123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160 |
- "use strict";
- Object.defineProperty(exports, "__esModule", {
- value: true
- });
- exports.createVariance = void 0;
- var _collection = require("../../utils/collection.js");
- var _is = require("../../utils/is.js");
- var _factory = require("../../utils/factory.js");
- var _improveErrorMessage = require("./utils/improveErrorMessage.js");
- var DEFAULT_NORMALIZATION = 'unbiased';
- var name = 'variance';
- var dependencies = ['typed', 'add', 'subtract', 'multiply', 'divide', 'apply', 'isNaN'];
- var createVariance = /* #__PURE__ */(0, _factory.factory)(name, dependencies, function (_ref) {
- var typed = _ref.typed,
- add = _ref.add,
- subtract = _ref.subtract,
- multiply = _ref.multiply,
- divide = _ref.divide,
- apply = _ref.apply,
- isNaN = _ref.isNaN;
- /**
- * 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
- (0, _collection.deepForEach)(array, function (value) {
- try {
- sum = sum === undefined ? value : add(sum, value);
- num++;
- } catch (err) {
- throw (0, _improveErrorMessage.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;
- (0, _collection.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 = (0, _is.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, function (x) {
- return _var(x, normalization);
- });
- } catch (err) {
- throw (0, _improveErrorMessage.improveErrorMessage)(err, 'variance');
- }
- }
- });
- exports.createVariance = createVariance;
|