variance.js 5.6 KB

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  1. import { deepForEach } from '../../utils/collection.js';
  2. import { isBigNumber } from '../../utils/is.js';
  3. import { factory } from '../../utils/factory.js';
  4. import { improveErrorMessage } from './utils/improveErrorMessage.js';
  5. var DEFAULT_NORMALIZATION = 'unbiased';
  6. var name = 'variance';
  7. var dependencies = ['typed', 'add', 'subtract', 'multiply', 'divide', 'apply', 'isNaN'];
  8. export var createVariance = /* #__PURE__ */factory(name, dependencies, _ref => {
  9. var {
  10. typed,
  11. add,
  12. subtract,
  13. multiply,
  14. divide,
  15. apply,
  16. isNaN
  17. } = _ref;
  18. /**
  19. * Compute the variance of a matrix or a list with values.
  20. * In case of a multidimensional array or matrix, the variance over all
  21. * elements will be calculated.
  22. *
  23. * Additionally, it is possible to compute the variance along the rows
  24. * or columns of a matrix by specifying the dimension as the second argument.
  25. *
  26. * Optionally, the type of normalization can be specified as the final
  27. * parameter. The parameter `normalization` can be one of the following values:
  28. *
  29. * - 'unbiased' (default) The sum of squared errors is divided by (n - 1)
  30. * - 'uncorrected' The sum of squared errors is divided by n
  31. * - 'biased' The sum of squared errors is divided by (n + 1)
  32. *
  33. *
  34. * Note that older browser may not like the variable name `var`. In that
  35. * case, the function can be called as `math['var'](...)` instead of
  36. * `math.var(...)`.
  37. *
  38. * Syntax:
  39. *
  40. * math.variance(a, b, c, ...)
  41. * math.variance(A)
  42. * math.variance(A, normalization)
  43. * math.variance(A, dimension)
  44. * math.variance(A, dimension, normalization)
  45. *
  46. * Examples:
  47. *
  48. * math.variance(2, 4, 6) // returns 4
  49. * math.variance([2, 4, 6, 8]) // returns 6.666666666666667
  50. * math.variance([2, 4, 6, 8], 'uncorrected') // returns 5
  51. * math.variance([2, 4, 6, 8], 'biased') // returns 4
  52. *
  53. * math.variance([[1, 2, 3], [4, 5, 6]]) // returns 3.5
  54. * math.variance([[1, 2, 3], [4, 6, 8]], 0) // returns [4.5, 8, 12.5]
  55. * math.variance([[1, 2, 3], [4, 6, 8]], 1) // returns [1, 4]
  56. * math.variance([[1, 2, 3], [4, 6, 8]], 1, 'biased') // returns [0.5, 2]
  57. *
  58. * See also:
  59. *
  60. * mean, median, max, min, prod, std, sum
  61. *
  62. * @param {Array | Matrix} array
  63. * A single matrix or or multiple scalar values
  64. * @param {string} [normalization='unbiased']
  65. * Determines how to normalize the variance.
  66. * Choose 'unbiased' (default), 'uncorrected', or 'biased'.
  67. * @param dimension {number | BigNumber}
  68. * Determines the axis to compute the variance for a matrix
  69. * @return {*} The variance
  70. */
  71. return typed(name, {
  72. // variance([a, b, c, d, ...])
  73. 'Array | Matrix': function ArrayMatrix(array) {
  74. return _var(array, DEFAULT_NORMALIZATION);
  75. },
  76. // variance([a, b, c, d, ...], normalization)
  77. 'Array | Matrix, string': _var,
  78. // variance([a, b, c, c, ...], dim)
  79. 'Array | Matrix, number | BigNumber': function ArrayMatrixNumberBigNumber(array, dim) {
  80. return _varDim(array, dim, DEFAULT_NORMALIZATION);
  81. },
  82. // variance([a, b, c, c, ...], dim, normalization)
  83. 'Array | Matrix, number | BigNumber, string': _varDim,
  84. // variance(a, b, c, d, ...)
  85. '...': function _(args) {
  86. return _var(args, DEFAULT_NORMALIZATION);
  87. }
  88. });
  89. /**
  90. * Recursively calculate the variance of an n-dimensional array
  91. * @param {Array} array
  92. * @param {string} normalization
  93. * Determines how to normalize the variance:
  94. * - 'unbiased' The sum of squared errors is divided by (n - 1)
  95. * - 'uncorrected' The sum of squared errors is divided by n
  96. * - 'biased' The sum of squared errors is divided by (n + 1)
  97. * @return {number | BigNumber} variance
  98. * @private
  99. */
  100. function _var(array, normalization) {
  101. var sum;
  102. var num = 0;
  103. if (array.length === 0) {
  104. throw new SyntaxError('Function variance requires one or more parameters (0 provided)');
  105. }
  106. // calculate the mean and number of elements
  107. deepForEach(array, function (value) {
  108. try {
  109. sum = sum === undefined ? value : add(sum, value);
  110. num++;
  111. } catch (err) {
  112. throw improveErrorMessage(err, 'variance', value);
  113. }
  114. });
  115. if (num === 0) throw new Error('Cannot calculate variance of an empty array');
  116. var mean = divide(sum, num);
  117. // calculate the variance
  118. sum = undefined;
  119. deepForEach(array, function (value) {
  120. var diff = subtract(value, mean);
  121. sum = sum === undefined ? multiply(diff, diff) : add(sum, multiply(diff, diff));
  122. });
  123. if (isNaN(sum)) {
  124. return sum;
  125. }
  126. switch (normalization) {
  127. case 'uncorrected':
  128. return divide(sum, num);
  129. case 'biased':
  130. return divide(sum, num + 1);
  131. case 'unbiased':
  132. {
  133. var zero = isBigNumber(sum) ? sum.mul(0) : 0;
  134. return num === 1 ? zero : divide(sum, num - 1);
  135. }
  136. default:
  137. throw new Error('Unknown normalization "' + normalization + '". ' + 'Choose "unbiased" (default), "uncorrected", or "biased".');
  138. }
  139. }
  140. function _varDim(array, dim, normalization) {
  141. try {
  142. if (array.length === 0) {
  143. throw new SyntaxError('Function variance requires one or more parameters (0 provided)');
  144. }
  145. return apply(array, dim, x => _var(x, normalization));
  146. } catch (err) {
  147. throw improveErrorMessage(err, 'variance');
  148. }
  149. }
  150. });