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feat(stats/incr): add nancovariance accumulator
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‎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) 2020 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( './../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( pkg+'::accumulator', 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 updates a count,
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ignoring `NaN` values.
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If provided a value, the accumulator function returns an updated count. If
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not provided a value, the accumulator function returns the current count.
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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 )
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null
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> v = accumulator( NaN )
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null
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> v = accumulator( -5.0 )
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NaN
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> v = accumulator()
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NaN
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See Also
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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) 2020 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() );

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

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2020 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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/**
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* Compute an incremental sample covariance while ignoring NaN values.
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*
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* @module @stdlib/stats/incr/nancovariance
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* @module @stdlib/stats/incr/nancovariance
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*
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* @example
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* var incrnancount = require( '@stdlib/stats/incr/nancovariance' );
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*
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* var accumulator = incrnancount();
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*
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* var nancount = accumulator();
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* // returns 0
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*
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* nancount = accumulator( 2.0 );
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* // returns 1
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*
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* nancount = accumulator( -5.0 );
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* // returns 2
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*
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* nancount = accumulator();
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* // returns 2
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*/
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// MODULES //
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var main = require( './main.js' );
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// EXPORTS //
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module.exports = main;

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

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/* eslint-disable stdlib/jsdoc-no-space-aligned-asterisks */
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2020 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 isnan = require( '@stdlib/math/base/assert/is-nan' );
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// MAIN //
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/**
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* Returns an accumulator function which incrementally computes a sample covariance.
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*
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* @returns {Function} accumulator function
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*
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* @example
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* var accumulator = nancovariance();
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*
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* var cov = accumulator();
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* // returns null
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*
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* cov = accumulator( 2.0, 1.0 );
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* // returns null
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*
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* cov = accumulator( 2.0, 5.0 );
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* // returns 0
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*
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* cov = accumulator();
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* // returns 0
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*/
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function nancovariance() {
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var meanX = 0.0;
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var meanY = 0.0;
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var n = 0;
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var C = 0.0;
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return accumulator;
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/**
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* Updates and returns the sample covariance when provided two numeric arguments.
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* If no arguments are provided, returns the current sample covariance.
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*
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* @private
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* @param {number} [x] - new x value
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* @param {number} [y] - new y value
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* @returns {(number|null)} sample covariance or null
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*/
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function accumulator( x, y ) {
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var delta;
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var dy;
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if ( arguments.length === 0 ) {
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return ( n < 2 ) ? null : C / ( n - 1 );
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}
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if ( isnan( x ) || isnan( y ) ) {
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return ( n < 2 ) ? null : C / ( n - 1 );
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}
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n += 1;
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delta = x - meanX;
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meanX += delta / n;
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dy = y - meanY;
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meanY += dy / n;
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C += ( ( n - 1 ) / n ) * delta * dy;
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return ( n < 2 ) ? null : C / ( n - 1 );
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}
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}
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// EXPORTS //
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module.exports = nancovariance;

‎lib/node_modules/@stdlib/stats/incr/nancovariance/package.json‎

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{
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"name": "@stdlib/stats/incr/nancovariance",
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"version": "0.0.0",
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"description": "Compute an incremental sample covariance while ignoring NaN values.",
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"license": "Apache-2.0",
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"author": {
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"name": "The Stdlib Authors",
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"url": "https://github.com/stdlib-js/stdlib/graphs/contributors"
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},
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"contributors": [
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{
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"name": "The Stdlib Authors",
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"url": "https://github.com/stdlib-js/stdlib/graphs/contributors"
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}
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],
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"main": "./lib",
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"directories": {
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"benchmark": "./benchmark",
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"doc": "./docs",
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"example": "./examples",
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"lib": "./lib",
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"test": "./test"
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},
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"types": "./docs/types",
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"scripts": {},
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"homepage": "https://github.com/stdlib-js/stdlib",
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"repository": {
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"type": "git",
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"url": "git://github.com/stdlib-js/stdlib.git"
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},
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"bugs": {
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"url": "https://github.com/stdlib-js/stdlib/issues"
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},
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"dependencies": {},
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"devDependencies": {},
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"engines": {
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"node": ">=0.10.0",
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"npm": ">2.7.0"
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},
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"os": [
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"aix",
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"darwin",
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"freebsd",
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"linux",
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"macos",
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"openbsd",
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"sunos",
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"win32",
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"windows"
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],
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"keywords": [
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"stdlib",
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"statistics",
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"covariance",
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"incremental",
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"accumulator",
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"nan",
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"sample covariance"
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]
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}

‎lib/node_modules/@stdlib/stats/incr/nancovariance/test/test.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 tape = require( 'tape' );
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var nancovariance = require( './../lib' );
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// MAIN //
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tape( 'main export is a function', function test( t ) {
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t.ok( true, __filename );
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t.strictEqual( typeof nancovariance, 'function', 'main export is a function' );
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t.end();
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});
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// Additional tests...
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tape( 'the accumulator returns null when no arguments are provided', function test( t ) {
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var acc = nancovariance();
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t.equal( acc(), null, 'returns null initially' );
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t.end();
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});
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tape( 'the accumulator computes sample covariance correctly, skipping NaN values', function test( t ) {
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var acc = nancovariance();
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var cov;
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cov = acc( 2.0, 1.0 );
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t.equal( cov, null, 'returns null with only one valid pair' );
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cov = acc( 2.0, 5.0 );
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t.notEqual( cov, null, 'returns a numeric covariance with two valid pairs' );
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t.end();
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});

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