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Statistical variance
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| /******************************************* | |
| * | |
| * Statistical variance for numeric array 'a' | |
| * | |
| * Two pass algorithm O(2n), returns a float | |
| * | |
| *******************************************/ | |
| function V( | |
| a, //The only parameter is a non-empty numeric array | |
| R, //distance of number to average | |
| I, //iterator for all items in a | |
| A, //average of all numbers in a | |
| N, //sum of distances squared | |
| C, //sum of distance | |
| e //number of items | |
| ){ | |
| for(I=A=N=C=0,e=a.length;I<e;I++) A+=a[I]; //sum of numbers in 'a' | |
| A/=e; //average of numbers in 'a' | |
| for(;I--;){ //iterate over a again (two pass) | |
| R=a[I]-A; //distance from average | |
| N+=R*R; //add square of distance to N | |
| C+=R //add distance to C | |
| } | |
| return(N-(C*C)/e)/(e-1) //return variance | |
| } |
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| <!doctype html> | |
| <html> | |
| <head> | |
| <title>Variance</title> | |
| <meta charset="utf-8" /> | |
| <script src="index.js" type="text/javascript"></script> | |
| <script language="javascript" type="text/javascript"> | |
| function page_load() { | |
| /*Variance:*/ | |
| for(var i=0,l=100,a=[];i<l;i++) a.push(parseInt(Math.random()*1000)); | |
| document.body.innerHTML+='<div>Variance = ' + V(a) + '</div><br />[' + a.join(', ') + ']'; | |
| } | |
| </script> | |
| </head> | |
| <body onload="page_load();"> | |
| </body> | |
| </html> |
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| function V(a,R,I,A,N,C,e){for(I=A=N=C=0,e=a.length;I<e;I++)A+=a[I];A/=e;for(;I--;){R=a[I]-A;N+=R*R;C+=R}return(N-(C*C)/e)/(e-1)} |
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| Copyright (c) 2011 Max Lovenheim Irwin, http://binarymax.com | |
| Permission is hereby granted, free of charge, to any person obtaining | |
| a copy of this software and associated documentation files (the | |
| "Software"), to deal in the Software without restriction, including | |
| without limitation the rights to use, copy, modify, merge, publish, | |
| distribute, sublicense, and/or sell copies of the Software, and to | |
| permit persons to whom the Software is furnished to do so, subject to | |
| the following conditions: | |
| The above copyright notice and this permission notice shall be | |
| included in all copies or substantial portions of the Software. | |
| THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, | |
| EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF | |
| MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND | |
| NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE | |
| LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION | |
| OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION | |
| WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. |
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| { | |
| "name": "Variance", | |
| "description": "Returns the floating point statistical variance for a non-empty numeric array.", | |
| "keywords": [ | |
| "variance", | |
| "statistics" | |
| ] | |
| } |
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function V(a,R,I,A,N,C,e){for(I=A=N=C=0,e=a.length;I<e;I++)A+=a[I];for(A/=e;I--;){R=a[I]-A;N+=R_R;C+=R}return(N-(C_C)/e)/(e-1)}
...shaves a byte ;)