@stdlib/stats
Version:
Standard library statistical functions.
72 lines (62 loc) • 1.57 kB
JavaScript
/**
* @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.
*/
;
// MODULES //
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var PI_SQUARED = require( '@stdlib/constants/float64/pi-squared' );
// MAIN //
/**
* Returns the standard deviation for a raised cosine distribution with location `mu` and scale `s`.
*
* @param {number} mu - location parameter
* @param {PositiveNumber} s - scale parameter
* @returns {number} standard deviation
*
* @example
* var y = stdev( 0.0, 1.0 );
* // returns ~0.362
*
* @example
* var y = stdev( 5.0, 2.0 );
* // returns ~0.723
*
* @example
* var y = stdev( NaN, 1.0 );
* // returns NaN
*
* @example
* var y = stdev( 0.0, NaN );
* // returns NaN
*
* @example
* var y = stdev( 0.0, 0.0 );
* // returns NaN
*/
function stdev( mu, s ) {
if (
isnan( mu ) ||
isnan( s ) ||
s <= 0.0
) {
return NaN;
}
return s * sqrt( ( 1.0/3.0 ) - ( 2/PI_SQUARED ) );
}
// EXPORTS //
module.exports = stdev;