Skip to content

Commit 2e0bd53

Browse files
prajjwalbajpaikgrytegururaj1512
authored
feat: add support for accessor arrays and refactor stats/base/variancetk
PR-URL: #5926 Closes: #5690 Co-authored-by: Athan Reines <[email protected]> Reviewed-by: Athan Reines <[email protected]> Co-authored-by: Gururaj Gurram <[email protected]> Reviewed-by: Gururaj Gurram <[email protected]>
1 parent 389ba83 commit 2e0bd53

File tree

13 files changed

+464
-141
lines changed

13 files changed

+464
-141
lines changed

lib/node_modules/@stdlib/stats/base/variancetk/README.md

Lines changed: 17 additions & 29 deletions
Original file line numberDiff line numberDiff line change
@@ -98,9 +98,9 @@ The use of the term `n-1` is commonly referred to as Bessel's correction. Note,
9898
var variancetk = require( '@stdlib/stats/base/variancetk' );
9999
```
100100

101-
#### variancetk( N, correction, x, stride )
101+
#### variancetk( N, correction, x, strideX )
102102

103-
Computes the [variance][variance] of a strided array `x` using a one-pass textbook algorithm.
103+
Computes the [variance][variance] of a strided array using a one-pass textbook algorithm.
104104

105105
```javascript
106106
var x = [ 1.0, -2.0, 2.0 ];
@@ -114,17 +114,14 @@ The function has the following parameters:
114114
- **N**: number of indexed elements.
115115
- **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).
116116
- **x**: input [`Array`][mdn-array] or [`typed array`][mdn-typed-array].
117-
- **stride**: index increment for `x`.
117+
- **strideX**: stride length for `x`.
118118

119-
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`,
119+
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`,
120120

121121
```javascript
122-
var floor = require( '@stdlib/math/base/special/floor' );
123-
124122
var x = [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ];
125-
var N = floor( x.length / 2 );
126123

127-
var v = variancetk( N, 1, x, 2 );
124+
var v = variancetk( 4, 1, x, 2 );
128125
// returns 6.25
129126
```
130127

@@ -134,18 +131,15 @@ Note that indexing is relative to the first index. To introduce an offset, use [
134131

135132
```javascript
136133
var Float64Array = require( '@stdlib/array/float64' );
137-
var floor = require( '@stdlib/math/base/special/floor' );
138134

139135
var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
140136
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
141137

142-
var N = floor( x0.length / 2 );
143-
144-
var v = variancetk( N, 1, x1, 2 );
138+
var v = variancetk( 4, 1, x1, 2 );
145139
// returns 6.25
146140
```
147141

148-
#### variancetk.ndarray( N, correction, x, stride, offset )
142+
#### variancetk.ndarray( N, correction, x, strideX, offsetX )
149143

150144
Computes the [variance][variance] of a strided array using a one-pass textbook algorithm and alternative indexing semantics.
151145

@@ -158,17 +152,14 @@ var v = variancetk.ndarray( x.length, 1, x, 1, 0 );
158152

159153
The function has the following additional parameters:
160154

161-
- **offset**: starting index for `x`.
155+
- **offsetX**: starting index for `x`.
162156

163-
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
157+
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
164158

165159
```javascript
166-
var floor = require( '@stdlib/math/base/special/floor' );
167-
168160
var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ];
169-
var N = floor( x.length / 2 );
170161

171-
var v = variancetk.ndarray( N, 1, x, 2, 1 );
162+
var v = variancetk.ndarray( 4, 1, x, 2, 1 );
172163
// returns 6.25
173164
```
174165

@@ -181,6 +172,7 @@ var v = variancetk.ndarray( N, 1, x, 2, 1 );
181172
## Notes
182173

183174
- If `N <= 0`, both functions return `NaN`.
175+
- 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]).
184176
- If `N - c` is less than or equal to `0` (where `c` corresponds to the provided degrees of freedom adjustment), both functions return `NaN`.
185177
- Some caution should be exercised when using the one-pass textbook algorithm. Literature overwhelmingly discourages the algorithm's use for two reasons: 1) the lack of safeguards against underflow and overflow and 2) the risk of catastrophic cancellation when subtracting the two sums if the sums are large and the variance small. These concerns have merit; however, the one-pass textbook algorithm should not be dismissed outright. For data distributions with a moderately large standard deviation to mean ratio (i.e., **coefficient of variation**), the one-pass textbook algorithm may be acceptable, especially when performance is paramount and some precision loss is acceptable (including a risk of returning a negative variance due to floating-point rounding errors!). In short, no single "best" algorithm for computing the variance exists. The "best" algorithm depends on the underlying data distribution, your performance requirements, and your minimum precision requirements. When evaluating which algorithm to use, consider the relative pros and cons, and choose the algorithm which best serves your needs.
186178
- Depending on the environment, the typed versions ([`dvariancetk`][@stdlib/stats/strided/dvariancetk], [`svariancetk`][@stdlib/stats/strided/svariancetk], etc.) are likely to be significantly more performant.
@@ -196,18 +188,12 @@ var v = variancetk.ndarray( N, 1, x, 2, 1 );
196188
<!-- eslint no-undef: "error" -->
197189

198190
```javascript
199-
var randu = require( '@stdlib/random/base/randu' );
200-
var round = require( '@stdlib/math/base/special/round' );
201-
var Float64Array = require( '@stdlib/array/float64' );
191+
var discreteUniform = require( '@stdlib/random/array/discrete-uniform' );
202192
var variancetk = require( '@stdlib/stats/base/variancetk' );
203193

204-
var x;
205-
var i;
206-
207-
x = new Float64Array( 10 );
208-
for ( i = 0; i < x.length; i++ ) {
209-
x[ i ] = round( (randu()*100.0) - 50.0 );
210-
}
194+
var x = discreteUniform( 10, -50, 50, {
195+
'dtype': 'float64'
196+
});
211197
console.log( x );
212198

213199
var v = variancetk( x.length, 1, x, 1 );
@@ -257,6 +243,8 @@ console.log( v );
257243

258244
[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray
259245

246+
[@stdlib/array/base/accessor]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/array/base/accessor
247+
260248
[@stdlib/stats/strided/svariancetk]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/strided/svariancetk
261249

262250
[@ling:1974a]: https://doi.org/10.2307/2286154

lib/node_modules/@stdlib/stats/base/variancetk/benchmark/benchmark.js

Lines changed: 10 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -21,11 +21,18 @@
2121
// MODULES //
2222

2323
var bench = require( '@stdlib/bench' );
24-
var randu = require( '@stdlib/random/base/randu' );
24+
var uniform = require( '@stdlib/random/array/uniform' );
2525
var isnan = require( '@stdlib/math/base/assert/is-nan' );
2626
var pow = require( '@stdlib/math/base/special/pow' );
2727
var pkg = require( './../package.json' ).name;
28-
var variancetk = require( './../lib/variancetk.js' );
28+
var variancetk = require( './../lib/main.js' );
29+
30+
31+
// VARIABLES //
32+
33+
var options = {
34+
'dtype': 'generic'
35+
};
2936

3037

3138
// FUNCTIONS //
@@ -38,13 +45,7 @@ var variancetk = require( './../lib/variancetk.js' );
3845
* @returns {Function} benchmark function
3946
*/
4047
function createBenchmark( len ) {
41-
var x;
42-
var i;
43-
44-
x = [];
45-
for ( i = 0; i < len; i++ ) {
46-
x.push( ( randu()*20.0 ) - 10.0 );
47-
}
48+
var x = uniform( len, -10, 10, options );
4849
return benchmark;
4950

5051
function benchmark( b ) {

lib/node_modules/@stdlib/stats/base/variancetk/benchmark/benchmark.ndarray.js

Lines changed: 9 additions & 8 deletions
Original file line numberDiff line numberDiff line change
@@ -21,13 +21,20 @@
2121
// MODULES //
2222

2323
var bench = require( '@stdlib/bench' );
24-
var randu = require( '@stdlib/random/base/randu' );
24+
var uniform = require( '@stdlib/random/array/uniform' );
2525
var isnan = require( '@stdlib/math/base/assert/is-nan' );
2626
var pow = require( '@stdlib/math/base/special/pow' );
2727
var pkg = require( './../package.json' ).name;
2828
var variancetk = require( './../lib/ndarray.js' );
2929

3030

31+
// VARIABLES //
32+
33+
var options = {
34+
'dtype': 'generic'
35+
};
36+
37+
3138
// FUNCTIONS //
3239

3340
/**
@@ -38,13 +45,7 @@ var variancetk = require( './../lib/ndarray.js' );
3845
* @returns {Function} benchmark function
3946
*/
4047
function createBenchmark( len ) {
41-
var x;
42-
var i;
43-
44-
x = [];
45-
for ( i = 0; i < len; i++ ) {
46-
x.push( ( randu()*20.0 ) - 10.0 );
47-
}
48+
var x = uniform( len, -10, 10, options );
4849
return benchmark;
4950

5051
function benchmark( b ) {

lib/node_modules/@stdlib/stats/base/variancetk/docs/repl.txt

Lines changed: 15 additions & 19 deletions
Original file line numberDiff line numberDiff line change
@@ -1,10 +1,10 @@
11

2-
{{alias}}( N, correction, x, stride )
2+
{{alias}}( N, correction, x, strideX )
33
Computes the variance of a strided array using a one-pass textbook
44
algorithm.
55

6-
The `N` and `stride` parameters determine which elements in `x` are accessed
7-
at runtime.
6+
The `N` and stride parameters determine which elements in the strided array
7+
are accessed at runtime.
88

99
Indexing is relative to the first index. To introduce an offset, use a typed
1010
array view.
@@ -31,8 +31,8 @@
3131
x: Array<number>|TypedArray
3232
Input array.
3333

34-
stride: integer
35-
Index increment.
34+
strideX: integer
35+
Stride length.
3636

3737
Returns
3838
-------
@@ -46,22 +46,19 @@
4646
> {{alias}}( x.length, 1, x, 1 )
4747
~4.3333
4848

49-
// Using `N` and `stride` parameters:
49+
// Using `N` and stride parameters:
5050
> x = [ -2.0, 1.0, 1.0, -5.0, 2.0, -1.0 ];
51-
> var N = {{alias:@stdlib/math/base/special/floor}}( x.length / 2 );
52-
> var stride = 2;
53-
> {{alias}}( N, 1, x, stride )
51+
> {{alias}}( 3, 1, x, 2 )
5452
~4.3333
5553

5654
// Using view offsets:
5755
> var x0 = new {{alias:@stdlib/array/float64}}( [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0 ] );
5856
> var x1 = new {{alias:@stdlib/array/float64}}( x0.buffer, x0.BYTES_PER_ELEMENT*1 );
59-
> N = {{alias:@stdlib/math/base/special/floor}}( x0.length / 2 );
60-
> stride = 2;
61-
> {{alias}}( N, 1, x1, stride )
57+
> {{alias}}( 3, 1, x1, 2 )
6258
~4.3333
6359

64-
{{alias}}.ndarray( N, correction, x, stride, offset )
60+
61+
{{alias}}.ndarray( N, correction, x, strideX, offsetX )
6562
Computes the variance of a strided array using a one-pass textbook algorithm
6663
and alternative indexing semantics.
6764

@@ -89,10 +86,10 @@
8986
x: Array<number>|TypedArray
9087
Input array.
9188

92-
stride: integer
93-
Index increment.
89+
strideX: integer
90+
Stride length.
9491

95-
offset: integer
92+
offsetX: integer
9693
Starting index.
9794

9895
Returns
@@ -108,9 +105,8 @@
108105
~4.3333
109106

110107
// Using offset parameter:
111-
> var x = [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0 ];
112-
> var N = {{alias:@stdlib/math/base/special/floor}}( x.length / 2 );
113-
> {{alias}}.ndarray( N, 1, x, 2, 1 )
108+
> x = [ 1.0, -2.0, 3.0, 2.0, 5.0, -1.0 ];
109+
> {{alias}}.ndarray( 3, 1, x, 2, 1 )
114110
~4.3333
115111

116112
See Also

lib/node_modules/@stdlib/stats/base/variancetk/docs/types/index.d.ts

Lines changed: 12 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -20,7 +20,12 @@
2020

2121
/// <reference types="@stdlib/types"/>
2222

23-
import { NumericArray } from '@stdlib/types/array';
23+
import { NumericArray, Collection, AccessorArrayLike } from '@stdlib/types/array';
24+
25+
/**
26+
* Input array.
27+
*/
28+
type InputArray = NumericArray | Collection<number> | AccessorArrayLike<number>;
2429

2530
/**
2631
* Interface describing `variancetk`.
@@ -32,7 +37,7 @@ interface Routine {
3237
* @param N - number of indexed elements
3338
* @param correction - degrees of freedom adjustment
3439
* @param x - input array
35-
* @param stride - stride length
40+
* @param strideX - stride length
3641
* @returns variance
3742
*
3843
* @example
@@ -41,16 +46,16 @@ interface Routine {
4146
* var v = variancetk( x.length, 1, x, 1 );
4247
* // returns ~4.3333
4348
*/
44-
( N: number, correction: number, x: NumericArray, stride: number ): number;
49+
( N: number, correction: number, x: InputArray, strideX: number ): number;
4550

4651
/**
4752
* Computes the variance of a strided array using a one-pass textbook algorithm and alternative indexing semantics.
4853
*
4954
* @param N - number of indexed elements
5055
* @param correction - degrees of freedom adjustment
5156
* @param x - input array
52-
* @param stride - stride length
53-
* @param offset - starting index
57+
* @param strideX - stride length
58+
* @param offsetX - starting index
5459
* @returns variance
5560
*
5661
* @example
@@ -59,7 +64,7 @@ interface Routine {
5964
* var v = variancetk.ndarray( x.length, 1, x, 1, 0 );
6065
* // returns ~4.3333
6166
*/
62-
ndarray( N: number, correction: number, x: NumericArray, stride: number, offset: number ): number;
67+
ndarray( N: number, correction: number, x: InputArray, strideX: number, offsetX: number ): number;
6368
}
6469

6570
/**
@@ -68,7 +73,7 @@ interface Routine {
6873
* @param N - number of indexed elements
6974
* @param correction - degrees of freedom adjustment
7075
* @param x - input array
71-
* @param stride - stride length
76+
* @param strideX - stride length
7277
* @returns variance
7378
*
7479
* @example

lib/node_modules/@stdlib/stats/base/variancetk/docs/types/test.ts

Lines changed: 3 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -16,6 +16,7 @@
1616
* limitations under the License.
1717
*/
1818

19+
import AccessorArray = require( '@stdlib/array/base/accessor' );
1920
import variancetk = require( './index' );
2021

2122

@@ -26,6 +27,7 @@ import variancetk = require( './index' );
2627
const x = new Float64Array( 10 );
2728

2829
variancetk( x.length, 1, x, 1 ); // $ExpectType number
30+
variancetk( x.length, 1, new AccessorArray( x ), 1 ); // $ExpectType number
2931
}
3032

3133
// The compiler throws an error if the function is provided a first argument which is not a number...
@@ -101,6 +103,7 @@ import variancetk = require( './index' );
101103
const x = new Float64Array( 10 );
102104

103105
variancetk.ndarray( x.length, 1, x, 1, 0 ); // $ExpectType number
106+
variancetk.ndarray( x.length, 1, new AccessorArray( x ), 1, 0 ); // $ExpectType number
104107
}
105108

106109
// The compiler throws an error if the `ndarray` method is provided a first argument which is not a number...

lib/node_modules/@stdlib/stats/base/variancetk/examples/index.js

Lines changed: 4 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -18,18 +18,12 @@
1818

1919
'use strict';
2020

21-
var randu = require( '@stdlib/random/base/randu' );
22-
var round = require( '@stdlib/math/base/special/round' );
23-
var Float64Array = require( '@stdlib/array/float64' );
21+
var discreteUniform = require( '@stdlib/random/array/discrete-uniform' );
2422
var variancetk = require( './../lib' );
2523

26-
var x;
27-
var i;
28-
29-
x = new Float64Array( 10 );
30-
for ( i = 0; i < x.length; i++ ) {
31-
x[ i ] = round( (randu()*100.0) - 50.0 );
32-
}
24+
var x = discreteUniform( 10, -50, 50, {
25+
'dtype': 'float64'
26+
});
3327
console.log( x );
3428

3529
var v = variancetk( x.length, 1, x, 1 );

0 commit comments

Comments
 (0)