Standard Deviation

Raised cosine distribution standard deviation.

The standard deviation for a raised cosine random variable with location parameter mu and scale parameter s is

Usage

var stdev = require( '@stdlib/stats/base/dists/cosine/stdev' );

stdev( mu, s )

Returns the standard deviation for a raised cosine distribution with location parameter mu and scale parameter s.

var y = stdev( 2.0, 1.0 );
// returns ~0.362

y = stdev( 0.0, 1.0 );
// returns ~0.362

y = stdev( -1.0, 4.0 );
// returns ~1.446

If provided NaN as any argument, the function returns NaN.

var y = stdev( NaN, 1.0 );
// returns NaN

y = stdev( 0.0, NaN );
// returns NaN

If provided s <= 0, the function returns NaN.

var y = stdev( 0.0, 0.0 );
// returns NaN

y = stdev( 0.0, -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var stdev = require( '@stdlib/stats/base/dists/cosine/stdev' );

var mu;
var s;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    mu = ( randu()*10.0 ) - 5.0;
    s = randu() * 20.0;
    y = stdev( mu, s );
    console.log( 'µ: %d, s: %d, SD(X;µ,s): %d', mu.toFixed( 4 ), s.toFixed( 4 ), y.toFixed( 4 ) );
}

C APIs

Usage

#include "stdlib/stats/base/dists/cosine/stdev.h"

stdlib_base_dists_cosine_stdev( mu, s )

Returns the standard deviation for a raised cosine distribution with location parameter mu and scale parameter s.

double out = stdlib_base_dists_cosine_stdev( 0.0, 1.0 );
// returns ~0.362

The function accepts the following arguments:

mu: [in] double location parameter.
s: [in] double scale parameter.

double stdlib_base_dists_cosine_stdev( const double mu, const double s );

Examples

#include "stdlib/stats/base/dists/cosine/stdev.h"
#include "stdlib/constants/float64/eps.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v * (max - min) );
}

int main( void ) {
    double mu;
    double s;
    double y;
    int i;

    for ( i = 0; i < 10; i++ ) {
        mu = random_uniform( -50.0, 50.0 );
        s = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
        y = stdlib_base_dists_cosine_stdev( mu, s );
        printf( "µ: %lf, s: %lf, SD(X;µ,s): %lf\n", mu, s , y );
    }

    return 0;
}