compute-nanqmean v1.0.0

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 = require( 'compute-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 = nanqmean( data );
// returns ~5.5136

Examples

var nanqmean = require( 'compute-nanqmean' );

var data = new Array( 1000 );
for ( var i = 0; i < data.length; i++ ) {
	if ( i%5 === 0 ) {
		data[ i ] = NaN;
	} else {
		data[ i ] = Math.random() * 100;
	}
}

console.log( nanqmean( data ) );

To run the example code from the top-level application directory,

$ node ./examples/index.js

Notes

1. 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.

2. The quadratic mean of an `array` containing non-numeric values is equal to the quadratic mean of an equivalent `array` which contains only the numeric values. Hence,

var d1 = [ 1, NaN, 2, 3, NaN ],
    d2 = [ 1, 2, 3 ];

console.log( nanqmean( d1 ) === nanqmean( d2 ) );
// 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

MIT license.

Copyright

Copyright © 2014. Athan Reines.