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Calculate the standard error of the mean of a double-precision floating-point strided array.
The standard error of the mean of a finite size sample of size n
is given by
where σ
is the population standard deviation.
Often in the analysis of data, the true population standard deviation is not known a priori and must be estimated from a sample drawn from the population distribution. In this scenario, one must use a sample standard deviation to compute an estimate for the standard error of the mean
where s
is the sample standard deviation.
npm install @stdlib/stats-base-dsem
Alternatively,
- To load the package in a website via a
script
tag without installation and bundlers, use the ES Module available on theesm
branch (see README). - If you are using Deno, visit the
deno
branch (see README for usage intructions). - For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the
umd
branch (see README).
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To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.
var dsem = require( '@stdlib/stats-base-dsem' );
Computes the standard error of the mean of a double-precision floating-point strided array x
.
var Float64Array = require( '@stdlib/array-float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dsem( N, 1, x, 1 );
// returns ~1.20185
The function has the following parameters:
- N: number of indexed elements.
- correction: degrees of freedom adjustment. Setting this parameter to a value other than
0
has the effect of adjusting the divisor during the calculation of the standard deviation according toN-c
wherec
corresponds to the provided degrees of freedom adjustment. When computing the standard deviation of a population, setting this parameter to0
is the standard choice (i.e., the provided array contains data constituting an entire population). When computing the corrected sample standard deviation, setting this parameter to1
is the standard choice (i.e., the provided array contains data sampled from a larger population; this is commonly referred to as Bessel's correction). - x: input
Float64Array
. - stride: index increment for
x
.
The N
and stride
parameters determine which elements in x
are accessed at runtime. For example, to compute the standard error of the mean of every other element in x
,
var Float64Array = require( '@stdlib/array-float64' );
var floor = require( '@stdlib/math-base-special-floor' );
var x = new Float64Array( [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0 ] );
var N = floor( x.length / 2 );
var v = dsem( N, 1, x, 2 );
// returns 1.25
Note that indexing is relative to the first index. To introduce an offset, use typed array
views.
var Float64Array = require( '@stdlib/array-float64' );
var floor = require( '@stdlib/math-base-special-floor' );
var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
var N = floor( x0.length / 2 );
var v = dsem( N, 1, x1, 2 );
// returns 1.25
Computes the standard error of the mean of a double-precision floating-point strided array using alternative indexing semantics.
var Float64Array = require( '@stdlib/array-float64' );
var x = new Float64Array( [ 1.0, -2.0, 2.0 ] );
var N = x.length;
var v = dsem.ndarray( N, 1, x, 1, 0 );
// returns ~1.20185
The function has the following additional parameters:
- offset: starting index for
x
.
While typed array
views mandate a view offset based on the underlying buffer
, the offset
parameter supports indexing semantics based on a starting index. For example, to calculate the standard error of the mean for every other value in x
starting from the second value
var Float64Array = require( '@stdlib/array-float64' );
var floor = require( '@stdlib/math-base-special-floor' );
var x = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0 ] );
var N = floor( x.length / 2 );
var v = dsem.ndarray( N, 1, x, 2, 1 );
// returns 1.25
- If
N <= 0
, both functions returnNaN
. - If
N - c
is less than or equal to0
(wherec
corresponds to the provided degrees of freedom adjustment), both functions returnNaN
.
var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var Float64Array = require( '@stdlib/array-float64' );
var dsem = require( '@stdlib/stats-base-dsem' );
var x;
var i;
x = new Float64Array( 10 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = round( (randu()*100.0) - 50.0 );
}
console.log( x );
var v = dsem( x.length, 1, x, 1 );
console.log( v );
@stdlib/stats-base/dstdev
: calculate the standard deviation of a double-precision floating-point strided array.
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
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