dsemwd
Calculate the standard error of the mean of a double-precision floating-point strided array using Welford's algorithm.
The standard error of the mean of a finite size sample of size n
is given by
where σ
is the population standard deviation.
Often in the analysis of data, the true population standard deviation is not known a priori and must be estimated from a sample drawn from the population distribution. In this scenario, one must use a sample standard deviation to compute an estimate for the standard error of the mean
where s
is the sample standard deviation.
Usage
var dsemwd = require( '@stdlib/stats/base/dsemwd' );
dsemwd( N, correction, x, stride )
Computes the standard error of the mean of a double-precision floating-point strided array x
using Welford's algorithm.
var Float64Array = require( '@stdlib/array/float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dsemwd( N, 1, x, 1 );
// returns ~1.20185
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 standard deviation according toN-c
wherec
corresponds to the provided degrees of freedom adjustment. When computing the standard deviation of a population, setting this parameter to0
is the standard choice (i.e., the provided array contains data constituting an entire population). When computing the corrected sample standard deviation, setting this parameter to1
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
Float64Array
. - stride: index increment for
x
.
The N
and stride
parameters determine which elements in x
are accessed at runtime. For example, to compute the standard error of the mean of every other element in x
,
var Float64Array = require( '@stdlib/array/float64' );
var floor = require( '@stdlib/math/base/special/floor' );
var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
var N = floor( x.length / 2 );
var v = dsemwd( N, 1, x, 2 );
// returns 1.25
Note that indexing is relative to the first index. To introduce an offset, use typed array
views.
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 = dsemwd( N, 1, x1, 2 );
// returns 1.25
dsemwd.ndarray( N, correction, x, stride, offset )
Computes the standard error of the mean of a double-precision floating-point strided array using Welford's algorithm and alternative indexing semantics.
var Float64Array = require( '@stdlib/array/float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dsemwd.ndarray( N, 1, x, 1, 0 );
// returns ~1.20185
The function has the following additional parameters:
- offset: 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 standard error of the mean for every other value in x
starting from the second value
var Float64Array = require( '@stdlib/array/float64' );
var floor = require( '@stdlib/math/base/special/floor' );
var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var N = floor( x.length / 2 );
var v = dsemwd.ndarray( N, 1, x, 2, 1 );
// returns 1.25
Notes
- If
N <= 0
, both functions returnNaN
. - If
N - c
is less than or equal to0
(wherec
corresponds to the provided degrees of freedom adjustment), both functions returnNaN
.
Examples
var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var Float64Array = require( '@stdlib/array/float64' );
var dsemwd = require( '@stdlib/stats/base/dsemwd' );
var x;
var i;
x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = round( (randu()*100.0) - 50.0 );
}
console.log( x );
var v = dsemwd( x.length, 1, 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.