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[RFC]: add stats/strided/zscore #651

@kgryte

Description

@kgryte

This API implements

$$y = \frac{x - \overline{x}}{\sigma_x}$$

This API computes the z-score.

API signatures:

zscore( N, correction, x, strideX, y, strideY )
zscore.ndarray( N, correction, x, strideX, offsetX, y, strideY, offsetY )

where

  • N: number of indexed elements.
  • correction: degrees of freedom adjustment.
  • x: input strided array.
  • strideX: stride length for x.
  • offsetX: starting index for x.
  • y: output strided array.
  • strideY: stride length for y.
  • offsetY: starting index for y.

Notes

  • Should be able to use stats/strided/meanstdev to compute the mean and stdev in a single pass and then call blas/ext/base/*xsadb.

Follow-on Work

Once completed and merged, the following packages can be added

  • [RFC]: add stats/strided/dzscore
  • [RFC]: add stats/strided/szscore
  • [RFC]: add stats/base/ndarray/dzscore
  • [RFC]: add stats/base/ndarray/szscore
  • [RFC]: add stats/base/ndarray/zscore
  • [RFC]: add blas/ext/zscore

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FeatureTask to add a new feature.difficulty: 2May require some initial design or R&D, but should be straightforward to resolve and/or implement.priority: NormalNormal priority concern or feature request.

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