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feat: add stats/incr/nanvariance
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nirmaljb:feature/nanvariance
Apr 20, 2026
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84bc1d3
feat: add stats/incr/nanvariance package
nirmaljb 901e19d
fixed the typo from "ignorning" to "ignoring"
nirmaljb f1162c7
Update benchmark format to include package name
nirmaljb f70d784
Handle null variance in output logging
nirmaljb a0b5fb0
changed to date from 2025 to 2026 in all the files of nanvariance pac…
nirmaljb 689d0ea
fixed the ternary-condition-parentheses
nirmaljb 00da962
fixed a silly typo
nirmaljb 33e2b3b
docs: update description
Planeshifter 512d9fe
docs: remove equation markup
Planeshifter 8e83944
docs: remove empty line
Planeshifter 78f78df
docs: add accidentally removed markup
Planeshifter 4e630bd
docs: avoid annotation syntax
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172 changes: 172 additions & 0 deletions
172
lib/node_modules/@stdlib/stats/incr/nanvariance/README.md
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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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| # incrnanvariance | ||
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| > Compute an [unbiased sample variance][sample-variance] incrementally, ignoring `NaN` values. | ||
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| <section class="intro"> | ||
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| The [unbiased sample variance][sample-variance] is defined as | ||
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| <!-- <equation class="equation" label="eq:unbiased_sample_variance" align="center" raw="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2" alt="Equation for the unbiased sample variance."> --> | ||
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| ```math | ||
| s^2 = \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^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2" data-equation="eq:unbiased_sample_variance"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/variance/docs/img/equation_unbiased_sample_variance.svg" alt="Equation for the unbiased sample variance."> | ||
| <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 incrnanvariance = require( '@stdlib/stats/incr/nanvariance' ); | ||
| ``` | ||
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| #### incrnanvariance( \[mean] ) | ||
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| Returns an accumulator `function` which incrementally computes an [unbiased sample variance][sample-variance]. | ||
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| ```javascript | ||
| var accumulator = incrnanvariance(); | ||
| ``` | ||
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| If the mean is already known, provide a `mean` argument. | ||
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| ```javascript | ||
| var accumulator = incrnanvariance( 3.0 ); | ||
| ``` | ||
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| #### accumulator( \[x] ) | ||
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| If provided an input value `x`, the accumulator function returns an updated [unbiased sample variance][sample-variance]. If not provided an input value `x`, the accumulator function returns the current [unbiased sample variance][sample-variance]. | ||
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| ```javascript | ||
| var accumulator = incrnanvariance(); | ||
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| var s2 = accumulator( 2.0 ); | ||
| // returns 0.0 | ||
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| s2 = accumulator( 1.0 ); // => ((2-1.5)^2+(1-1.5)^2) / (2-1) | ||
| // returns 0.5 | ||
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| s2 = accumulator( 3.0 ); // => ((2-2)^2+(1-2)^2+(3-2)^2) / (3-1) | ||
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| // returns 1.0 | ||
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| s2 = accumulator( NaN ); | ||
| // returns 1.0 | ||
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| s2 = 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 incrnanvariance = require( '@stdlib/stats/incr/nanvariance' ); | ||
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| var accumulator; | ||
| var v; | ||
| var i; | ||
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| // Initialize an accumulator: | ||
| accumulator = incrnanvariance(); | ||
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| // For each simulated datum, update the unbiased sample variance... | ||
| 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/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/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/nansum`][@stdlib/stats/incr/nansum]</span><span class="delimiter">: </span><span class="description">compute a sum incrementally, ignoring NaN values.</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-variance]: https://en.wikipedia.org/wiki/Variance | ||
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| <!-- <related-links> --> | ||
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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/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mean | ||
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| [@stdlib/stats/incr/nansum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nansum | ||
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| <!-- </related-links> --> | ||
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| </section> | ||
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| <!-- /.links --> | ||
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92
lib/node_modules/@stdlib/stats/incr/nanvariance/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 format = require( '@stdlib/string/format' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanvariance = 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 = incrnanvariance(); | ||
| 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( format( '%s::accumulator', pkg ), function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanvariance(); | ||
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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( format( '%s::accumulator,known_mean' ), function benchmark( b ) { | ||
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| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanvariance( 3.14 ); | ||
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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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61
...s/@stdlib/stats/incr/nanvariance/docs/img/equation_unbiased_sample_variance.svg
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36 changes: 36 additions & 0 deletions
36
lib/node_modules/@stdlib/stats/incr/nanvariance/docs/repl.txt
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| {{alias}}( [mean] ) | ||
| Returns an accumulator function which incrementally computes an unbiased | ||
| sample variance, ignorning `NaN` values. | ||
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| If provided a value, the accumulator function returns an updated unbiased | ||
| sample variance. If not provided a value, the accumulator function returns | ||
| the current unbiased sample variance. | ||
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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 s2 = accumulator() | ||
| null | ||
| > s2 = accumulator( 2.0 ) | ||
| 0.0 | ||
| > s2 = accumulator( -5.0 ) | ||
| 24.5 | ||
| > s2 = accumulator( NaN ) | ||
| 24.5 | ||
| > s2 = accumulator() | ||
| 24.5 | ||
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| See Also | ||
| -------- | ||
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