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@stdlib/stats

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Standard library statistical functions.

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/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var isnan = require( '@stdlib/math/base/assert/is-nan' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); // MAIN // /** * Returns the standard deviation of a Bernoulli distribution. * * @param {Probability} p - success probability * @returns {NonNegativeNumber} standard deviation * * @example * var v = stdev( 0.1 ); * // returns ~0.3 * * @example * var v = stdev( 0.5 ); * // returns 0.5 * * @example * var v = stdev( 1.1 ); * // returns NaN * * @example * var v = stdev( NaN ); * // returns NaN */ function stdev( p ) { if ( isnan( p ) || p < 0.0 || p > 1.0 ) { return NaN; } return sqrt( ( 1.0-p ) * p ); } // EXPORTS // module.exports = stdev;