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@hans2001 hans2001 commented Mar 18, 2025

Resolves #5600 .

Description

What is the purpose of this pull request?

This pull request is a thin wrapper around the existing @stdlib/stats/incr/mpcorr package. Unlike how NaN values are handled in mpcorr, where the entire window will be invalidated when a NaN is encountered - this new wrapper intercepts any update containing a NaN and skips it.(i.e. when a NaN is passed, the accumulator does not update its state and continues to return the last valid correlation value.)

This pull request:
test coverage:
Screenshot 2025-03-18 at 11 09 58 AM

example( sliding window size: 3 )
Screenshot 2025-03-18 at 5 09 51 PM

benchmarks:
Screenshot 2025-03-18 at 5 09 29 PM

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@stdlib-bot stdlib-bot added Statistics Issue or pull request related to statistical functionality. Good First PR A pull request resolving a Good First Issue. First-time Contributor A pull request from a contributor who has never previously committed to the project repository. Needs Review A pull request which needs code review. labels Mar 18, 2025
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stdlib-bot commented Mar 18, 2025

Coverage Report

Package Statements Branches Functions Lines
stats/incr/nanmpcorr $\color{green}161/161$
$\color{green}+100.00\%$
$\color{green}13/13$
$\color{green}+100.00\%$
$\color{green}2/2$
$\color{green}+100.00\%$
$\color{green}161/161$
$\color{green}+100.00\%$

The above coverage report was generated for the changes in this PR.

@hans2001 hans2001 marked this pull request as draft March 18, 2025 17:56
@stdlib-bot stdlib-bot removed the Needs Review A pull request which needs code review. label Mar 18, 2025
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@hans2001 hans2001 marked this pull request as ready for review March 18, 2025 21:09
@stdlib-bot stdlib-bot added the Needs Review A pull request which needs code review. label Mar 18, 2025
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[RFC]: add stats/incr/nanmpcorr

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