Quadratic Mean
Computes the quadratic mean (root mean square) of an array of values ignoring any values which are not numeric.
Installation
$ npm install compute-nanqmean
For use in the browser, use browserify.
Usage
To use the module,
var nanqmean = ;
nanqmean( arr )
Computes the quadratic mean (root mean square) ignoring non-numeric values.
var data = 2 7 NaN 3 -3 NaN 9 ;var mu = ;// returns ~5.5136
Examples
var nanqmean = ;var data = 1000 ;for var i = 0; i < datalength; i++if i%5 === 0data i = NaN;elsedata i = Math * 100;console;
To run the example code from the top-level application directory,
$ node ./examples/index.js
Notes
- The algorithm to compute the quadratic mean first calculates the L2 norm before dividing by the square root of the
array
length. This particular implementation attempts to avoid overflow and underflow and is accurate to<1e-13
compared to the canonical formula for calculating the root mean square. - The quadratic mean of an
array
containing non-numeric values is equal to the quadratic mean of an equivalentarray
which contains only the numeric values. Hence,
var d1 = 1 NaN 2 3 NaNd2 = 1 2 3 ;console;// returns true
References
- Dahlquist, Germund and Bjorck, Ake. Numerical Methods in Scientific Computing.
- Blue, James (1978) "A Portable Fortran Program To Find the Euclidean Norm of a Vector". ACM Transactions on Mathematical Software.
- Higham, Nicholas J. Accuracy and Stability of Numerical Algorithms, Second Edition.
This module implements a one-pass algorithm proposed by S.J. Hammarling.
Tests
Unit
Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:
$ make test
All new feature development should have corresponding unit tests to validate correct functionality.
Test Coverage
This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:
$ make test-cov
Istanbul creates a ./reports/coverage
directory. To access an HTML version of the report,
$ make view-cov
License
Copyright
Copyright © 2014. Athan Reines.