Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
24 commits
Select commit Hold shift + click to select a range
9281e0c
feat: add incrnanmmeanvar (moving mean/variance with NaN skipping)
anoofmhd Nov 11, 2025
80cbbdb
chore: update copyright years
stdlib-bot Nov 11, 2025
f7c0075
fix: correct import variable name in example and also added trailing …
anoofmhd Nov 11, 2025
4ae8a4b
fix:lint_changed_files / Lint Changed Files (pull_request) and also f…
anoofmhd Dec 2, 2025
f39415c
fix: run_affected_examples / Run changed examples (pull_request) and …
anoofmhd Dec 3, 2025
2c7c6d6
Tests updated with more meaningful in terms of actual computation.
anoofmhd Dec 13, 2025
0348aaf
Cleared linting issues
anoofmhd Dec 15, 2025
4fdb603
fixed run_affected_examples / Run changed examples (pull_request) and…
anoofmhd Dec 16, 2025
9bb404d
Fixed : lint_changed_files / Lint Changed Files (pull_request)
anoofmhd Dec 30, 2025
2e32f59
Removed the unwanted related notations in README
anoofmhd Dec 30, 2025
a93936b
Removed the unwanted image file
anoofmhd Dec 31, 2025
c7a945a
Update lib/node_modules/@stdlib/stats/incr/nanmmeanvar/lib/main.js
anoofmhd Jan 15, 2026
afea9ee
Merge branch 'develop' of https://github.com/anoofmhd/stdlib into nan…
anoofmhd Mar 10, 2026
1c50600
Merge branch 'nanmmeanvar' of https://github.com/anoofmhd/stdlib into…
anoofmhd Mar 10, 2026
d7777cc
feat: add incremental NaN-aware moving mean and variance module.
anoofmhd Mar 10, 2026
04898b4
docs: add REPL documentation for `nanmmeanvar`
anoofmhd Mar 10, 2026
40821d3
feat: add `incrnanmmeanvar` for incrementally computing moving mean a…
anoofmhd Mar 10, 2026
32b6320
feat: add incremental moving mean and variance accumulator that skips…
anoofmhd Mar 24, 2026
f9d80ce
feat: add `incrnanmmeanvar` module for incrementally computing a movi…
anoofmhd Mar 24, 2026
3d37bb2
fix: address review feedback
Planeshifter Jul 19, 2026
4666a73
style: remove nonstandard license comments from equation SVGs
Planeshifter Jul 19, 2026
ae27b32
docs: fix REPL doctest failures
Planeshifter Jul 19, 2026
5f4450a
docs: simplify REPL examples
Planeshifter Jul 19, 2026
e520ecd
Merge branch 'develop' into nanmmeanvar
anoofmhd Jul 19, 2026
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
218 changes: 218 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmeanvar/README.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,218 @@
<!--

@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.

-->

# incrnanmmeanvar

> Compute a moving [arithmetic mean][arithmetic-mean] and [unbiased sample variance][sample-variance] incrementally, ignoring `NaN` values.

<section class="intro">

For a window of size `W`, the [arithmetic mean][arithmetic-mean] is defined as

<!-- <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."> -->

```math
\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i
```

<!-- <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@c8c3c87eeab590bfdff924ec0fb269fb33a7de2b/lib/node_modules/@stdlib/stats/incr/mmeanvar/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
<br>
</div> -->

<!-- </equation> -->

and the [unbiased sample variance][sample-variance] is defined as

<!-- <equation class="equation" label="eq:unbiased_sample_variance" align="center" raw="s^2 = \frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2" alt="Equation for the unbiased sample variance."> -->

```math
s^2 = \frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2
```

<!-- <div class="equation" align="center" data-raw-text="s^2 = \frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2" data-equation="eq:unbiased_sample_variance">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@563a8587d936008c82db675be84f8ce1474fee27/lib/node_modules/@stdlib/stats/incr/mmeanvar/docs/img/equation_unbiased_sample_variance.svg" alt="Equation for the unbiased sample variance.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanmmeanvar = require( '@stdlib/stats/incr/nanmmeanvar' );
```

#### incrnanmmeanvar( \[out,] window )

Returns an accumulator function which incrementally computes a moving [arithmetic mean][arithmetic-mean] and [unbiased sample variance][sample-variance], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [arithmetic mean][arithmetic-mean] and [unbiased sample variance][sample-variance].

```javascript
var accumulator = incrnanmmeanvar( 3 );
```

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.

```javascript
var Float64Array = require( '@stdlib/array/float64' );

var accumulator = incrnanmmeanvar( new Float64Array( 2 ), 3 );
```

#### accumulator( \[x] )

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.

```javascript
var accumulator = incrnanmmeanvar( 3 );

var out = accumulator();
// returns null

// Fill the window...
out = accumulator( 2.0 ); // [2.0]
// returns [ 2.0, 0.0 ]

out = accumulator( NaN ); // [2.0]
// returns [ 2.0, 0.0 ]

out = accumulator( 1.0 ); // [2.0, 1.0]
// returns [ 1.5, 0.5 ]

out = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns [ 2.0, 1.0 ]

// Window begins sliding...
out = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
// returns [ -1.0, 28.0 ]

out = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns [ -3.0, 28.0 ]

out = accumulator();
// returns [ -3.0, 28.0 ]
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- 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.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

```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 incrnanmmeanvar = require( '@stdlib/stats/incr/nanmmeanvar' );

var offset;
var acc;
var buf;
var out;
var mv;
var N;
var v;
var i;
var j;

// Define the number of accumulators:
N = 5;

// Create an array buffer for storing accumulator output:
buf = new ArrayBuffer( N*2*8 ); // 8 bytes per element

// Initialize accumulators:
acc = [];
for ( i = 0; i < N; i++ ) {
// Compute the byte offset:
offset = i * 2 * 8; // stride=2, bytes_per_element=8

// Create a new view for storing accumulated values:
out = new Float64Array( buf, offset, 2 );

// Initialize an accumulator which will write results to the view:
acc.push( incrnanmmeanvar( out, 5 ) );
}

// Simulate data and update the moving sample means and variances...
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 );
}
}

// Print the final results:
console.log( 'Mean\tVariance' );
for ( i = 0; i < N; i++ ) {
mv = acc[ i ]();
console.log( '%d\t%d', mv[ 0 ].toFixed( 3 ), mv[ 1 ].toFixed( 3 ) );
}
```

</section>

<!-- /.examples -->

<!-- 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">

[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean

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

<!-- <related-links> -->

<!-- </related-links> -->

</section>

<!-- /.links -->
Original file line number Diff line number Diff line change
@@ -0,0 +1,69 @@
/**
* @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 format = require( '@stdlib/string/format' );
var pkg = require( './../package.json' ).name;
var incrnanmmeanvar = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanmmeanvar( (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();
});

bench( format( '%s::accumulator', pkg ), function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanmmeanvar( 5 );

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();
});
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Loading