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#/
# @license Apache-2.0
#
# Copyright (c) 2025 The Stdlib Authors.
# 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.
Expand Down
257 changes: 257 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/wald/variance/README.md
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<!--

@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.

-->

# Variance

> [Wald][wald-distribution] distribution [variance][variance].

<!-- 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">

The [variance][variance] for a [Wald][wald-distribution] random variable with mean `μ` and shape parameter `λ > 0` is

<!-- <equation class="equation" label="eq:wald_variance" align="center" raw="\operatorname{Var}\left[ X \right] = \frac{\mu^{3}}{\lambda}" alt="Variance for a Wald distribution."> -->

```math
\operatorname{Var}\left[ X \right] = \frac{\mu^{3}}{\lambda}
```

<!-- <div class="equation" align="center" data-raw-text="\operatorname{Var}\left[ X \right] = \frac{\mu^{3}}{\lambda}" data-equation="eq:wald_variance">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/wald/variance/docs/img/equation_wald_variance.svg" alt="Variance for a Wald distribution.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<!-- Package usage documentation. -->

<section class="usage">

## Usage

```javascript
var variance = require( '@stdlib/stats/base/dists/wald/variance' );
```

#### variance( mu, lambda )

Returns the [variance][variance] for a [Wald][wald-distribution] distribution with parameters `mu` (mean) and `lambda` (shape parameter).

```javascript
var y = variance( 2.0, 1.0 );
// returns 8.0

y = variance( 0.0, 1.0 );
// returns NaN

y = variance( 4.0, -1.0 );
// returns NaN
```

If provided `NaN` as any argument, the function returns `NaN`.

```javascript
var y = variance( NaN, 1.0 );
// returns NaN

y = variance( 0.0, NaN );
// returns NaN
```

If provided `mu <= 0` or `lambda <= 0`, the function returns `NaN`.

```javascript
var y = variance( 0.0, 0.0 );
// returns NaN

y = variance( 0.0, -1.0 );
// returns NaN

y = variance( -1.0, 0.0 );
// returns NaN
```

</section>

<!-- /.usage -->

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

<section class="notes">

</section>

<!-- /.notes -->

<!-- Package usage examples. -->

<section class="examples">

## Examples

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

```javascript
var uniform = require( '@stdlib/random/array/uniform' );
var logEachMap = require( '@stdlib/console/log-each-map' );
var EPS = require( '@stdlib/constants/float64/eps' );
var variance = require( '@stdlib/stats/base/dists/wald/variance' );

var opts = {
'dtype': 'float64'
};
var mu = uniform( 10, EPS, 10.0, opts );
var lambda = uniform( 10, EPS, 20.0, opts );

logEachMap( 'µ: %0.4f, λ: %0.4f, Var(X;µ,λ): %0.4f', mu, lambda, variance );
```

</section>

<!-- /.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/dists/wald/variance.h"
```

#### stdlib_base_dists_wald_variance( mu, lambda )

Returns the [variance][variance] for a [Wald][wald-distribution] distribution with mean `mu` and shape parameter `lambda`.

```c
double out = stdlib_base_dists_wald_variance( 2.0, 1.0 );
// returns 8.0
```

The function accepts the following arguments:

- **mu**: `[in] double` mean.
- **lambda**: `[in] double` shape parameter.

```c
double stdlib_base_dists_wald_variance( const double mu, const double lambda );
```

</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/dists/wald/variance.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}

int main( void ) {
double lambda;
double mu;
double y;
int i;

for ( i = 0; i < 10; i++ ) {
mu = random_uniform( 0.1, 5.0 );
lambda = random_uniform( 0.1, 20.0 );
y = stdlib_base_dists_wald_variance( mu, lambda );
printf( "µ: %.4f, λ: %.4f, Var(X;µ,λ): %.4f\n", mu, lambda, y );
}
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="references">

</section>

<!-- /.references -->

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

<section class="related">

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[wald-distribution]: https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

[variance]: https://en.wikipedia.org/wiki/Variance

</section>

<!-- /.links -->

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/**
* @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 bench = require( '@stdlib/bench' );
var uniform = require( '@stdlib/random/array/uniform' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var EPS = require( '@stdlib/constants/float64/eps' );
var pkg = require( './../package.json' ).name;
var variance = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var lambda;
var opts;
var mu;
var y;
var i;

opts = {
'dtype': 'float64'
};
mu = uniform( 100, EPS, 100.0, opts );
lambda = uniform( 100, EPS, 20.0, opts );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
y = variance( mu[ i % 100 ], lambda[ i % 100 ] );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
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/**
* @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/array/uniform' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var tryRequire = require( '@stdlib/utils/try-require' );
var format = require( '@stdlib/string/format' );
var EPS = require( '@stdlib/constants/float64/eps' );
var pkg = require( './../package.json' ).name;


// VARIABLES //

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


// MAIN //

bench( format( '%s::native', pkg ), opts, function benchmark( b ) {
var arrayOpts;
var lambda;
var mu;
var y;
var i;

arrayOpts = {
'dtype': 'float64'
};
mu = uniform( 100, EPS, 100.0, arrayOpts );
lambda = uniform( 100, EPS, 20.0, arrayOpts );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
y = variance( mu[ i % 100 ], lambda[ i % 100 ] );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
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