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213 changes: 213 additions & 0 deletions lib/node_modules/@stdlib/stats/base/ndarray/scovarmtk/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -186,6 +186,219 @@ console.log( v );

<!-- /.examples -->

<!-- C interface documentation. -->

* * *

<section class="c">

## C APIs

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

</section>

<!-- /.intro -->

<!-- C usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/base/ndarray/scovarmtk.h"
```

#### stdlib_stats_scovarmtk( arrays )

Computes the covariance of two one-dimensional single-precision floating-point ndarrays provided known means and using a one-pass textbook algorithm.

```c
#include "stdlib/ndarray/ctor.h"
#include "stdlib/ndarray/dtypes.h"
#include "stdlib/ndarray/index_modes.h"
#include "stdlib/ndarray/orders.h"
#include "stdlib/ndarray/base/bytes_per_element.h"
#include <stdint.h>

// Create input ndarrays:
const float xdata[] = { 1.0f, -2.0f, 2.0f };
const float ydata[] = { 2.0f, -2.0f, 1.0f };
int64_t shape[] = { 3 };
int64_t strides[] = { STDLIB_NDARRAY_FLOAT32_BYTES_PER_ELEMENT };
int8_t submodes[] = { STDLIB_NDARRAY_INDEX_ERROR };

struct ndarray *x = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)xdata, 1, shape, strides, 0, STDLIB_NDARRAY_ROW_MAJOR, STDLIB_NDARRAY_INDEX_ERROR, 1, submodes );
struct ndarray *y = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)ydata, 1, shape, strides, 0, STDLIB_NDARRAY_ROW_MAJOR, STDLIB_NDARRAY_INDEX_ERROR, 1, submodes );

// Create an ndarray for specifying the degrees of freedom adjustment:
const float cdata[] = { 1.0f };
int64_t cstrides[] = { 0 };
struct ndarray *corr = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)cdata, 0, NULL, cstrides, 0, STDLIB_NDARRAY_ROW_MAJOR, STDLIB_NDARRAY_INDEX_ERROR, 1, submodes );

// Create ndarrays for specifying the known means:
const float mxdata[] = { 1.0f/3.0f };
const float mydata[] = { 1.0f/3.0f };
struct ndarray *meanx = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)mxdata, 0, NULL, cstrides, 0, STDLIB_NDARRAY_ROW_MAJOR, STDLIB_NDARRAY_INDEX_ERROR, 1, submodes );
struct ndarray *meany = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)mydata, 0, NULL, cstrides, 0, STDLIB_NDARRAY_ROW_MAJOR, STDLIB_NDARRAY_INDEX_ERROR, 1, submodes );

// Compute the result:
const struct ndarray *arrays[] = { x, y, corr, meanx, meany };
float v = stdlib_stats_scovarmtk( arrays );
// returns ~3.8333f

// Free allocated memory:
stdlib_ndarray_free( x );
stdlib_ndarray_free( y );
stdlib_ndarray_free( corr );
stdlib_ndarray_free( meanx );
stdlib_ndarray_free( meany );
```

The function accepts the following arguments:

- **arrays**: `[in] struct ndarray**` list containing the following ndarrays:

- `[in] struct ndarray*` first one-dimensional input ndarray.
- `[in] struct ndarray*` second one-dimensional input ndarray.
- `[in] struct ndarray*` a zero-dimensional ndarray specifying the 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 [covariance][covariance] according to `N-c` where `c` corresponds to the provided degrees of freedom adjustment and `N` corresponds to the number of elements in each input ndarray. When computing the population [covariance][covariance], setting this parameter to `0` is the standard choice (i.e., the provided arrays contain data constituting entire populations). When computing the unbiased sample [covariance][covariance], setting this parameter to `1` is the standard choice (i.e., the provided arrays contain data sampled from larger populations; this is commonly referred to as Bessel's correction).
- `[in] struct ndarray*` a zero-dimensional ndarray specifying the mean of the first one-dimensional ndarray.
- `[in] struct ndarray*` a zero-dimensional ndarray specifying the mean of the second one-dimensional ndarray.

```c
float stdlib_stats_scovarmtk( const struct ndarray *arrays[] );
```

</section>

<!-- /.usage -->

<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- C API usage examples. -->

<section class="examples">

### Examples

```c
#include "stdlib/stats/base/ndarray/scovarmtk.h"
#include "stdlib/ndarray/ctor.h"
#include "stdlib/ndarray/dtypes.h"
#include "stdlib/ndarray/index_modes.h"
#include "stdlib/ndarray/orders.h"
#include "stdlib/ndarray/base/bytes_per_element.h"
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>

int main( void ) {
// Create data buffers:
const float xdata[] = { 1.0f, -2.0f, 3.0f, -4.0f, 5.0f, -6.0f, 7.0f, -8.0f };
const float ydata[] = { 2.0f, -1.0f, 1.0f, -3.0f, 3.0f, -5.0f, 5.0f, -7.0f };

// Specify the number of array dimensions:
const int64_t ndims = 1;

// Specify the array shape:
int64_t shape[] = { 4 };

// Specify the array strides:
int64_t strides[] = { 2 * STDLIB_NDARRAY_FLOAT32_BYTES_PER_ELEMENT };

// Specify the byte offset:
const int64_t offset = 0;

// Specify the array order:
const enum STDLIB_NDARRAY_ORDER order = STDLIB_NDARRAY_ROW_MAJOR;

// Specify the index mode:
const enum STDLIB_NDARRAY_INDEX_MODE imode = STDLIB_NDARRAY_INDEX_ERROR;

// Specify the subscript index modes:
int8_t submodes[] = { STDLIB_NDARRAY_INDEX_ERROR };
const int64_t nsubmodes = 1;

// Create the first input ndarray:
struct ndarray *x = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)xdata, ndims, shape, strides, offset, order, imode, nsubmodes, submodes );
if ( x == NULL ) {
fprintf( stderr, "Error allocating memory.\n" );
exit( 1 );
}

// Create the second input ndarray:
struct ndarray *y = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)ydata, ndims, shape, strides, offset, order, imode, nsubmodes, submodes );
if ( y == NULL ) {
fprintf( stderr, "Error allocating memory.\n" );
exit( 1 );
}

// Create a data buffer for an ndarray specifying the degrees of freedom adjustment:
const float cdata[] = { 1.0f };

// Create data buffers for ndarrays specifying the means of the input ndarrays:
const float mxdata[] = { 4.0f };
const float mydata[] = { 2.75f };

// Specify the array strides for zero-dimensional ndarrays:
int64_t cstrides[] = { 0 };

// Create an ndarray for the degrees of freedom adjustment:
struct ndarray *corr = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)cdata, 0, NULL, cstrides, 0, order, imode, nsubmodes, submodes );
if ( corr == NULL ) {
fprintf( stderr, "Error allocating memory.\n" );
exit( 1 );
}

// Create an ndarray for the mean of the first input ndarray:
struct ndarray *meanx = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)mxdata, 0, NULL, cstrides, 0, order, imode, nsubmodes, submodes );
if ( meanx == NULL ) {
fprintf( stderr, "Error allocating memory.\n" );
exit( 1 );
}

// Create an ndarray for the mean of the second input ndarray:
struct ndarray *meany = stdlib_ndarray_allocate( STDLIB_NDARRAY_FLOAT32, (uint8_t *)mydata, 0, NULL, cstrides, 0, order, imode, nsubmodes, submodes );
if ( meany == NULL ) {
fprintf( stderr, "Error allocating memory.\n" );
exit( 1 );
}

// Define a list of ndarrays:
const struct ndarray *arrays[] = { x, y, corr, meanx, meany };

// Compute the result:
float v = stdlib_stats_scovarmtk( arrays );

// Print the result:
printf( "result: %f\n", v );

// Free allocated memory:
stdlib_ndarray_free( x );
stdlib_ndarray_free( y );
stdlib_ndarray_free( corr );
stdlib_ndarray_free( meanx );
stdlib_ndarray_free( meany );
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

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

<section class="related">
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,7 @@ var pow = require( '@stdlib/math/base/special/pow' );
var scalar2ndarray = require( '@stdlib/ndarray/from-scalar' );
var format = require( '@stdlib/string/format' );
var pkg = require( './../package.json' ).name;
var scovarmtk = require( './../lib' );
var scovarmtk = require( './../lib/main.js' );


// VARIABLES //
Expand Down
Original file line number Diff line number Diff line change
@@ -0,0 +1,114 @@
/**
* @license Apache-2.0
*
* Copyright (c) 2026 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

'use strict';

// MODULES //

var resolve = require( 'path' ).resolve;
var bench = require( '@stdlib/bench' );
var uniform = require( '@stdlib/random/uniform' );
var isnanf = require( '@stdlib/math/base/assert/is-nanf' );
var pow = require( '@stdlib/math/base/special/pow' );
var scalar2ndarray = require( '@stdlib/ndarray/from-scalar' );
var format = require( '@stdlib/string/format' );
var tryRequire = require( '@stdlib/utils/try-require' );
var pkg = require( './../package.json' ).name;


// VARIABLES //

var scovarmtk = tryRequire( resolve( __dirname, './../lib/native.js' ) );
var opts = {
'skip': ( scovarmtk instanceof Error )
};
var options = {
'dtype': 'float32'
};

var correction = scalar2ndarray( 1.0, options );
var meanx = scalar2ndarray( 0.0, options );
var meany = scalar2ndarray( 0.0, options );


// FUNCTIONS //

/**
* Creates a benchmark function.
*
* @private
* @param {PositiveInteger} len - array length
* @returns {Function} benchmark function
*/
function createBenchmark( len ) {
var x = uniform( [ len ], -10.0, 10.0, options );
var y = uniform( [ len ], -10.0, 10.0, options );
return benchmark;

/**
* Benchmark function.
*
* @private
* @param {Benchmark} b - benchmark instance
*/
function benchmark( b ) {
var v;
var i;

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = scovarmtk( [ x, y, correction, meanx, meany ] );
if ( isnanf( v ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnanf( v ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
}
}


// MAIN //

/**
* Main execution sequence.
*
* @private
*/
function main() {
var len;
var min;
var max;
var f;
var i;

min = 1; // 10^min
max = 6; // 10^max

for ( i = min; i <= max; i++ ) {
len = pow( 10, i );
f = createBenchmark( len );
bench( format( '%s::native:len=%d', pkg, len ), opts, f );
}
}

main();
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