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186 changes: 186 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmrss/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.

-->

# incrnanmrss

> Compute a moving [residual sum of squares][residual-sum-of-squares] (RSS) incrementally, ignoring `NaN` calues.

<section class="intro">

For a window of size `W`, the [residual sum of squares][residual-sum-of-squares] (also referred to as the **sum of squared residuals** (SSR) and the **sum of squared errors** (SSE)) is defined as

<!-- <equation class="equation" label="eq:residual_sum_of_squares" align="center" raw="\operatorname{RSS} = \sum_{i=0}^{W-1} (y_i - x_i)^2" alt="Equation for the residual sum of squares."> -->

```math
\mathop{\mathrm{RSS}} = \sum_{i=0}^{W-1} (y_i - x_i)^2
```

<!-- <div class="equation" align="center" data-raw-text="\operatorname{RSS} = \sum_{i=0}^{W-1} (y_i - x_i)^2" data-equation="eq:residual_sum_of_squares">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@df44d1456cc422c38a368a47b586b7eaffb19cc8/lib/node_modules/@stdlib/stats/incr/mrss/docs/img/equation_residual_sum_of_squares.svg" alt="Equation for the residual sum of squares.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanmrss = require( '@stdlib/stats/incr/nanmrss' );
```

#### incrnanmrss( window )

Returns an accumulator `function` which incrementally computes a moving [residual sum of squares][residual-sum-of-squares]. The `window` parameter defines the number of values over which to compute the moving [residual sum of squares][residual-sum-of-squares].
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Needs to add , ignoring NaN values. at the end.


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

#### accumulator( \[x, y] )

If provided input values `x` and `y`, the accumulator function returns an updated [residual sum of squares][residual-sum-of-squares]. If not provided input values `x` and `y`, the accumulator function returns the current [residual sum of squares][residual-sum-of-squares].

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

var r = accumulator();
// returns null

// Fill the window...
r = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns 1.0

// Fill the window...
r = accumulator( NaN, 3.0 ); // [(2.0,3.0), ( NaN, 3.0)]
// returns 1.0

// Fill the window...
r = accumulator( 2.0, NaN ); // [(2.0,3.0), ( NaN, 3.0), ( 2.0, NaN )]
// returns 1.0

// Fill the window...
r = accumulator( NaN, NaN ); // [(2.0,3.0)]
// returns 1.0

r = accumulator( -1.0, 4.0 ); // [(2.0,3.0), (-1.0,4.0)]
// returns 26.0

r = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (-1.0,4.0), (3.0,9.0)]
// returns 62.0

// Window begins sliding...
r = accumulator( -7.0, 3.0 ); // [(-1.0,4.0), (3.0,9.0), (-7.0,3.0)]
// returns 161.0

r = accumulator( -5.0, -3.0 ); // [(3.0,9.0), (-7.0,3.0), (-5.0,-3.0)]
// returns 140.0

r = accumulator();
// returns 140.0
```

</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.
- As `W` (x,y) pairs 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.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

```javascript
var uniform = require( '@stdlib/random/base/uniform' );
var bernoulli = require( '@stdlib/random/base/bernoulli' );
var incrnanmrss = require( '@stdlib/stats/incr/nanmrss' );

var accumulator;
var v1;
var v2;
var i;

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

// For each simulated datum, update the moving residual sum of squares...
for ( i = 0; i < 100; i++ ) {
v1 = ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( 0.0, 100.0 );
v2 = ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( 0.0, 100.0 );
accumulator( v1, v2 );
}
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/rss`][@stdlib/stats/incr/rss]</span><span class="delimiter">: </span><span class="description">compute the residual sum of squares (RSS) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/mmse`][@stdlib/stats/incr/mmse]</span><span class="delimiter">: </span><span class="description">compute a moving mean squared error (MSE) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/mrmse`][@stdlib/stats/incr/mrmse]</span><span class="delimiter">: </span><span class="description">compute a moving root mean squared error (RMSE) 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">

[residual-sum-of-squares]: https://en.wikipedia.org/wiki/Residual_sum_of_squares

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

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

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

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

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

</section>

<!-- /.links -->
69 changes: 69 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmrss/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.
*/

'use strict';

// MODULES //

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


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanmrss( (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 = incrnanmrss( 5 );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu()-0.5, 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();
});
51 changes: 51 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmrss/docs/repl.txt
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{{alias}}( W )
Returns an accumulator function which incrementally computes a moving
residual sum of squares (RSS), ignoring `NaN` values.

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

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

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.

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

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

Examples
--------
> var accumulator = {{alias}}( 3 );
> var r = accumulator()
null
> r = accumulator( 2.0, 3.0 )
1.0
> r = accumulator( NaN, 3.0 )
1.0
> r = accumulator( 2.0, NaN )
1.0
> r = accumulator( NaN, NaN )
1.0
> r = accumulator( -5.0, 2.0 )
50.0
> r = accumulator( 3.0, 2.0 )
51.0
> r = accumulator( 5.0, -2.0 )
99.0
> r = accumulator()
99.0

See Also
--------

83 changes: 83 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmrss/docs/types/index.d.ts
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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.
*/

// TypeScript Version: 4.1

/// <reference types="@stdlib/types"/>

/**
* If provided arguments, returns an updated residual sum of squares; otherwise, returns the current residual sum of squares, ignoring `NaN` values.
*
* ## Notes
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Remove from L26-29

*
* - If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for all future invocations.
*
* @param x - value
* @param y - value
* @returns residual sum of squares
*/
type accumulator = ( x?: number, y?: number ) => number | null;

/**
* Returns an accumulator function which incrementally computes a moving residual sum of squares, ignoring `NaN` values.
*
* ## Notes
*
* - The `W` parameter defines the number of values over which to compute the moving residual sum of squares.
* - 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.
*
* @param W - window size
* @throws must provide a positive integer
* @returns accumulator function
*
* @example
* var accumulator = incrmrss( 3 );
*
* var r = accumulator();
* // returns null
*
* r = accumulator( 2.0, 3.0 );
* // returns 1.0
*
* r = accumulator( NaN, NaN );
* // returns 1.0
*
* r = accumulator( 2.0, NaN );
* // returns 1.0
*
* r = accumulator( NaN, 3.0 );
* // returns 1.0
*
* r = accumulator( -5.0, 2.0 );
* // returns 50.0
*
* r = accumulator( 3.0, 2.0 );
* // returns 51.0
*
* r = accumulator( 5.0, -2.0 );
* // returns 99.0
*
* r = accumulator();
* // returns 99.0
*/
declare function incrnanmrss( W: number ): accumulator;


// EXPORTS //

export = incrnanmrss;
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