standardDeviation

Calculates the standard deviation of the input

By default, if F is not floating point type, then the result will have a double type if F is implicitly convertible to a floating point type.

stdevType!Range standardDeviation(Range r, bool isPopulation)
template standardDeviation(VarianceAlgo varianceAlgo = VarianceAlgo.hybrid, Summation summation = Summation.appropriate)
@fmamath
stdevType!Range
standardDeviation
(
Range
)
(
Range r
,
bool isPopulation = false
)
if (
isIterable!Range
)
stdevType!T standardDeviation(T[] ar)
template standardDeviation(F, VarianceAlgo varianceAlgo = VarianceAlgo.hybrid, Summation summation = Summation.appropriate)
template standardDeviation(F, string varianceAlgo, string summation = "appropriate")
template standardDeviation(string varianceAlgo, string summation = "appropriate")

Members

Functions

standardDeviation stdevType!Range standardDeviation(Range r, bool isPopulation)
standardDeviation stdevType!T standardDeviation(T[] ar)

Parameters

varianceAlgo: algorithm for calculating variance (default: VarianceAlgo.hybrid)
summation: algorithm for calculating sums (default: Summation.appropriate)

Return Value

The standard deviation of the input, must be floating point type type

Examples

import mir.math.common: approxEqual, sqrt;
import mir.ndslice.slice: sliced;

assert(standardDeviation([1.0, 2, 3]).approxEqual(sqrt(2.0 / 2)));
assert(standardDeviation([1.0, 2, 3], true).approxEqual(sqrt(2.0 / 3)));

assert(standardDeviation!float([0, 1, 2, 3, 4, 5].sliced(3, 2)).approxEqual(sqrt(17.5 / 5)));

static assert(is(typeof(standardDeviation!float([1, 2, 3])) == float));

Standard deviation of vector

import mir.math.common: approxEqual, sqrt;
import mir.ndslice.slice: sliced;

auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25,
          2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced;

assert(x.standardDeviation.approxEqual(sqrt(54.76562 / 11)));

Standard deviation of matrix

import mir.math.common: approxEqual, sqrt;
import mir.ndslice.fuse: fuse;

auto x = [
    [0.0, 1.0, 1.5, 2.0, 3.5, 4.25],
    [2.0, 7.5, 5.0, 1.0, 1.5, 0.0]
].fuse;

assert(x.standardDeviation.approxEqual(sqrt(54.76562 / 11)));

Column standard deviation of matrix

import mir.algorithm.iteration: all;
import mir.math.common: approxEqual, sqrt;
import mir.ndslice.fuse: fuse;
import mir.ndslice.topology: alongDim, byDim, map;

auto x = [
    [0.0,  1.0, 1.5, 2.0], 
    [3.5, 4.25, 2.0, 7.5],
    [5.0,  1.0, 1.5, 0.0]
].fuse;
auto result = [13.16667 / 2, 7.041667 / 2, 0.1666667 / 2, 30.16667 / 2].map!sqrt;

// Use byDim or alongDim with map to compute standardDeviation of row/column.
assert(x.byDim!1.map!standardDeviation.all!approxEqual(result));
assert(x.alongDim!0.map!standardDeviation.all!approxEqual(result));

// FIXME
// Without using map, computes the standardDeviation of the whole slice
// assert(x.byDim!1.standardDeviation == x.sliced.standardDeviation);
// assert(x.alongDim!0.standardDeviation == x.sliced.standardDeviation);

Can also set algorithm type

import mir.math.common: approxEqual, sqrt;
import mir.ndslice.slice: sliced;

auto a = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25,
          2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced;

auto x = a + 1_000_000_000;

auto y = x.standardDeviation;
assert(y.approxEqual(sqrt(54.76562 / 11)));

// The naive algorithm is numerically unstable in this case
auto z0 = x.standardDeviation!"naive";
assert(!z0.approxEqual(y));

// But the two-pass algorithm provides a consistent answer
auto z1 = x.standardDeviation!"twoPass";
assert(z1.approxEqual(y));

Can also set algorithm or output type

import mir.math.common: approxEqual, sqrt;
import mir.ndslice.slice: sliced;
import mir.ndslice.topology: repeat;

//Set population standard deviation, standardDeviation algorithm, sum algorithm or output type

auto a = [1.0, 1e100, 1, -1e100].sliced;
auto x = a * 10_000;

/++
Due to Floating Point precision, when centering `x`, subtracting the mean 
from the second and fourth numbers has no effect. Further, after centering 
and squaring `x`, the first and third numbers in the slice have precision 
too low to be included in the centered sum of squares. 
+/
assert(x.standardDeviation(false).approxEqual(sqrt(2.0e208 / 3)));
assert(x.standardDeviation(true).approxEqual(sqrt(2.0e208 / 4)));

assert(x.standardDeviation!("online").approxEqual(sqrt(2.0e208 / 3)));
assert(x.standardDeviation!("online", "kbn").approxEqual(sqrt(2.0e208 / 3)));
assert(x.standardDeviation!("online", "kb2").approxEqual(sqrt(2.0e208 / 3)));
assert(x.standardDeviation!("online", "precise").approxEqual(sqrt(2.0e208 / 3)));
assert(x.standardDeviation!(double, "online", "precise").approxEqual(sqrt(2.0e208 / 3)));
assert(x.standardDeviation!(double, "online", "precise")(true).approxEqual(sqrt(2.0e208 / 4)));

auto y = uint.max.repeat(3);
auto z = y.standardDeviation!ulong;
assert(z == 0.0);
static assert(is(typeof(z) == double));

For integral slices, pass output type as template parameter to ensure output type is correct.

import mir.math.common: approxEqual, sqrt;
import mir.ndslice.slice: sliced;

auto x = [0, 1, 1, 2, 4, 4,
          2, 7, 5, 1, 2, 0].sliced;

auto y = x.standardDeviation;
assert(y.approxEqual(sqrt(50.91667 / 11)));
static assert(is(typeof(y) == double));

assert(x.standardDeviation!float.approxEqual(sqrt(50.91667 / 11)));

Variance works for other user-defined types (provided they can be converted to a floating point)

import mir.ndslice.slice: sliced;

static struct Foo {
    float x;
    alias x this;
}

Foo[] foo = [Foo(1f), Foo(2f), Foo(3f)];
assert(foo.standardDeviation == 1f);

Compute standard deviation along specified dimention of tensors

import mir.algorithm.iteration: all;
import mir.math.common: approxEqual, sqrt;
import mir.ndslice.fuse: fuse;
import mir.ndslice.topology: as, iota, alongDim, map, repeat;

auto x = [
    [0.0, 1, 2],
    [3.0, 4, 5]
].fuse;

assert(x.standardDeviation.approxEqual(sqrt(17.5 / 5)));

auto m0 = repeat(sqrt(4.5), 3);
assert(x.alongDim!0.map!standardDeviation.all!approxEqual(m0));
assert(x.alongDim!(-2).map!standardDeviation.all!approxEqual(m0));

auto m1 = [1.0, 1.0];
assert(x.alongDim!1.map!standardDeviation.all!approxEqual(m1));
assert(x.alongDim!(-1).map!standardDeviation.all!approxEqual(m1));

assert(iota(2, 3, 4, 5).as!double.alongDim!0.map!standardDeviation.all!approxEqual(repeat(sqrt(3600.0 / 2), 3, 4, 5)));

Arbitrary standard deviation

import mir.math.common: sqrt;

assert(standardDeviation(1.0, 2, 3) == 1.0);
assert(standardDeviation!float(1, 2, 3) == 1f);

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