'use strict'; var DEFAULT_NORMALIZATION = 'unbiased'; function factory (type, config, load, typed) { var collection = load(require('../../type/collection')); var add = load(require('../arithmetic/add')); var subtract = load(require('../arithmetic/subtract')); var multiply = load(require('../arithmetic/multiply')); var divide = load(require('../arithmetic/divide')); /** * Compute the variance of a matrix or a list with values. * In case of a (multi dimensional) array or matrix, the variance over all * elements will be calculated. * * Optionally, the type of normalization can be specified as second * parameter. The parameter `normalization` can be one of the following values: * * - 'unbiased' (default) The sum of squared errors is divided by (n - 1) * - 'uncorrected' The sum of squared errors is divided by n * - 'biased' The sum of squared errors is divided by (n + 1) * Note that older browser may not like the variable name `var`. In that * case, the function can be called as `math['var'](...)` instead of * `math.var(...)`. * * Syntax: * * math.var(a, b, c, ...) * math.var(A) * math.var(A, normalization) * * Examples: * * math.var(2, 4, 6); // returns 4 * math.var([2, 4, 6, 8]); // returns 6.666666666666667 * math.var([2, 4, 6, 8], 'uncorrected'); // returns 5 * math.var([2, 4, 6, 8], 'biased'); // returns 4 * * math.var([[1, 2, 3], [4, 5, 6]]); // returns 3.5 * * See also: * * mean, median, max, min, prod, std, sum * * @param {Array | Matrix} array * A single matrix or or multiple scalar values * @param {String} [normalization='unbiased'] * Determines how to normalize the variance. * Choose 'unbiased' (default), 'uncorrected', or 'biased'. * @return {*} The variance */ return typed('variance', { // var([a, b, c, d, ...]) 'Array | Matrix': function (array) { return _var(array, DEFAULT_NORMALIZATION); }, // var([a, b, c, d, ...], normalization) 'Array | Matrix, string': _var, // var(a, b, c, d, ...) '...': function () { return _var(arguments, DEFAULT_NORMALIZATION); } }); /** * Recursively calculate the variance of an n-dimensional array * @param {Array} array * @param {String} normalization * Determines how to normalize the variance: * - 'unbiased' The sum of squared errors is divided by (n - 1) * - 'uncorrected' The sum of squared errors is divided by n * - 'biased' The sum of squared errors is divided by (n + 1) * @return {Number | BigNumber} variance * @private */ function _var(array, normalization) { var sum = 0; var num = 0; if (array.length == 0) { throw new SyntaxError('Function var requires one or more parameters (0 provided)'); } // calculate the mean and number of elements collection.deepForEach(array, function (value) { sum = add(sum, value); num++; }); if (num === 0) throw new Error('Cannot calculate var of an empty array'); var mean = divide(sum, num); // calculate the variance sum = 0; collection.deepForEach(array, function (value) { var diff = subtract(value, mean); sum = add(sum, multiply(diff, diff)); }); switch (normalization) { case 'uncorrected': return divide(sum, num); case 'biased': return divide(sum, num + 1); case 'unbiased': var zero = (sum instanceof type.BigNumber) ? new type.BigNumber(0) : 0; return (num == 1) ? zero : divide(sum, num - 1); default: throw new Error('Unknown normalization "' + normalization + '". ' + 'Choose "unbiased" (default), "uncorrected", or "biased".'); } } } exports.name = 'var'; exports.factory = factory;