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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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Returns the standard deviation of a hypergeometric distribution. * * @param {NonNegativeInteger} N - population size * @param {NonNegativeInteger} K - subpopulation size * @param {NonNegativeInteger} n - number of draws * @returns {NonNegativeNumber} standard deviation * * @example * var v = stdev( 16, 11, 4 ); * // returns ~0.829 * * @example * var v = stdev( 2, 1, 1 ); * // returns 0.5 * * @example * var v = stdev( 10, 5, 12 ); * // returns NaN * * @example * var v = stdev( 10.3, 10, 4 ); * // returns NaN * * @example * var v = stdev( 10, 5.5, 4 ); * // returns NaN * * @example * var v = stdev( 10, 5, 4.5 ); * // returns NaN * * @example * var v = stdev( NaN, 10, 4 ); * // returns NaN * * @example * var v = stdev( 20, NaN, 4 ); * // returns NaN * * @example * var v = stdev( 20, 10, NaN ); * // returns NaN */ function stdev( N, K, n ) { if ( !isNonNegativeInteger( N ) || !isNonNegativeInteger( K ) || !isNonNegativeInteger( n ) || N === PINF || K === PINF || K > N || n > N ) { return NaN; } return sqrt( n * ( K/N ) * ( (N-K)/N ) * ( (N-n)/(N-1) ) ); } // EXPORTS // module.exports = stdev;