.

Returns
Expand All @@ -108,9 +105,8 @@
~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 )
> x = [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0 ];
> {{alias}}.ndarray( 3, 1, x, 2, 1 )
~4.3333

See Also
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,12 @@

/// <reference types="@stdlib/types"/>

import { NumericArray } from '@stdlib/types/array';
import { NumericArray, Collection, AccessorArrayLike } from '@stdlib/types/array';

/**
* Input array.
*/
type InputArray = NumericArray | Collection<number> | AccessorArrayLike<number>;

/**
* Interface describing `variancech`.
Expand All @@ -32,7 +37,7 @@ interface Routine {
* @param N - number of indexed elements
* @param correction - degrees of freedom adjustment
* @param x - input array
* @param stride - stride length
* @param strideX - stride length
* @returns variance
*
* @example
Expand All @@ -41,16 +46,16 @@ interface Routine {
* var v = variancech( x.length, 1, x, 1 );
* // returns ~4.3333
*/
( N: number, correction: number, x: NumericArray, stride: number ): number;
( N: number, correction: number, x: InputArray, strideX: number ): number;

/**
* Computes the variance of a strided array using a one-pass trial mean algorithm and alternative indexing semantics.
*
* @param N - number of indexed elements
* @param correction - degrees of freedom adjustment
* @param x - input array
* @param stride - stride length
* @param offset - starting index
* @param strideX - stride length
* @param offsetX - starting index
* @returns variance
*
* @example
Expand All @@ -59,7 +64,7 @@ interface Routine {
* var v = variancech.ndarray( x.length, 1, x, 1, 0 );
* // returns ~4.3333
*/
ndarray( N: number, correction: number, x: NumericArray, stride: number, offset: number ): number;
ndarray( N: number, correction: number, x: InputArray, strideX: number, offsetX: number ): number;
}

/**
Expand All @@ -68,7 +73,7 @@ interface Routine {
* @param N - number of indexed elements
* @param correction - degrees of freedom adjustment
* @param x - input array
* @param stride - stride length
* @param strideX - stride length
* @returns variance
*
* @example
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,7 @@
* limitations under the License.
*/

import AccessorArray = require( '@stdlib/array/base/accessor' );
import variancech = require( './index' );


Expand All @@ -26,6 +27,7 @@ import variancech = require( './index' );
const x = new Float64Array( 10 );

variancech( x.length, 1, x, 1 ); // $ExpectType number
variancech( x.length, 1, new AccessorArray( x ), 1 ); // $ExpectType number
}

// The compiler throws an error if the function is provided a first argument which is not a number...
Expand Down Expand Up @@ -101,6 +103,7 @@ import variancech = require( './index' );
const x = new Float64Array( 10 );

variancech.ndarray( x.length, 1, x, 1, 0 ); // $ExpectType number
variancech.ndarray( x.length, 1, new AccessorArray( x ), 1, 0 ); // $ExpectType number
}

// The compiler throws an error if the `ndarray` method is provided a first argument which is not a number...
Expand Down
14 changes: 4 additions & 10 deletions lib/node_modules/@stdlib/stats/base/variancech/examples/index.js
Original file line number Diff line number Diff line change
Expand Up @@ -18,18 +18,12 @@

'use strict';

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var Float64Array = require( '@stdlib/array/float64' );
var discreteUniform = require( '@stdlib/random/array/discrete-uniform' );
var variancech = require( './../lib' );

var x;
var i;

x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = round( (randu()*100.0) - 50.0 );
}
var x = discreteUniform( 10, -50, 50, {
'dtype': 'float64'
});
console.log( x );

var v = variancech( x.length, 1, x, 1 );
Expand Down
Loading