npm package: @stdlib/stats-strided-nanstdevpn
Description: Calculate the standard deviation of a strided array ignoring NaN values and using a two-pass algorithm.
Author: The Stdlib Authors
Latest version: 0.1.1

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# nanstdevpn

[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->

> Calculate the [standard deviation][standard-deviation] of a strided array ignoring `NaN` values and using a two-pass algorithm.

<section class="intro">

The population [standard deviation][standard-deviation] of a finite size population of size `N` is given by

<!-- <equation class="equation" label="eq:population_standard_deviation" align="center" raw="\sigma = \sqrt{\frac{1}{N} \sum_{i=0}^{N-1} (x_i - \mu)^2}" alt="Equation for the population standard deviation."> -->

<div class="equation" align="center" data-raw-text="\sigma = \sqrt{\frac{1}{N} \sum_{i=0}^{N-1} (x_i - \mu)^2}" data-equation="eq:population_standard_deviation">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8e7c31bfe267fe8d9af267eb3ae880d98772a2d1/lib/node_modules/@stdlib/stats/strided/nanstdevpn/docs/img/equation_population_standard_deviation.svg" alt="Equation for the population standard deviation.">
    <br>
</div> -->

<!-- </equation> -->

where the population mean is given by

<!-- <equation class="equation" label="eq:population_mean" align="center" raw="\mu = \frac{1}{N} \sum_{i=0}^{N-1} x_i" alt="Equation for the population mean."> -->

<!-- <div class="equation" align="center" data-raw-text="\mu = \frac{1}{N} \sum_{i=0}^{N-1} x_i" data-equation="eq:population_mean">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8e7c31bfe267fe8d9af267eb3ae880d98772a2d1/lib/node_modules/@stdlib/stats/strided/nanstdevpn/docs/img/equation_population_mean.svg" alt="Equation for the population mean.">
    <br>
</div> -->

<!-- </equation> -->

Often in the analysis of data, the true population [standard deviation][standard-deviation] is not known _a priori_ and must be estimated from a sample drawn from the population distribution. If one attempts to use the formula for the population [standard deviation][standard-deviation], the result is biased and yields an **uncorrected sample standard deviation**. To compute a **corrected sample standard deviation** for a sample of size `n`,

<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} (x_i - \bar{x})^2}" alt="Equation for computing a corrected sample standard deviation."> -->

<!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} (x_i - \bar{x})^2}" data-equation="eq:corrected_sample_standard_deviation">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8e7c31bfe267fe8d9af267eb3ae880d98772a2d1/lib/node_modules/@stdlib/stats/strided/nanstdevpn/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for computing a corrected sample standard deviation.">
    <br>
</div> -->

<!-- </equation> -->

where the sample mean is given by

<!-- <equation class="equation" label="eq:sample_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the sample mean."> -->

<!-- <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:sample_mean">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8e7c31bfe267fe8d9af267eb3ae880d98772a2d1/lib/node_modules/@stdlib/stats/strided/nanstdevpn/docs/img/equation_sample_mean.svg" alt="Equation for the sample mean.">
    <br>
</div>

<!-- </equation> -->

The use of the term `n-1` is commonly referred to as Bessel's correction. Note, however, that applying Bessel's correction can increase the mean squared error between the sample standard deviation and population standard deviation. Depending on the characteristics of the population distribution, other correction factors (e.g., `n-1.5`, `n+1`, etc) can yield better estimators.

</section>

<!-- /.intro -->

<section class="installation">

## Installation

```bash
npm install @stdlib/stats-strided-nanstdevpn
```

</section>

<section class="usage">

## Usage

```javascript
var nanstdevpn = require( '@stdlib/stats-strided-nanstdevpn' );
```

#### nanstdevpn( N, correction, x, strideX )

Computes the [standard deviation][standard-deviation] of a strided array ignoring `NaN` values and using a two-pass algorithm.

```javascript
var x = [ 1.0, -2.0, NaN, 2.0 ];

var v = nanstdevpn( x.length, 1, x, 1 );
// returns ~2.0817
```

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][standard-deviation] according to `N-c` where `c` corresponds to the provided degrees of freedom adjustment. When computing the [standard deviation][standard-deviation] of a population, setting this parameter to `0` is the standard choice (i.e., the provided array contains data constituting an entire population). When computing the corrected sample [standard deviation][standard-deviation], setting this parameter to `1` 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 [`Array`][mdn-array] or [`typed array`][mdn-typed-array].
-   **strideX**: stride length for `x`.

The `N` and `stride` parameters determine which elements in `x` are accessed at runtime. For example, to compute the [standard deviation][standard-deviation] of every other element in `x`,

```javascript
var x = [ 1.0, 2.0, 2.0, -7.0, -2.0, 3.0, 4.0, 2.0, NaN, NaN ];

var v = nanstdevpn( 5, 1, x, 2 );
// returns 2.5
```

Note that indexing is relative to the first index. To introduce an offset, use [`typed array`][mdn-typed-array] views.

<!-- eslint-disable stdlib/capitalized-comments, max-len -->

```javascript
var Float64Array = require( '@stdlib/array-float64' );

var x0 = new Float64Array( [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ] );
var x1 = new Float64Array( x0.buffer, x0.BYTES_PER_ELEMENT*1 ); // start at 2nd element

var v = nanstdevpn( 5, 1, x1, 2 );
// returns 2.5
```

#### nanstdevpn.ndarray( N, correction, x, strideX, offsetX )

Computes the [standard deviation][standard-deviation] of a strided array ignoring `NaN` values and using a two-pass algorithm and alternative indexing semantics.

```javascript
var x = [ 1.0, -2.0, NaN, 2.0 ];

var v = nanstdevpn.ndarray( x.length, 1, x, 1, 0 );
// returns ~2.0817
```

The function has the following additional parameters:

-   **offsetX**: starting index for `x`.

While [`typed array`][mdn-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 deviation][standard-deviation] for every other element in `x` starting from the second element

```javascript
var x = [ 2.0, 1.0, 2.0, -2.0, -2.0, 2.0, 3.0, 4.0, NaN, NaN ];

var v = nanstdevpn.ndarray( 5, 1, x, 2, 1 );
// returns 2.5
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

-   If `N <= 0`, both functions return `NaN`.
-   If `n - c` is less than or equal to `0` (where `c` corresponds to the provided degrees of freedom adjustment and `n` corresponds to the number of non-`NaN` indexed elements), both functions return `NaN`.
-   Both functions support array-like objects having getter and setter accessors for array element access (e.g., [`@stdlib/array-base/accessor`][@stdlib/array/base/accessor]).
-   Depending on the environment, the typed versions ([`dnanstdevpn`][@stdlib/stats/strided/dnanstdevpn], [`snanstdevpn`][@stdlib/stats/base/snanstdevpn], etc.) are likely to be significantly more performant.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

```javascript
var uniform = require( '@stdlib/random-base-uniform' );
var filledarrayBy = require( '@stdlib/array-filled-by' );
var bernoulli = require( '@stdlib/random-base-bernoulli' );
var nanstdevpn = require( '@stdlib/stats-strided-nanstdevpn' );

function rand() {
    if ( bernoulli( 0.8 ) < 1 ) {
        return NaN;
    }
    return uniform( -50.0, 50.0 );
}

var x = filledarrayBy( 10, 'float64', rand );
console.log( x );

var v = nanstdevpn( x.length, 1, x, 1 );
console.log( v );
```

</section>

<!-- /.examples -->

* * *

<section class="references">

## References

-   Neely, Peter M. 1966. "Comparison of Several Algorithms for Computation of Means, Standard Deviations and Correlation Coefficients." _Communications of the ACM_ 9 (7). Association for Computing Machinery: 496–99. doi:[10.1145/365719.365958][@neely:1966a].
-   Schubert, Erich, and Michael Gertz. 2018. "Numerically Stable Parallel Computation of (Co-)Variance." In _Proceedings of the 30th International Conference on Scientific and Statistical Database Management_. New York, NY, USA: Association for Computing Machinery. doi:[10.1145/3221269.3223036][@schubert:2018a].

</section>

<!-- /.references -->

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

<section class="related">

* * *

## See Also

-   <span class="package-name">[`@stdlib/stats-strided/dnanstdevpn`][@stdlib/stats/strided/dnanstdevpn]</span><span class="delimiter">: </span><span class="description">calculate the standard deviation of a double-precision floating-point strided array ignoring NaN values and using a two-pass algorithm.</span>
-   <span class="package-name">[`@stdlib/stats-strided/nanvariancepn`][@stdlib/stats/strided/nanvariancepn]</span><span class="delimiter">: </span><span class="description">calculate the variance of a strided array ignoring NaN values and using a two-pass algorithm.</span>
-   <span class="package-name">[`@stdlib/stats-strided/nanstdev`][@stdlib/stats/strided/nanstdev]</span><span class="delimiter">: </span><span class="description">calculate the standard deviation of a strided array ignoring NaN values.</span>
-   <span class="package-name">[`@stdlib/stats-base/snanstdevpn`][@stdlib/stats/base/snanstdevpn]</span><span class="delimiter">: </span><span class="description">calculate the standard deviation of a single-precision floating-point strided array ignoring NaN values and using a two-pass algorithm.</span>
-   <span class="package-name">[`@stdlib/stats-strided/stdevpn`][@stdlib/stats/strided/stdevpn]</span><span class="delimiter">: </span><span class="description">calculate the standard deviation of a strided array using a two-pass algorithm.</span>

</section>

<!-- /.related -->

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<section class="main-repo" >

* * *

## Notice

This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib].

#### Community

[![Chat][chat-image]][chat-url]

---

## License

See [LICENSE][stdlib-license].


## Copyright

Copyright &copy; 2016-2026. The Stdlib [Authors][stdlib-authors].

</section>

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[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-strided-nanstdevpn/main/LICENSE

[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation

[mdn-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array

[mdn-typed-array]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/TypedArray

[@stdlib/array/base/accessor]: https://www.npmjs.com/package/@stdlib/array-base-accessor

[@neely:1966a]: https://doi.org/10.1145/365719.365958

[@schubert:2018a]: https://doi.org/10.1145/3221269.3223036

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[@stdlib/stats/strided/dnanstdevpn]: https://www.npmjs.com/package/@stdlib/stats-strided-dnanstdevpn

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[@stdlib/stats/strided/nanstdev]: https://www.npmjs.com/package/@stdlib/stats-strided-nanstdev

[@stdlib/stats/base/snanstdevpn]: https://www.npmjs.com/package/@stdlib/stats-base-snanstdevpn

[@stdlib/stats/strided/stdevpn]: https://www.npmjs.com/package/@stdlib/stats-strided-stdevpn

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