Skip to content
Closed
180 changes: 180 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmsumabs2/README.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,180 @@
<!--

@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.

-->

# incrnanmsumabs2

> Compute a moving sum of squared absolute values incrementally, ignoring NaN values.

<section class="intro">

For a window of size `W`, the moving sum of squared absolute values is defined as

<!-- <equation class="equation" label="eq:moving_sum_squared_absolute_values" align="center" raw="s = \sum_{i=0}^{W-1} x_i^2" alt="Equation for the moving sum of squared absolute values."> -->

```math
s = \sum_{\substack{i=0\\x_i \neq \mathrm{NaN}}}^{W-1} x_i^2
```

<!-- <div class="equation" align="center" data-raw-text="s = \sum_{\substack{i=0\\x_i \neq \mathrm{NaN}}}^{W-1} x_i^2" data-equation="eq:moving_sum_squared_absolute_values">
<img src="" alt="Equation for the moving sum of squared absolute values, ignoring NaN values.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanmsumabs2 = require( '@stdlib/stats/incr/nanmsumabs2' );
```

#### incrnanmsumabs2( window )

Returns an accumulator `function` which incrementally computes a moving sum of squared absolute values, ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving sum.

```javascript
var accumulator = incrnanmsumabs2( 3 );
```

#### accumulator( \[x] )

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

```javascript
var accumulator = incrnanmsumabs2( 3 );

var sum = accumulator();
// returns null

// Fill the window...
sum = accumulator( 2.0 ); // [2.0]
// returns 4.0

sum = accumulator( -1.0 ); // [2.0, -1.0]
// returns 5.0

sum = accumulator( NaN ); // [2.0, -1.0, NaN]
// returns 5.0

sum = accumulator( 3.0 ); // [2.0, -1.0, 3.0]
// returns 14.0

// Window begins sliding...
sum = accumulator( -7.0 ); // [-1.0, 3.0, -7.0]
// returns 59.0

sum = accumulator( NaN ); // [3.0, -7.0, NaN]
// returns 59.0

sum = accumulator();
// returns 59.0
```

</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.
- `NaN` values are ignored.
- As `W` values (excluding `NaN` 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 (excluding `NaN` values).

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrnanmsumabs2 = require( '@stdlib/stats/incr/nanmsumabs2' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrnanmsumabs2( 5 );

// For each simulated datum, update the moving sum...
for ( i = 0; i < 100; i++ ) {
if ( randu() < 0.2 ) {
v = NaN;
} else {
v = ( randu()*100.0 ) - 50.0;
}
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/msumabs2`][@stdlib/stats/incr/msumabs2]</span><span class="delimiter">: </span><span class="description">compute a moving sum of squared absolute values incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/nanmmeanabs2`][@stdlib/stats/incr/nanmmeanabs2]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean of squared absolute values incrementally, ignoring NaN values.</span>
- <span class="package-name">[`@stdlib/stats/incr/nanmsumabs`][@stdlib/stats/incr/nanmsumabs]</span><span class="delimiter">: </span><span class="description">compute a moving sum of absolute values incrementally, ignoring NaN values.</span>
- <span class="package-name">[`@stdlib/stats/incr/nansumabs2`][@stdlib/stats/incr/nansumabs2]</span><span class="delimiter">: </span><span class="description">compute a sum of squared absolute values incrementally, ignoring NaN values.</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">

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

[@stdlib/stats/incr/msumabs2]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/msumabs2

[@stdlib/stats/incr/nanmmeanabs2]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nanmmeanabs2

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

[@stdlib/stats/incr/nansumabs2]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nansumabs2

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

</section>

<!-- /.links -->
Original file line number Diff line number Diff line change
@@ -0,0 +1,89 @@
/**
* @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( '@stdlib/stats/incr/nanmsumabs2/package.json' ).name;
var incrnanmsumabs2 = require( '@stdlib/stats/incr/nanmsumabs2/lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanmsumabs2( (i%5)+1 );
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 = incrnanmsumabs2( 5 );
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu()-0.5 );
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();
});
bench( pkg+'::accumulator,includes_nan', function benchmark( b ) {
var acc;
var v;
var i;
acc = incrnanmsumabs2( 5 );
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
if ( i % 10 === 0 ) {
v = acc( NaN );
} else {
v = acc( randu()-0.5 );
}
if ( v !== v && i % 10 !== 0 ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( v !== v && b.iterations % 10 !== 0 ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
48 changes: 48 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmsumabs2/docs/repl.text
Original file line number Diff line number Diff line change
@@ -0,0 +1,48 @@
{{alias}}( W )
Returns an accumulator function which incrementally computes a moving sum of
squared absolute values, ignoring NaN values.

The `W` parameter defines the number of values over which to compute the
moving sum.

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

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.

NaN values are ignored. If the window consists solely of NaN values, the
function returns the current sum.

Parameters
----------
W: integer
Window size.

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

Examples
--------
> var accumulator = {{alias}}( 3 );
> var s = accumulator()
null
> s = accumulator( 2.0 )
4.0
> s = accumulator( -5.0 )
29.0
> s = accumulator( NaN )
29.0
> s = accumulator( 3.0 )
34.0
> s = accumulator()
34.0

See Also
--------
@stdlib/stats/incr/msumabs2: compute a moving sum of squared absolute values incrementally.
@stdlib/stats/incr/nansum: compute a sum incrementally, ignoring NaN values.
Loading