Skip to content

Commit 1613d00

Browse files
committed
feat(stats): add package nanmeanvar
--- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: passed - task: lint_package_json status: passed - task: lint_repl_help status: passed - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: passed - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: passed - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: na - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: passed - task: lint_license_headers status: passed ---
1 parent 9b2b107 commit 1613d00

File tree

12 files changed

+1076
-0
lines changed

12 files changed

+1076
-0
lines changed
Lines changed: 231 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,231 @@
1+
<!--
2+
3+
@license Apache-2.0
4+
5+
Copyright (c) 2025 The Stdlib Authors.
6+
7+
Licensed under the Apache License, Version 2.0 (the "License");
8+
you may not use this file except in compliance with the License.
9+
You may obtain a copy of the License at
10+
11+
http://www.apache.org/licenses/LICENSE-2.0
12+
13+
Unless required by applicable law or agreed to in writing, software
14+
distributed under the License is distributed on an "AS IS" BASIS,
15+
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
16+
See the License for the specific language governing permissions and
17+
limitations under the License.
18+
19+
-->
20+
21+
# incrnanmeanvar
22+
23+
> Compute an [arithmetic mean][arithmetic-mean] and an [unbiased sample variance][sample-variance] incrementally, ignoring `NaN` value.
24+
25+
<section class="intro">
26+
27+
The [arithmetic mean][arithmetic-mean] is defined as
28+
29+
<!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the arithmetic mean."> -->
30+
31+
```math
32+
\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i
33+
```
34+
35+
<!-- <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean">
36+
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@b2df03cb2a582cf1df289c3ddca6922c0db854b4/lib/node_modules/@stdlib/stats/incr/meanvar/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
37+
<br>
38+
</div> -->
39+
40+
<!-- </equation> -->
41+
42+
and the [unbiased sample variance][sample-variance] is defined as
43+
44+
<!-- <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."> -->
45+
46+
```math
47+
s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2
48+
```
49+
50+
<!-- <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">
51+
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@eafa6e61d15b7c712c9288d59d8e0e3f0aa6c011/lib/node_modules/@stdlib/stats/incr/meanvar/docs/img/equation_unbiased_sample_variance.svg" alt="Equation for the unbiased sample variance.">
52+
<br>
53+
</div> -->
54+
55+
<!-- </equation> -->
56+
57+
<section class="usage">
58+
59+
## Usage
60+
61+
```javascript
62+
var incrnanmeanvar = require( '@stdlib/stats/incr/nanmeanvar' );
63+
```
64+
65+
#### incrnanmeanvar( \[out] )
66+
67+
Returns an accumulator `function` which incrementally computes an [arithmetic mean][arithmetic-mean] and [unbiased sample variance][sample-variance], ignoring `NaN` value.
68+
69+
```javascript
70+
var accumulator = incrnanmeanvar();
71+
```
72+
73+
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.
74+
75+
```javascript
76+
var Float64Array = require( '@stdlib/array/float64' );
77+
78+
var accumulator = incrnanmeanvar( new Float64Array( 2 ) );
79+
```
80+
81+
#### accumulator( \[x] )
82+
83+
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.
84+
85+
```javascript
86+
var accumulator = incrnanmeanvar();
87+
88+
var mv = accumulator();
89+
// returns null
90+
91+
mv = accumulator( 2.0 );
92+
// returns [ 2.0, 0.0 ]
93+
94+
mv = accumulator( 1.0 );
95+
// returns [ 1.5, 0.5 ]
96+
97+
mv = accumulator( 3.0 );
98+
// returns [ 2.0, 1.0 ]
99+
100+
mv = accumulator( NaN );
101+
// returns [ 2.0, 1.0 ]
102+
103+
mv = accumulator( -7.0 );
104+
// returns [ -0.25, ~20.92 ]
105+
106+
mv = accumulator( -5.0 );
107+
// returns [ -1.2, 20.2 ]
108+
109+
mv = accumulator();
110+
// returns [ -1.2, 20.2 ]
111+
```
112+
113+
</section>
114+
115+
<!-- /.usage -->
116+
117+
<section class="notes">
118+
119+
## Notes
120+
121+
- Input values are type checked; if a NaN value is provided, the accumulator skips the update and continues to return the previous state. If non-numeric inputs are possible, you are advised to type check and handle them accordingly **before** passing the value to the accumulator function.
122+
123+
</section>
124+
125+
<!-- /.notes -->
126+
127+
<section class="examples">
128+
129+
## Examples
130+
131+
<!-- eslint no-undef: "error" -->
132+
133+
```javascript
134+
var randu = require( '@stdlib/random/base/randu' );
135+
var Float64Array = require( '@stdlib/array/float64' );
136+
var ArrayBuffer = require( '@stdlib/array/buffer' );
137+
var incrnanmeanvar = require( '@stdlib/stats/incr/nanmeanvar' );
138+
139+
var offset;
140+
var acc;
141+
var buf;
142+
var out;
143+
var mv;
144+
var N;
145+
var v;
146+
var i;
147+
var j;
148+
149+
// Define the number of accumulators:
150+
N = 5;
151+
152+
// Create an array buffer for storing accumulator output:
153+
buf = new ArrayBuffer( N*2*8 ); // 8 bytes per element
154+
155+
// Initialize accumulators:
156+
acc = [];
157+
for ( i = 0; i < N; i++ ) {
158+
// Compute the byte offset:
159+
offset = i * 2 * 8; // stride=2, bytes_per_element=8
160+
161+
// Create a new view for storing accumulated values:
162+
out = new Float64Array( buf, offset, 2 );
163+
164+
// Initialize an accumulator which will write results to the view:
165+
acc.push( incrnanmeanvar( out ) );
166+
}
167+
168+
// Simulate data and update the sample means and variances...
169+
for ( i = 0; i < 100; i++ ) {
170+
for ( j = 0; j < N; j++ ) {
171+
if ( randu() < 0.2 ) {
172+
v = NaN;
173+
} else {
174+
v = randu() * 100.0 * (j+1);
175+
}
176+
acc[ j ]( v );
177+
}
178+
}
179+
180+
// Print the final results:
181+
console.log( 'Mean\tVariance' );
182+
for ( i = 0; i < N; i++ ) {
183+
mv = acc[ i ]();
184+
console.log( '%d\t%d', mv[ 0 ].toFixed( 3 ), mv[ 1 ].toFixed( 3 ) );
185+
}
186+
```
187+
188+
</section>
189+
190+
<!-- /.examples -->
191+
192+
<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
193+
194+
<section class="related">
195+
196+
* * *
197+
198+
## See Also
199+
200+
- <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>
201+
- <span class="package-name">[`@stdlib/stats/incr/meanstdev`][@stdlib/stats/incr/meanstdev]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean and corrected sample standard deviation incrementally.</span>
202+
- <span class="package-name">[`@stdlib/stats/incr/mmeanvar`][@stdlib/stats/incr/mmeanvar]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean and unbiased sample variance incrementally.</span>
203+
- <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>
204+
205+
</section>
206+
207+
<!-- /.related -->
208+
209+
<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
210+
211+
<section class="links">
212+
213+
[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
214+
215+
[sample-variance]: https://en.wikipedia.org/wiki/Variance
216+
217+
<!-- <related-links> -->
218+
219+
[@stdlib/stats/incr/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mean
220+
221+
[@stdlib/stats/incr/meanstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/meanstdev
222+
223+
[@stdlib/stats/incr/mmeanvar]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmeanvar
224+
225+
[@stdlib/stats/incr/variance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/variance
226+
227+
<!-- </related-links> -->
228+
229+
</section>
230+
231+
<!-- /.links -->
Lines changed: 69 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,69 @@
1+
/**
2+
* @license Apache-2.0
3+
*
4+
* Copyright (c) 2025 The Stdlib Authors.
5+
*
6+
* Licensed under the Apache License, Version 2.0 (the "License");
7+
* you may not use this file except in compliance with the License.
8+
* You may obtain a copy of the License at
9+
*
10+
* http://www.apache.org/licenses/LICENSE-2.0
11+
*
12+
* Unless required by applicable law or agreed to in writing, software
13+
* distributed under the License is distributed on an "AS IS" BASIS,
14+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
15+
* See the License for the specific language governing permissions and
16+
* limitations under the License.
17+
*/
18+
19+
'use strict';
20+
21+
// MODULES //
22+
23+
var bench = require( '@stdlib/bench' );
24+
var randu = require( '@stdlib/random/base/randu' );
25+
var pkg = require( './../package.json' ).name;
26+
var incrnanmeanvar = require( './../lib' );
27+
28+
29+
// MAIN //
30+
31+
bench( pkg, function benchmark( b ) {
32+
var f;
33+
var i;
34+
b.tic();
35+
for ( i = 0; i < b.iterations; i++ ) {
36+
f = incrnanmeanvar();
37+
if ( typeof f !== 'function' ) {
38+
b.fail( 'should return a function' );
39+
}
40+
}
41+
b.toc();
42+
if ( typeof f !== 'function' ) {
43+
b.fail( 'should return a function' );
44+
}
45+
b.pass( 'benchmark finished' );
46+
b.end();
47+
});
48+
49+
bench( pkg+'::accumulator', function benchmark( b ) {
50+
var acc;
51+
var v;
52+
var i;
53+
54+
acc = incrnanmeanvar();
55+
56+
b.tic();
57+
for ( i = 0; i < b.iterations; i++ ) {
58+
v = acc( randu() );
59+
if ( v.length !== 2 ) {
60+
b.fail( 'should contain two elements' );
61+
}
62+
}
63+
b.toc();
64+
if ( v[ 0 ] !== v[ 0 ] || v[ 1 ] !== v[ 1 ] ) {
65+
b.fail( 'should not return NaN' );
66+
}
67+
b.pass( 'benchmark finished' );
68+
b.end();
69+
});
Lines changed: 43 additions & 0 deletions
Loading

0 commit comments

Comments
 (0)