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172 changes: 172 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanewmean/README.md
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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.

-->

# incrnanewmean

> Compute an [exponentially weighted mean][moving-average] incrementally, ignoring `NaN` values.

<section class="intro">

An [exponentially weighted mean][moving-average] can be defined recursively as

<!-- <equation class="equation" label="eq:exponentially_weighted_mean" align="center" raw="\mu_t = \begin{cases} x_0 & \textrm{if}\ t = 0 \\ \alpha x_t + (1-\alpha) \mu_{t-1} & \textrm{if}\ t > 0 \end{cases}" alt="Recursive definition for computing an exponentially weighted mean."> -->

```math
\mu_t = \begin{cases} x_0 & \textrm{if}\ t = 0 \\ \alpha x_t + (1-\alpha) \mu_{t-1} & \textrm{if}\ t > 0 \end{cases}
```

<!-- <div class="equation" align="center" data-raw-text="\mu_t = \begin{cases} x_0 &amp; \textrm{if}\ t = 0 \\ \alpha x_t + (1-\alpha) \mu_{t-1} &amp; \textrm{if}\ t &gt; 0 \end{cases}" data-equation="eq:exponentially_weighted_mean">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@1445ad5c454bc3c1a86bde2be87d6cec87781174/lib/node_modules/@stdlib/stats/incr/ewmean/docs/img/equation_exponentially_weighted_mean.svg" alt="Recursive definition for computing an exponentially weighted mean.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanewmean = require( '@stdlib/stats/incr/nanewmean' );
```

#### incrnanewmean( alpha )

Returns an accumulator `function` which incrementally computes an [exponentially weighted mean][moving-average], where `alpha` is a smoothing factor between `0` and `1`, ignoring `NaN` values.

```javascript
var accumulator = incrnanewmean( 0.5 );
```

#### accumulator( \[x] )

If provided an input value `x`, the accumulator function returns an updated mean. If not provided an input value `x`, the accumulator function returns the current mean.

```javascript
var accumulator = incrnanewmean( 0.5 );

var v = accumulator();
// returns null

v = accumulator( 2.0 );
// returns 2.0

v = accumulator( 1.0 );
// returns 1.5

v = accumulator( NaN );
// returns 1.5

v = accumulator( 3.0 );
// returns 2.25

v = accumulator();
// returns 2.25
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- 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.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrnanewmean = require( '@stdlib/stats/incr/nanewmean' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrnanewmean( 0.5 );

// For each simulated datum, update the exponentially weighted mean...
for ( i = 0; i < 100; i++ ) {
if ( randu() < 0.2 ) {
v = NaN;
} else {
v = randu() * 100.0;
}
accumulator( v );
}
console.log( accumulator() );
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

* * *

## See Also

- <span class="package-name">[`@stdlib/stats/incr/ewvariance`][@stdlib/stats/incr/ewvariance]</span><span class="delimiter">: </span><span class="description">compute an exponentially weighted variance 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/mmean`][@stdlib/stats/incr/mmean]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/wmean`][@stdlib/stats/incr/wmean]</span><span class="delimiter">: </span><span class="description">compute a weighted arithmetic mean incrementally.</span>

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[moving-average]: https://en.wikipedia.org/wiki/Moving_average

<!-- <related-links> -->

[@stdlib/stats/incr/ewvariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/ewvariance

[@stdlib/stats/incr/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mean

[@stdlib/stats/incr/mmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmean

[@stdlib/stats/incr/wmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/wmean

<!-- </related-links> -->

</section>

<!-- /.links -->
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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.
*/

'use strict';

// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var pkg = require( './../package.json' ).name;
var incrnanewmean = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanewmean( 0.5 );
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();
});

bench( pkg+'::accumulator', function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanewmean( 0.5 );

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 changes: 36 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanewmean/docs/repl.txt
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{{alias}}( α )
Returns an accumulator function which incrementally computes an
exponentially weighted mean, where α is a smoothing factor between 0 and 1,
ignoring `NaN` values.

If provided a value, the accumulator function returns an updated mean. If
not provided a value, the accumulator function returns the current mean.

Parameters
----------
α: number
Smoothing factor (value between 0 and 1).

Returns
-------
acc: Function
Accumulator function.

Examples
--------
> var accumulator = {{alias}}( 0.5 );
> var v = accumulator()
null
> v = accumulator( 2.0 )
2.0
> v = accumulator( NaN )
2.0
> v = accumulator( -5.0 )
-1.5
> v = accumulator()
-1.5

See Also
--------

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