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- import { deepForEach } from '../../utils/collection.js';
- import { isBigNumber } from '../../utils/is.js';
- import { factory } from '../../utils/factory.js';
- import { improveErrorMessage } from './utils/improveErrorMessage.js';
- var DEFAULT_NORMALIZATION = 'unbiased';
- var name = 'variance';
- var dependencies = ['typed', 'add', 'subtract', 'multiply', 'divide', 'apply', 'isNaN'];
- export var createVariance = /* #__PURE__ */factory(name, dependencies, _ref => {
- var {
- typed,
- add,
- subtract,
- multiply,
- divide,
- apply,
- isNaN
- } = _ref;
- /**
- * Compute the variance of a matrix or a list with values.
- * In case of a multidimensional array or matrix, the variance over all
- * elements will be calculated.
- *
- * Additionally, it is possible to compute the variance along the rows
- * or columns of a matrix by specifying the dimension as the second argument.
- *
- * Optionally, the type of normalization can be specified as the final
- * 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.variance(a, b, c, ...)
- * math.variance(A)
- * math.variance(A, normalization)
- * math.variance(A, dimension)
- * math.variance(A, dimension, normalization)
- *
- * Examples:
- *
- * math.variance(2, 4, 6) // returns 4
- * math.variance([2, 4, 6, 8]) // returns 6.666666666666667
- * math.variance([2, 4, 6, 8], 'uncorrected') // returns 5
- * math.variance([2, 4, 6, 8], 'biased') // returns 4
- *
- * math.variance([[1, 2, 3], [4, 5, 6]]) // returns 3.5
- * math.variance([[1, 2, 3], [4, 6, 8]], 0) // returns [4.5, 8, 12.5]
- * math.variance([[1, 2, 3], [4, 6, 8]], 1) // returns [1, 4]
- * math.variance([[1, 2, 3], [4, 6, 8]], 1, 'biased') // returns [0.5, 2]
- *
- * 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'.
- * @param dimension {number | BigNumber}
- * Determines the axis to compute the variance for a matrix
- * @return {*} The variance
- */
- return typed(name, {
- // variance([a, b, c, d, ...])
- 'Array | Matrix': function ArrayMatrix(array) {
- return _var(array, DEFAULT_NORMALIZATION);
- },
- // variance([a, b, c, d, ...], normalization)
- 'Array | Matrix, string': _var,
- // variance([a, b, c, c, ...], dim)
- 'Array | Matrix, number | BigNumber': function ArrayMatrixNumberBigNumber(array, dim) {
- return _varDim(array, dim, DEFAULT_NORMALIZATION);
- },
- // variance([a, b, c, c, ...], dim, normalization)
- 'Array | Matrix, number | BigNumber, string': _varDim,
- // variance(a, b, c, d, ...)
- '...': function _(args) {
- return _var(args, 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;
- var num = 0;
- if (array.length === 0) {
- throw new SyntaxError('Function variance requires one or more parameters (0 provided)');
- }
- // calculate the mean and number of elements
- deepForEach(array, function (value) {
- try {
- sum = sum === undefined ? value : add(sum, value);
- num++;
- } catch (err) {
- throw improveErrorMessage(err, 'variance', value);
- }
- });
- if (num === 0) throw new Error('Cannot calculate variance of an empty array');
- var mean = divide(sum, num);
- // calculate the variance
- sum = undefined;
- deepForEach(array, function (value) {
- var diff = subtract(value, mean);
- sum = sum === undefined ? multiply(diff, diff) : add(sum, multiply(diff, diff));
- });
- if (isNaN(sum)) {
- return sum;
- }
- switch (normalization) {
- case 'uncorrected':
- return divide(sum, num);
- case 'biased':
- return divide(sum, num + 1);
- case 'unbiased':
- {
- var zero = isBigNumber(sum) ? sum.mul(0) : 0;
- return num === 1 ? zero : divide(sum, num - 1);
- }
- default:
- throw new Error('Unknown normalization "' + normalization + '". ' + 'Choose "unbiased" (default), "uncorrected", or "biased".');
- }
- }
- function _varDim(array, dim, normalization) {
- try {
- if (array.length === 0) {
- throw new SyntaxError('Function variance requires one or more parameters (0 provided)');
- }
- return apply(array, dim, x => _var(x, normalization));
- } catch (err) {
- throw improveErrorMessage(err, 'variance');
- }
- }
- });
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