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feat: add stats/incr/nanmmeanstdev
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feat: add stats/incr/nanmmeanstdev
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feat: add stats/incr/nanmmeanstdev
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Update lib/node_modules/@stdlib/stats/incr/nanmmeanstdev/package.json
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Update lib/node_modules/@stdlib/stats/incr/nanmmeanstdev/README.md
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218 changes: 218 additions & 0 deletions
218
lib/node_modules/@stdlib/stats/incr/nanmmeanstdev/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"); | ||
| 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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| # incrnanmmeanstdev | ||
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| > Compute a moving [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][standard-deviation] incrementally, ignoring `NaN` values. | ||
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| <section class="intro"> | ||
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| For a window of size `W`, the [arithmetic mean][arithmetic-mean] is defined as | ||
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| <!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i" alt="Equation for the arithmetic mean."> --> | ||
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| ```math | ||
| \bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i" data-equation="eq:arithmetic_mean"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@10877053965ff3d0149611583ee50714bb64a8ea/lib/node_modules/@stdlib/stats/incr/mmeanstdev/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean."> | ||
| <br> | ||
| </div> --> | ||
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| <!-- </equation> --> | ||
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| and the [corrected sample standard deviation][standard-deviation] is defined as | ||
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| <!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> --> | ||
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| ```math | ||
| s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2} | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8284daf692badf90996becd5080db0dabf438411/lib/node_modules/@stdlib/stats/incr/mmeanstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation."> | ||
| <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 incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev' ); | ||
| ``` | ||
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| #### incrnanmmeanstdev( \[out,] window ) | ||
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| Returns an accumulator function which incrementally computes a moving [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][standard-deviation], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][standard-deviation]. | ||
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| ```javascript | ||
| var accumulator = incrnanmmeanstdev( 3 ); | ||
| ``` | ||
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| By default, the returned accumulator `function` returns the accumulated values as a two-element `array`. To avoid unnecessary memory allocation, the function supports providing an output (destination) object. | ||
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| ```javascript | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
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| var accumulator = incrnanmmeanstdev( new Float64Array( 2 ), 3 ); | ||
| ``` | ||
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| #### accumulator( \[x] ) | ||
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| If provided an input value `x`, the accumulator function returns updated accumulated values. If not provided an input value `x`, the accumulator function returns the current accumulated values. | ||
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| ```javascript | ||
| var accumulator = incrnanmmeanstdev( 3 ); | ||
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| var out = accumulator(); | ||
| // returns null | ||
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| // Fill the window... | ||
| out = accumulator( 2.0 ); // [2.0] | ||
| // returns [ 2.0, 0.0 ] | ||
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| out = accumulator( 1.0 ); // [2.0, 1.0] | ||
| // returns [ 1.5, ~0.71 ] | ||
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| out = accumulator( 3.0 ); // [2.0, 1.0, 3.0] | ||
| // returns [ 2.0, 1.0 ] | ||
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| out = accumulator( NaN ); // [2.0, 1.0, 3.0] | ||
| // returns [ 2.0, 1.0 ] | ||
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| // Window begins sliding... | ||
| out = accumulator( -7.0 ); // [1.0, 3.0, -7.0] | ||
| // returns [ -1.0, ~5.29 ] | ||
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| out = accumulator( -5.0 ); // [3.0, -7.0, -5.0] | ||
| // returns [ -3.0, ~5.29 ] | ||
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| out = accumulator(); | ||
| // returns [ -3.0, ~5.29 ] | ||
| ``` | ||
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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. | ||
| - As `W` values are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values. | ||
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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 uniform = require( '@stdlib/random/base/uniform' ); | ||
| var bernoulli = require( '@stdlib/random/base/bernoulli' ); | ||
| var Float64Array = require( '@stdlib/array/float64' ); | ||
| var ArrayBuffer = require( '@stdlib/array/buffer' ); | ||
| var incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev' ); | ||
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| var offset; | ||
| var acc; | ||
| var buf; | ||
| var out; | ||
| var ms; | ||
| var N; | ||
| var v; | ||
| var i; | ||
| var j; | ||
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| // Define the number of accumulators: | ||
| N = 5; | ||
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| // Create an array buffer for storing accumulator output: | ||
| buf = new ArrayBuffer( N*2*8 ); // 8 bytes per element | ||
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| // Initialize accumulators: | ||
| acc = []; | ||
| for ( i = 0; i < N; i++ ) { | ||
| // Compute the byte offset: | ||
| offset = i * 2 * 8; // stride=2, bytes_per_element=8 | ||
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| // Create a new view for storing accumulated values: | ||
| out = new Float64Array( buf, offset, 2 ); | ||
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| // Initialize an accumulator which will write results to the view: | ||
| acc.push( incrnanmmeanstdev( out, 5 ) ); | ||
| } | ||
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| // Simulate data and update the moving sample means and standard deviations... | ||
| for ( i = 0; i < 100; i++ ) { | ||
| for ( j = 0; j < N; j++ ) { | ||
| v = ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( 0.0, 100.0*(j+1) ); | ||
| acc[ j ]( v ); | ||
| } | ||
| } | ||
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| // Print the final results: | ||
| console.log( 'Mean\tStDev' ); | ||
| for ( i = 0; i < N; i++ ) { | ||
| ms = acc[ i ](); | ||
| console.log( '%d\t%d', ms[ 0 ].toFixed( 3 ), ms[ 1 ].toFixed( 3 ) ); | ||
| } | ||
| ``` | ||
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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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| [arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean | ||
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| [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation | ||
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| <!-- <related-links> --> | ||
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| <!-- </related-links> --> | ||
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| </section> | ||
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| <!-- /.links --> | ||
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69
lib/node_modules/@stdlib/stats/incr/nanmmeanstdev/benchmark/benchmark.js
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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. | ||
| */ | ||
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| 'use strict'; | ||
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| // MODULES // | ||
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| var bench = require( '@stdlib/bench' ); | ||
| var format = require( '@stdlib/string/format' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanmmeanstdev = 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 = incrnanmmeanstdev( (i%5)+1 ); | ||
| 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 = incrnanmmeanstdev( 5 ); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( i ); | ||
| if ( v.length !== 2 ) { | ||
| b.fail( 'should contain two elements' ); | ||
| } | ||
| } | ||
| b.toc(); | ||
| if ( v[ 0 ] !== v[ 0 ] || v[ 1 ] !== v[ 1 ] ) { | ||
| b.fail( 'should not return NaN' ); | ||
| } | ||
| b.pass( 'benchmark finished' ); | ||
| b.end(); | ||
| }); |
43 changes: 43 additions & 0 deletions
43
..._modules/@stdlib/stats/incr/nanmmeanstdev/docs/img/equation_arithmetic_mean.svg
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