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Calculate the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm.

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nanmeanwd

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Calculate the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm.

The arithmetic mean is defined as

$$\mu = \frac{1}{n} \sum_{i=0}^{n-1} x_i$$

Usage

import nanmeanwd from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-nanmeanwd@deno/mod.js';

You can also import the following named exports from the package:

import { ndarray } from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-nanmeanwd@deno/mod.js';

nanmeanwd( N, x, strideX )

Computes the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm.

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

var v = nanmeanwd( x.length, x, 1 );
// returns ~0.3333

The function has the following parameters:

  • N: number of indexed elements.
  • x: input Array or typed array.
  • strideX: stride length for x.

The N and stride parameters determine which elements in the strided array are accessed at runtime. For example, to compute the arithmetic mean of every other element in x,

var x = [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0, NaN ];

var v = nanmeanwd( 5, x, 2 );
// returns 1.25

Note that indexing is relative to the first index. To introduce an offset, use typed array views.

import Float64Array from 'https://cdn.jsdelivr.net/gh/stdlib-js/array-float64@deno/mod.js';

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 v = nanmeanwd( 5, x1, 2 );
// returns 1.25

nanmeanwd.ndarray( N, x, strideX, offsetX )

Computes the arithmetic mean of a strided array, ignoring NaN values and using Welford's algorithm and alternative indexing semantics.

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

var v = nanmeanwd.ndarray( x.length, x, 1, 0 );
// returns ~0.33333

The function has the following additional parameters:

  • offsetX: starting index for x.

While 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 arithmetic mean for every other element in the strided array starting from the second element

var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ];

var v = nanmeanwd.ndarray( 5, x, 2, 1 );
// returns 1.25

Notes

  • If N <= 0, both functions return NaN.
  • Both functions support array-like objects having getter and setter accessors for array element access (e.g., @stdlib/array-base/accessor).
  • If every indexed element is NaN, both functions return NaN.
  • Depending on the environment, the typed versions (dnanmeanwd, snanmeanwd, etc.) are likely to be significantly more performant.

Examples

import uniform from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-uniform@deno/mod.js';
import filledarrayBy from 'https://cdn.jsdelivr.net/gh/stdlib-js/array-filled-by@deno/mod.js';
import bernoulli from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-bernoulli@deno/mod.js';
import nanmeanwd from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-nanmeanwd@deno/mod.js';

function rand() {
    if ( bernoulli( 0.8 ) < 1 ) {
        return NaN;
    }
    return uniform( -50.0, 50.0 );
}

var x = filledarrayBy( 10, 'float64', rand );
console.log( x );

var v = nanmeanwd( x.length, x, 1 );
console.log( v );

References

  • Welford, B. P. 1962. "Note on a Method for Calculating Corrected Sums of Squares and Products." Technometrics 4 (3). Taylor & Francis: 419–20. doi:10.1080/00401706.1962.10490022.
  • van Reeken, A. J. 1968. "Letters to the Editor: Dealing with Neely's Algorithms." Communications of the ACM 11 (3): 149–50. doi:10.1145/362929.362961.

See Also


Notice

This package is part of stdlib, a standard library with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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See LICENSE.

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