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feat: add stats/incr/nanmmeanstdev
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‎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) 2018 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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# 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
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\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i
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```
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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">
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<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.">
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<br>
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</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
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s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}
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```
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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">
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<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.">
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<br>
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</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
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var incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev' );
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```
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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]. 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
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var accumulator = incrnanmmeanstdev( 3 );
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```
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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
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var Float64Array = require( '@stdlib/array/float64' );
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var accumulator = incrnanmmeanstdev( new Float64Array( 2 ), 3 );
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```
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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
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var accumulator = incrnanmmeanstdev( 3 );
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var out = accumulator();
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// returns null
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// Fill the window...
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out = accumulator( 2.0 ); // [2.0]
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// returns [ 2.0, 0.0 ]
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out = accumulator( 1.0 ); // [2.0, 1.0]
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// returns [ 1.5, ~0.71 ]
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out = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
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// returns [ 2.0, 1.0 ]
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out = accumulator( NaN ); // [2.0, 1.0, 3.0]
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// returns [ 2.0, 1.0 ]
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// Window begins sliding...
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out = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
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// returns [ -1.0, ~5.29 ]
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out = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
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// returns [ -3.0, ~5.29 ]
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out = accumulator();
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// returns [ -3.0, ~5.29 ]
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```
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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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- 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
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var randu = require( '@stdlib/random/base/randu' );
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var Float64Array = require( '@stdlib/array/float64' );
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var ArrayBuffer = require( '@stdlib/array/buffer' );
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var incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev' );
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var offset;
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var acc;
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var buf;
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var out;
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var ms;
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var N;
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var v;
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var i;
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var j;
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// Define the number of accumulators:
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N = 5;
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// Create an array buffer for storing accumulator output:
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buf = new ArrayBuffer( N*2*8 ); // 8 bytes per element
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// Initialize accumulators:
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acc = [];
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for ( i = 0; i < N; i++ ) {
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// Compute the byte offset:
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offset = i * 2 * 8; // stride=2, bytes_per_element=8
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// Create a new view for storing accumulated values:
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out = new Float64Array( buf, offset, 2 );
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// Initialize an accumulator which will write results to the view:
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acc.push( incrnanmmeanstdev( out, 5 ) );
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}
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// Simulate data and update the moving sample means and standard deviations...
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for ( i = 0; i < 100; i++ ) {
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for ( j = 0; j < N; j++ ) {
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v = randu() * 100.0 * (j+1);
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acc[ j ]( v );
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}
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}
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// Print the final results:
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console.log( 'Mean\tStDev' );
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for ( i = 0; i < N; i++ ) {
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ms = acc[ i ]();
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console.log( '%d\t%d', ms[ 0 ].toFixed( 3 ), ms[ 1 ].toFixed( 3 ) );
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}
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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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* * *
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## See Also
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- <span class="package-name">[`@stdlib/stats/incr/mmeanstdev`][@stdlib/stats/incr/meanstdev]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean and corrected sample standard deviation incrementally.</span>
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- <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>
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- <span class="package-name">[`@stdlib/stats/incr/mmean`][@stdlib/stats/incr/mmean]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean incrementally.</span>
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- <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>
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- <span class="package-name">[`@stdlib/stats/incr/mstdev`][@stdlib/stats/incr/mstdev]</span><span class="delimiter">: </span><span class="description">compute a moving corrected sample standard deviation incrementally.</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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[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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[@stdlib/stats/incr/meanstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/meanstdev
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[@stdlib/stats/incr/mmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmean
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[@stdlib/stats/incr/mmeanvar]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmeanvar
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[@stdlib/stats/incr/mstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mstdev
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<!-- </related-links> -->
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</section>
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<!-- /.links -->

‎lib/node_modules/@stdlib/stats/incr/nanmmeanstdev/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) 2018 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 pkg = require( '@stdlib/stats/incr/nanmmeanstdev/package.json' ).name;
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var incrmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev/lib' );
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// MAIN //
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bench( pkg, function benchmark( b ) {
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var f;
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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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f = incrmmeanstdev( (i%5)+1 );
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if ( typeof f !== '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 f !== '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( pkg+'::accumulator', function benchmark( b ) {
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var acc;
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var v;
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var i;
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acc = incrmmeanstdev( 5 );
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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v = acc( randu() );
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if ( v.length !== 2 ) {
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b.fail( 'should contain two elements' );
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}
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}
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b.toc();
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if ( v[ 0 ] !== v[ 0 ] || v[ 1 ] !== v[ 1 ] ) {
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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/nanmmeanstdev/docs/img/equation_arithmetic_mean.svg‎

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