-
-
Notifications
You must be signed in to change notification settings - Fork 1.1k
feat: implementation of variance for halfnormal distribution
#9636
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Open
shubham220420
wants to merge
10
commits into
stdlib-js:develop
Choose a base branch
from
shubham220420:shubham2204-variance
base: develop
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
+1,959
−0
Open
Changes from 4 commits
Commits
Show all changes
10 commits
Select commit
Hold shift + click to select a range
ab97650
feat: add variance implementation for half-normal distribution
shubham220420 eac7a6b
fix: add missing section in README
shubham220420 96d19ad
fix: add relative path to import
shubham220420 68c6188
fix: additional space before header
shubham220420 6f33913
fix: add requested suggestions
shubham220420 f6b0f01
correction of import
shubham220420 2678965
remove trailing space
shubham220420 55ca3e4
match exisiting template for variance docs
shubham220420 5532193
update index.js
shubham220420 e3378cb
add requested suggestions
shubham220420 File filter
Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
There are no files selected for viewing
245 changes: 245 additions & 0 deletions
245
lib/node_modules/@stdlib/stats/base/dists/halfnormal/variance/README.md
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,245 @@ | ||
| <!-- | ||
|
|
||
| @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 --> | ||
52 changes: 52 additions & 0 deletions
52
lib/node_modules/@stdlib/stats/base/dists/halfnormal/variance/benchmark/benchmark.js
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,52 @@ | ||
| /** | ||
| * @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(); | ||
| }); |
67 changes: 67 additions & 0 deletions
67
lib/node_modules/@stdlib/stats/base/dists/halfnormal/variance/benchmark/benchmark.native.js
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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 ) { | ||
| 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(); | ||
| }); | ||
Oops, something went wrong.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Uh oh!
There was an error while loading. Please reload this page.