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feat(lib): added `stats/incr/nanstdev` package
NirvedMishra b13126b
chore: update copyright years
stdlib-bot 9c18350
style: remove backticks
kgryte 03c441f
docs: update example
kgryte 6e5bbe2
chore: remove triple slash directive
kgryte 29805ed
docs: update description
kgryte f2c9c0e
docs: update example
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docs: remove extended comment
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docs: update description
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<!-- | ||
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@license Apache-2.0 | ||
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Copyright (c) 2025 The Stdlib Authors. | ||
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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 | ||
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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 | ||
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. | ||
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--> | ||
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# incrnanstdev | ||
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> Compute a [corrected sample standard deviation][sample-stdev] incrementally, ignoring `NaN` values. | ||
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<section class="intro"> | ||
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The [corrected sample standard deviation][sample-stdev] is defined as | ||
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<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> --> | ||
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```math | ||
s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2} | ||
``` | ||
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<!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation"> | ||
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/nanstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation."> | ||
<br> | ||
</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 | ||
var incrnanstdev = require( '@stdlib/stats/incr/nanstdev' ); | ||
``` | ||
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#### incrnanstdev( \[mean] ) | ||
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Returns an accumulator `function` which incrementally computes a [corrected sample standard deviation][sample-stdev], ignoring `NaN` values. | ||
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```javascript | ||
var accumulator = incrnanstdev(); | ||
``` | ||
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If the mean is already known, provide a `mean` argument. | ||
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```javascript | ||
var accumulator = incrnanstdev( 3.0 ); | ||
``` | ||
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#### accumulator( \[x] ) | ||
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If provided an input value `x`, the accumulator function returns an updated [corrected sample standard deviation][sample-stdev]. If not provided an input value `x`, the accumulator function returns the current [corrected sample standard deviation][sample-stdev]. | ||
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```javascript | ||
var accumulator = incrnanstdev(); | ||
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var s = accumulator( 2.0 ); | ||
// returns 0.0 | ||
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s = accumulator( 1.0 ); // => sqrt(((2-1.5)^2+(1-1.5)^2) / (2-1)) | ||
// returns ~0.7071 | ||
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s = accumulator( 3.0 ); // => sqrt(((2-2)^2+(1-2)^2+(3-2)^2) / (3-1)) | ||
// returns 1.0 | ||
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s = accumulator( NaN ); | ||
// returns 1.0 | ||
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s = accumulator(); | ||
// returns 1.0 | ||
``` | ||
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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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- 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. | ||
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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 | ||
var randu = require( '@stdlib/random/base/randu' ); | ||
var incrnanstdev = require( '@stdlib/stats/incr/nanstdev' ); | ||
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var accumulator; | ||
var v; | ||
var i; | ||
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// Initialize an accumulator: | ||
accumulator = incrnanstdev(); | ||
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// For each simulated datum, update the sample standard deviation... | ||
for ( i = 0; i < 100; i++ ) { | ||
if ( randu() < 0.2 ) { | ||
v = NaN; | ||
} else { | ||
v = randu() * 100.0; | ||
} | ||
accumulator( v ); | ||
} | ||
console.log( accumulator() ); | ||
``` | ||
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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/kurtosis`][@stdlib/stats/incr/kurtosis]</span><span class="delimiter">: </span><span class="description">compute a corrected sample excess kurtosis incrementally.</span> | ||
- <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> | ||
- <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> | ||
- <span class="package-name">[`@stdlib/stats/incr/skewness`][@stdlib/stats/incr/skewness]</span><span class="delimiter">: </span><span class="description">compute a corrected sample skewness incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/summary`][@stdlib/stats/incr/summary]</span><span class="delimiter">: </span><span class="description">compute a statistical summary incrementally.</span> | ||
- <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> | ||
- <span class="package-name">[`@stdlib/stats/incr/stdev`][@stdlib/stats/incr/stdev]</span><span class="delimiter">: </span><span class="description">compute a [corrected sample standard deviation][sample-stdev] 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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[sample-stdev]: https://en.wikipedia.org/wiki/Standard_deviation | ||
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<!-- <related-links> --> | ||
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[@stdlib/stats/incr/kurtosis]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/kurtosis | ||
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[@stdlib/stats/incr/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mean | ||
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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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[@stdlib/stats/incr/skewness]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/skewness | ||
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[@stdlib/stats/incr/summary]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/summary | ||
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[@stdlib/stats/incr/variance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/variance | ||
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[@stdlib/stats/incr/stdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nanstdev | ||
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<!-- </related-links> --> | ||
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</section> | ||
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<!-- /.links --> |
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91
lib/node_modules/@stdlib/stats/incr/nanstdev/benchmark/benchmark.js
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/** | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2025 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. | ||
*/ | ||
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'use strict'; | ||
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// MODULES // | ||
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var bench = require( '@stdlib/bench' ); | ||
var randu = require( '@stdlib/random/base/randu' ); | ||
var pkg = require( './../package.json' ).name; | ||
var incrnanstdev = require( './../lib' ); | ||
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// MAIN // | ||
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bench( pkg, function benchmark( b ) { | ||
var f; | ||
var i; | ||
b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
f = incrnanstdev(); | ||
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(); | ||
}); | ||
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bench( pkg+'::accumulator', function benchmark( b ) { | ||
var acc; | ||
var v; | ||
var i; | ||
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acc = incrnanstdev(); | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
v = acc( randu() ); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); | ||
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bench( pkg+'::accumulator,known_mean', function benchmark( b ) { | ||
var acc; | ||
var v; | ||
var i; | ||
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acc = incrnanstdev( 3.0 ); | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
v = acc( randu() ); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( v !== v ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); |
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36
lib/node_modules/@stdlib/stats/incr/nanstdev/docs/repl.txt
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{{alias}}( [mean] ) | ||
Returns an accumulator function which incrementally computes a corrected | ||
sample standard deviation, ignoring `NaN` values. | ||
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If provided a value, the accumulator function returns an updated corrected | ||
sample standard deviation. If not provided a value, the accumulator function | ||
returns the current corrected sample standard deviation. | ||
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Parameters | ||
---------- | ||
mean: number (optional) | ||
Known mean. | ||
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Returns | ||
------- | ||
acc: Function | ||
Accumulator function. | ||
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Examples | ||
-------- | ||
> var accumulator = {{alias}}(); | ||
> var s = accumulator() | ||
null | ||
> s = accumulator( 2.0 ) | ||
0.0 | ||
> s = accumulator( -5.0 ) | ||
~4.95 | ||
> s = accumulator( NaN ) | ||
~4.95 | ||
> s = accumulator() | ||
~4.95 | ||
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See Also | ||
-------- | ||
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