feat: add `stats/incr/wstdev` #3088

Harsh-Mathur-1503 · 2024-11-10T15:05:14Z

Resolves #47

Description

What is the purpose of this pull request?

This pull request:

Adds an incremental weighted standard deviation function at @stdlib/stats/incr/wstdev to support efficient, real-time computation of weighted standard deviations.

Related Issues

Does this pull request have any related issues?

This pull request:

resolves [RFC]: add stats/incr/wstdev #47 [RFC]: add stats/incr/wstdev #47

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Other

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Checklist

Please ensure the following tasks are completed before submitting this pull request.

Read, understood, and followed the contributing guidelines.

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Harsh-Mathur-1503 · 2024-11-10T18:23:50Z

@Planeshifter ready for review !!

kgryte · 2024-11-17T22:05:37Z

lib/node_modules/@stdlib/stats/incr/wstdev/docs/repl.txt

@@ -0,0 +1,31 @@
+{{alias}}( [mean] )


This file does not follow our REPL text conventions and should be updated accordingly. See the REPL text style guide.

kgryte · 2024-11-17T22:05:50Z

lib/node_modules/@stdlib/stats/incr/wstdev/docs/repl.txt

+    > s = accumulator( 2.0, 1.5 )
+    0.0
+    > s = accumulator( -5.0, 2.0 )
+    updated weighted standard deviation


This is not a valid return annotation.

kgryte · 2024-11-17T22:06:46Z

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

+* var accumulator = incrwstdev( 3.14 );
+*/
+function incrwstdev( mean ) {
+    var delta;


We use TAB indentation, not space. Please ensure you have EditorConfig setup in your IDE.

kgryte · 2024-11-17T22:07:10Z

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

+            if ( W === 0 ) {
+                return null;
+            }
+            return Math.sqrt( M2 / W );


Use the stdlib package equivalent @stdlib/math/base/special/sqrt.

kgryte · 2024-11-17T22:07:29Z

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

+            return Math.sqrt( M2 / W );
+        }
+        if ( !isNumber( x ) || !isNumber( w ) || w < 0 ) {
+            throw new TypeError( 'Both value and non-negative weight are required' );


This error message does not follow our error message conventions.

kgryte · 2024-11-17T22:07:53Z

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

+* // returns 0.0
+*
+* s = accumulator( -5.0, 2.0 );
+* // returns updated weighted standard deviation


This is not a valid return annotation.

kgryte · 2024-11-17T22:08:07Z

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

+* Returns an accumulator function which incrementally computes a weighted standard deviation.
+*
+* @param {number} [mean] - known mean value
+* @throws {TypeError} must provide a number primitive for mean


Suggested change

* @throws {TypeError} must provide a number primitive for mean

* @throws {TypeError} must provide a number for mean

kgryte · 2024-11-17T22:08:47Z

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

+            return Math.sqrt( M2 / W );
+        }
+        if ( !isNumber( x ) || !isNumber( w ) || w < 0 ) {
+            throw new TypeError( 'Both value and non-negative weight are required' );


Same comment.

kgryte · 2024-11-17T22:09:53Z

lib/node_modules/@stdlib/stats/incr/wstdev/README.md

+This function provides an incremental approach to calculating the weighted standard deviation. It computes the value iteratively, updating the result with each new data point and weight, which is useful for scenarios where data is streamed or updated over time.
+
+<!-- /.intro -->
+<section class="usage>


Suggested change

<section class="usage>

<section class="usage>

kgryte · 2024-11-17T22:14:05Z

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

+            throw new TypeError( 'Both value and non-negative weight are required' );
+        }
+        W += w;
+        N += 1;


Is N needed in this implementation?

kgryte · 2024-11-17T22:15:08Z

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

+    */
+    function accumulatorWithoutMean( x, w ) {
+        if ( arguments.length < 2 ) {
+            if ( W === 0 ) {


What happens if I provide all weights equal to 0? Should the output standard deviation be null or 0?

kgryte · 2024-11-17T22:16:27Z

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

+    * @returns {(number|null)} weighted standard deviation or null
+    */
+    function accumulatorWithoutMean( x, w ) {
+        if ( arguments.length < 2 ) {


What if I provide only x? That seems like a user error. Did they forget to provide a weight or did they erroneously provide an x?

kgryte · 2024-11-17T22:16:37Z

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

+    * @returns {(number|null)} weighted standard deviation or null
+    */
+    function accumulatorWithMean( x, w ) {
+        if ( arguments.length < 2 ) {


Same comments as above.

stdlib-bot · 2025-04-30T01:51:10Z

This pull request has been automatically closed because it has been inactive for an extended period after changes were requested. If you still wish to pursue this contribution, feel free to reopen the pull request or submit a new one.

We appreciate your interest in contributing to stdlib!

feat(stats/incr): add incremental weighted standard deviation calcula…

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stdlib-bot reviewed Nov 10, 2024

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Harsh-Mathur-1503 requested a review from stdlib-bot November 11, 2024 05:57

Harsh-Mathur-1503 force-pushed the develop branch 3 times, most recently from 0116e3e to 66b5efc Compare November 11, 2024 11:11

Harsh-Mathur-1503 added 2 commits November 11, 2024 16:42

Merge branch 'stdlib-js:develop' into develop

78b5654

Merge branch 'stdlib-js:develop' into develop

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kgryte reviewed Nov 17, 2024

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kgryte added Feature Issue or pull request for adding a new feature. Statistics Issue or pull request related to statistical functionality. Needs Changes Pull request which needs changes before being merged. labels Nov 17, 2024

kgryte reviewed Nov 17, 2024

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kgryte changed the title ~~feat(stats/incr): add incremental weighted standard deviation calculation~~ feat: add stats/incr/wstdev Nov 17, 2024

Planeshifter added the Potential Duplicate There might be another pull request resolving the same issue. label Mar 15, 2025

kgryte added the autoclose: Stale Pull request which should be auto-closed as considered stale. label Apr 30, 2025

stdlib-bot closed this Apr 30, 2025

stdlib-bot removed the Potential Duplicate There might be another pull request resolving the same issue. label May 2, 2025

	* @throws {TypeError} must provide a number primitive for mean
	* @throws {TypeError} must provide a number for mean

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feat: add stats/incr/wstdev #3088

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Harsh-Mathur-1503 commented Nov 10, 2024 • edited by kgryte Loading Uh oh! There was an error while loading. Please reload this page.

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feat: add `stats/incr/wstdev` #3088

feat: add `stats/incr/wstdev` #3088

Harsh-Mathur-1503 commented Nov 10, 2024 •

edited by kgryte

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