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feat: add stats/incr/nancovariance
PR-URL: #5980 Closes: #5554 Co-authored-by: Philipp Burckhardt <pburckhardt@outlook.com> Co-authored-by: stdlib-bot <noreply@stdlib.io> Reviewed-by: Philipp Burckhardt <pburckhardt@outlook.com> Reviewed-by: Athan Reines <kgryte@gmail.com>
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‎lib/node_modules/@stdlib/stats/incr/nancovariance/README.md‎

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<!--
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@license Apache-2.0
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Copyright (c) 2026 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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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
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrnancovariance
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> Compute a sample covariance incrementally, ignoring `NaN` values.
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<section class="usage">
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## Usage
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```javascript
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var nancovariance = require( '@stdlib/stats/incr/nancovariance' );
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```
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#### incrnancovariance
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Returns an accumulator function which incrementally computes a sample covariance, ignoring any input pairs that contain NaN values. The accumulator returns null until at least two valid data pairs have been provided.
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```javascript
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var accumulator = nancovariance();
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```
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#### accumulator(`[x, y]`)
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If provided a pair of numeric input values `[x, y]`, the accumulator updates and returns the sample covariance. If not provided any input values, the accumulator returns the current sample covariance.
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```javascript
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var accumulator = nancovariance();
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var cov = accumulator();
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// returns null
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cov = accumulator( 2.0, 1.0 );
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// returns null
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cov = accumulator( NaN, 1.0 );
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// returns null
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cov = accumulator( 4.0, 5.0 );
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// returns 4.0
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cov = accumulator();
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// returns 4.0
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```
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</section>
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<!-- /.usage -->
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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
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var randu = require( '@stdlib/random/base/randu' );
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var nancovariance = require( '@stdlib/stats/incr/nancovariance' );
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var accumulator;
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var i;
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var x;
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var y;
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accumulator = nancovariance();
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for ( i = 0; i < 100; i++ ) {
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x = ( randu() < 0.2 ) ? NaN : randu() * 100.0;
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y = ( randu() < 0.2 ) ? NaN : randu() * 100.0;
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accumulator( x, y );
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}
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console.log( accumulator() );
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```
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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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</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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<!-- <related-links> -->
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<!-- </related-links> -->
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</section>
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<!-- /.links -->

‎lib/node_modules/@stdlib/stats/incr/nancovariance/benchmark/benchmark.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2026 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var bench = require( '@stdlib/bench' );
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var randu = require( '@stdlib/random/base/randu' );
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var format = require( '@stdlib/string/format' );
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var pkg = require( './../package.json' ).name;
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var nancovariance = require( './../lib' );
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// MAIN //
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bench( pkg, function benchmark( b ) {
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var acc;
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var i;
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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acc = nancovariance();
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if ( typeof acc !== 'function' ) {
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b.fail( 'should return a function' );
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}
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}
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b.toc();
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if ( typeof acc !== 'function' ) {
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b.fail( 'should return a function' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});
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bench( format( '%s::accumulator', pkg ), function benchmark( b ) {
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var acc;
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var x;
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var y;
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var v;
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var i;
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acc = nancovariance();
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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x = ( randu() < 0.1 ) ? NaN : randu() * 10; // ~10% NaN
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y = ( randu() < 0.1 ) ? NaN : randu() * 10; // ~10% NaN
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v = acc( x, y );
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if ( v !== v && i > 1 ) {
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b.fail( 'accumulator should not return NaN once enough valid data' );
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}
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}
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b.toc();
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});

‎lib/node_modules/@stdlib/stats/incr/nancovariance/docs/repl.txt‎

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{{alias}}()
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Returns an accumulator function which incrementally computes a sample
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covariance, ignoring `NaN` values.
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If provided input values, the accumulator function returns an updated
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sample covariance. If not provided input values, the accumulator function
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returns the current sample covariance.
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If an input value is `NaN`, the input pair is ignored and the accumulated
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value remains unchanged.
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Until at least two valid data pairs have been provided, the accumulator
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function returns `null`.
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Returns
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-------
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acc: Function
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Accumulator function.
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Examples
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--------
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> var accumulator = {{alias}}();
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> var v = accumulator()
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null
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> v = accumulator( 2.0, 1.0 )
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null
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> v = accumulator( NaN, 5.0 )
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null
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> v = accumulator( 4.0, 5.0 )
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4.0
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> v = accumulator()
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4.0
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See Also
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--------

‎lib/node_modules/@stdlib/stats/incr/nancovariance/docs/types/index.d.ts‎

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/*
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* @license Apache-2.0
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*
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* Copyright (c) 2026 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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// TypeScript Version: 4.1
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/// <reference types="@stdlib/types"/>
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/**
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* If provided arguments, returns an updated sample covariance; otherwise, returns the current sample covariance.
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*
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* ## Notes
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*
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* - If provided `NaN`, the input is ignored and the accumulated value remains unchanged.
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*
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* @param x - value
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* @param y - value
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* @returns sample covariance or null
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*/
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type accumulator = ( x?: number, y?: number ) => number | null;
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/**
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* Returns an accumulator function which incrementally computes a sample covariance, ignoring `NaN` values.
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*
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* @returns accumulator function
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*
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* @example
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* var acc = nancovariance();
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*
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* var cov = acc();
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* // returns null
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*
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* cov = acc( 2.0, 1.0 );
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* // returns null
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*
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* cov = acc( NaN, 5.0 );
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* // returns null
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*
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* cov = acc( 4.0, 5.0 );
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* // returns 4.0
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*
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* cov = acc();
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* // returns 4.0
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*/
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declare function nancovariance(): accumulator;
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// EXPORTS //
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export = nancovariance;

‎lib/node_modules/@stdlib/stats/incr/nancovariance/docs/types/test.ts‎

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/*
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* @license Apache-2.0
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*
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* Copyright (c) 2026 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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import nancovariance = require( './index' );
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// TESTS //
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// The function returns an accumulator function...
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{
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nancovariance(); // $ExpectType accumulator
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}
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// The compiler throws an error if the function is provided any arguments...
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{
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nancovariance( 3 ); // $ExpectError
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nancovariance( 3, 0.0 ); // $ExpectError
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}
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// The function returns an accumulator function which returns an accumulated result...
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{
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const acc = nancovariance();
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acc(); // $ExpectType number | null
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acc( 2.0, 1.0 ); // $ExpectType number | null
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}
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// The compiler throws an error if the returned accumulator function is provided invalid arguments...
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{
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const acc = nancovariance();
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acc( '5', 2.0 ); // $ExpectError
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acc( true, 2.0 ); // $ExpectError
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acc( false, 2.0 ); // $ExpectError
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acc( null, 2.0 ); // $ExpectError
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acc( [], 2.0 ); // $ExpectError
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acc( {}, 2.0 ); // $ExpectError
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acc( ( x: number ): number => x, 2.0 ); // $ExpectError
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acc( 2.0, '5' ); // $ExpectError
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acc( 2.0, true ); // $ExpectError
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acc( 2.0, false ); // $ExpectError
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acc( 2.0, null ); // $ExpectError
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acc( 2.0, [] ); // $ExpectError
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acc( 2.0, {} ); // $ExpectError
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acc( 2.0, ( x: number ): number => x ); // $ExpectError
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}

‎lib/node_modules/@stdlib/stats/incr/nancovariance/examples/index.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2026 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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var nancovariance = require( './../lib' );
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var acc = nancovariance();
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var dataX = [ 2.0, 2.0, NaN, 3.0, 5.0 ];
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var dataY = [ 1.0, 5.0, 4.0, NaN, 5.0 ];
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var i;
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var cov;
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for ( i = 0; i < dataX.length; i++ ) {
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cov = acc( dataX[ i ], dataY[ i ] );
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console.log( 'x=%s, y=%s, cov=%s', dataX[ i ], dataY[ i ], ( cov === null ) ? 'null' : cov.toString() );
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}
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console.log( '\nFinal sample covariance:', acc() );

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