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Original file line number Diff line number Diff line change
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<!--

@license Apache-2.0

Copyright (c) 2026 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.

-->

# Variance

> [Half-normal][half-normal-distribution] distribution [variance][variance].

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

The [variance][variance] for a [half-normal][half-normal-distribution] random variable with scale parameter `σ > 0` is

<!-- <equation class="equation" label="eq:halfnormal_variance" align="center" raw="\operatorname{Var}\left[ X \right] = \sigma^{2} \left(1 - \frac{2}{\pi}\right)" alt="Variance for a half-normal distribution."> -->

```math
\operatorname{Var}\left[ X \right] = \sigma^{2} \left(1 - \frac{2}{\pi}\right)
```

<!-- <div class="equation" align="center" data-raw-text="\operatorname{Var}\left[ X \right] = \sigma^{2} \left(1 - \frac{2}{\pi}\right)" data-equation="eq:halfnormal_variance">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/halfnormal/variance/docs/img/equation_halfnormal_variance.svg" alt="Variance for a half-normal distribution.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<!-- Package usage documentation. -->

<section class="usage">

## Usage

```javascript
var variance = require( '@stdlib/stats/base/dists/halfnormal/variance' );
```

#### variance( sigma )

Returns the [variance][variance] for a [half-normal][half-normal-distribution] distribution with scale parameter `sigma`.

```javascript
var y = variance( 1.0 );
// returns ~0.363

y = variance( 4.0 );
// returns ~5.814083642118698

y = variance( 0.5 );
// returns ~0.091
```

If provided `NaN` as any argument, the function returns `NaN`.

```javascript
var y = variance( NaN );
// returns NaN
```

If provided `sigma <= 0`, the function returns `NaN`.

```javascript
var y = variance( 0.0 );
// returns NaN

y = variance( -1.0 );
// returns NaN
```

</section>

<!-- /.usage -->

<!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- Package usage examples. -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var uniform = require( '@stdlib/random/array/uniform' );
var logEachMap = require( '@stdlib/console/log-each-map' );
var variance = require( '@stdlib/stats/base/dists/halfnormal/variance' );

var opts = {
'dtype': 'float64'
};
var sigma = uniform( 10, 0.0, 20.0, opts );

logEachMap( 'σ: %0.4f, Var(X;σ): %0.4f', sigma, variance );
```

</section>

<!-- /.examples -->

<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="references">

</section>

<!-- /.references -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

<!-- Section for C API documentation. -->

<section class="c">

## C APIs

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

</section>

<!-- /.intro -->

<!-- C API usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/base/dists/halfnormal/variance.h"
```

#### stdlib_base_dists_halfnormal_variance( sigma )

Returns the variance for a [half-normal][half-normal-distribution] distribution with scale parameter `sigma`.

- **sigma**: `[in] double` scale parameter.
- **return**: `[out] double` variance.

```c
double stdlib_base_dists_halfnormal_variance( const double sigma );
```

</section>

<!-- /.usage -->

<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- C API usage examples. -->

<section class="examples">

### Examples

```c
#include "stdlib/stats/base/dists/halfnormal/variance.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}

int main( void ) {
double sigma;
double y;
int i;

for ( i = 0; i < 10; i++ ) {
sigma = random_uniform( 0.1, 20.0 );
y = stdlib_base_dists_halfnormal_variance( sigma );
printf( "σ: %.4f, Var(X;σ): %.4f\n", sigma, y );
}
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[half-normal-distribution]: https://en.wikipedia.org/wiki/Half-normal_distribution

[variance]: https://en.wikipedia.org/wiki/Variance

</section>

<!-- /.links -->
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/**
* @license Apache-2.0
*
* Copyright (c) 2026 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 bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var EPS = require( '@stdlib/constants/float64/eps' );
var pkg = require( './../package.json' ).name;
var variance = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var sigma;
var y;
var i;

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
sigma = ( randu()*20.0 ) + EPS;
y = variance( sigma );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
Original file line number Diff line number Diff line change
@@ -0,0 +1,67 @@
/**
* @license Apache-2.0
*
* Copyright (c) 2026 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 resolve = require( 'path' ).resolve;
var bench = require( '@stdlib/bench' );
var Float64Array = require( '@stdlib/array/float64' );
var uniform = require( '@stdlib/random/base/uniform' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var tryRequire = require( '@stdlib/utils/try-require' );
var EPS = require( '@stdlib/constants/float64/eps' );
var pkg = require( './../package.json' ).name;


// VARIABLES //

var variance = tryRequire( resolve( __dirname, './../lib/native.js' ) );
var opts = {
'skip': ( variance instanceof Error )
};


// MAIN //

bench( pkg+'::native', opts, function benchmark( b ) {

Check warning on line 43 in lib/node_modules/@stdlib/stats/base/dists/halfnormal/variance/benchmark/benchmark.native.js

View workflow job for this annotation

GitHub Actions / Lint Changed Files

Use `@stdlib/string/format` instead of string concatenation for benchmark descriptions
var sigma;
var len;
var y;
var i;

len = 100;
sigma = new Float64Array( len );
for ( i = 0; i < len; i++ ) {
sigma[ i ] = uniform( EPS, 20.0 );
}
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
y = variance( sigma[ i % len ] );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
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