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feat: add stats/incr/nanvariance
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172 changes: 172 additions & 0 deletions
172
lib/node_modules/@stdlib/stats/incr/nanvariance/README.md
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| <!-- | ||
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| @license Apache-2.0 | ||
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| Copyright (c) 2025 The Stdlib Authors. | ||
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| 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 | ||
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| http://www.apache.org/licenses/LICENSE-2.0 | ||
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| 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. | ||
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| --> | ||
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| # incrnanvariance | ||
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| > Compute an [unbiased sample variance][sample-variance] incrementally, ignoring `NaN` values. | ||
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| <section class="intro"> | ||
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| The [unbiased sample variance][sample-variance] is defined as | ||
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| <!-- <equation class="equation" label="eq:unbiased_sample_variance" align="center" raw="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2" alt="Equation for the unbiased sample variance."> --> | ||
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| ```math | ||
| s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2 | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2" data-equation="eq:unbiased_sample_variance"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/variance/docs/img/equation_unbiased_sample_variance.svg" alt="Equation for the unbiased sample variance."> | ||
| <br> | ||
| </div> --> | ||
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| <!-- </equation> --> | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <section class="usage"> | ||
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| ## Usage | ||
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| ```javascript | ||
| var incrnanvariance = require( '@stdlib/stats/incr/nanvariance' ); | ||
| ``` | ||
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| #### incrnanvariance( \[mean] ) | ||
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| Returns an accumulator `function` which incrementally computes an [unbiased sample variance][sample-variance]. | ||
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| ```javascript | ||
| var accumulator = incrnanvariance(); | ||
| ``` | ||
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| If the mean is already known, provide a `mean` argument. | ||
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| ```javascript | ||
| var accumulator = incrnanvariance( 3.0 ); | ||
| ``` | ||
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| #### accumulator( \[x] ) | ||
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| If provided an input value `x`, the accumulator function returns an updated [unbiased sample variance][sample-variance]. If not provided an input value `x`, the accumulator function returns the current [unbiased sample variance][sample-variance]. | ||
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| ```javascript | ||
| var accumulator = incrnanvariance(); | ||
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| var s2 = accumulator( 2.0 ); | ||
| // returns 0.0 | ||
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| s2 = accumulator( 1.0 ); // => ((2-1.5)^2+(1-1.5)^2) / (2-1) | ||
| // returns 0.5 | ||
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| s2 = accumulator( 3.0 ); // => ((2-2)^2+(1-2)^2+(3-2)^2) / (3-1) | ||
| // returns 1.0 | ||
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| s2 = accumulator( NaN ); | ||
| // returns 1.0 | ||
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| s2 = accumulator(); | ||
| // returns 1.0 | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <section class="notes"> | ||
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| ## Notes | ||
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| - Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function. | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <section class="examples"> | ||
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| ## Examples | ||
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| <!-- eslint no-undef: "error" --> | ||
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| ```javascript | ||
| var randu = require( '@stdlib/random/base/randu' ); | ||
| var incrnanvariance = require( '@stdlib/stats/incr/nanvariance' ); | ||
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| var accumulator; | ||
| var v; | ||
| var i; | ||
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| // Initialize an accumulator: | ||
| accumulator = incrnanvariance(); | ||
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| // For each simulated datum, update the unbiased sample variance... | ||
| for ( i = 0; i < 100; i++ ) { | ||
| if ( randu() < 0.2 ) { | ||
| v = NaN; | ||
| } else { | ||
| v = randu() * 100.0; | ||
| } | ||
| accumulator( v ); | ||
| } | ||
| console.log( accumulator() ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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| <section class="related"> | ||
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| * * * | ||
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| ## See Also | ||
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| - <span class="package-name">[`@stdlib/stats/incr/variance`][@stdlib/stats/incr/variance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample variance incrementally.</span> | ||
| - <span class="package-name">[`@stdlib/stats/incr/mean`][@stdlib/stats/incr/mean]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean incrementally.</span> | ||
| - <span class="package-name">[`@stdlib/stats/incr/nansum`][@stdlib/stats/incr/nansum]</span><span class="delimiter">: </span><span class="description">compute a sum incrementally, ignoring NaN values.</span> | ||
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| </section> | ||
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| <!-- /.related --> | ||
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| <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="links"> | ||
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| [sample-variance]: https://en.wikipedia.org/wiki/Variance | ||
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| <!-- <related-links> --> | ||
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| [@stdlib/stats/incr/variance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/variance | ||
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| [@stdlib/stats/incr/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mean | ||
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| [@stdlib/stats/incr/nansum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nansum | ||
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| <!-- </related-links> --> | ||
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| </section> | ||
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| <!-- /.links --> |
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92
lib/node_modules/@stdlib/stats/incr/nanvariance/benchmark/benchmark.js
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| /** | ||
| * @license Apache-2.0 | ||
| * | ||
| * Copyright (c) 2025 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. | ||
| */ | ||
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| 'use strict'; | ||
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| // MODULES // | ||
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| var bench = require( '@stdlib/bench' ); | ||
| var randu = require( '@stdlib/random/base/randu' ); | ||
| var format = require( '@stdlib/string/format' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanvariance = require( './../lib' ); | ||
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| // MAIN // | ||
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| bench( pkg, function benchmark( b ) { | ||
| var f; | ||
| var i; | ||
| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| f = incrnanvariance(); | ||
| if ( typeof f !== 'function' ) { | ||
| b.fail( 'should return a function' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( typeof f !== 'function' ) { | ||
| b.fail( 'should return a function' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); | ||
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| bench( format( '%s::accumulator', pkg ), function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanvariance(); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( randu() ); | ||
| if ( v !== v ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( v !== v ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); | ||
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| bench( format( '%s::accumulator,known_mean' ), function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanvariance( 3.14 ); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( randu() ); | ||
| if ( v !== v ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( v !== v ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); | ||
61 changes: 61 additions & 0 deletions
61
...s/@stdlib/stats/incr/nanvariance/docs/img/equation_unbiased_sample_variance.svg
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36 changes: 36 additions & 0 deletions
36
lib/node_modules/@stdlib/stats/incr/nanvariance/docs/repl.txt
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| {{alias}}( [mean] ) | ||||||
| Returns an accumulator function which incrementally computes an unbiased | ||||||
| sample variance, ignorning `NaN` values. | ||||||
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Member
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Typo here - "ignorning" should be "ignoring".
Suggested change
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| If provided a value, the accumulator function returns an updated unbiased | ||||||
| sample variance. If not provided a value, the accumulator function returns | ||||||
| the current unbiased sample variance. | ||||||
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| Parameters | ||||||
| ---------- | ||||||
| mean: number (optional) | ||||||
| Known mean. | ||||||
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| Returns | ||||||
| ------- | ||||||
| acc: Function | ||||||
| Accumulator function. | ||||||
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| Examples | ||||||
| -------- | ||||||
| > var accumulator = {{alias}}(); | ||||||
| > var s2 = accumulator() | ||||||
| null | ||||||
| > s2 = accumulator( 2.0 ) | ||||||
| 0.0 | ||||||
| > s2 = accumulator( -5.0 ) | ||||||
| 24.5 | ||||||
| > s2 = accumulator( NaN ) | ||||||
| 24.5 | ||||||
| > s2 = accumulator() | ||||||
| 24.5 | ||||||
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| See Also | ||||||
| -------- | ||||||
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Missing
pkgargument here - the benchmark name will literally be%s::accumulator,known_meaninstead of the properly formatted name.