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207 changes: 207 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nancv/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.

-->

# incrnancv

> Compute the [coefficient of variation][coefficient-of-variation] (CV) incrementally, while ignoring 'NaN' values.

<section class="intro">

The [corrected sample standard deviation][sample-stdev] is defined as

<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> -->

```math
s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}
```

<!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@6dd7df93fd2c6e40fd0662844acf8b69b887dcec/lib/node_modules/@stdlib/stats/incr/cv/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation.">
<br>
</div> -->

<!-- </equation> -->

and the [arithmetic mean][arithmetic-mean] is defined as

<!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the arithmetic mean."> -->

```math
\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i
```

<!-- <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@6dd7df93fd2c6e40fd0662844acf8b69b887dcec/lib/node_modules/@stdlib/stats/incr/cv/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
<br>
</div> -->

<!-- </equation> -->

The [coefficient of variation][coefficient-of-variation] (also known as **relative standard deviation**, RSD) is defined as

<!-- <equation class="equation" label="eq:coefficient_of_variation" align="center" raw="c_v = \frac{s}{\bar{x}}" alt="Equation for the coefficient of variation (CV)."> -->

```math
c_v = \frac{s}{\bar{x}}
```

<!-- <div class="equation" align="center" data-raw-text="c_v = \frac{s}{\bar{x}}" data-equation="eq:coefficient_of_variation">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@6dd7df93fd2c6e40fd0662844acf8b69b887dcec/lib/node_modules/@stdlib/stats/incr/cv/docs/img/equation_coefficient_of_variation.svg" alt="Equation for the coefficient of variation (CV).">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnancv = require( '@stdlib/stats/incr/nancv' );
```

#### incrnancv( \[mean] )

Returns an accumulator `function` which incrementally computes the [coefficient of variation][coefficient-of-variation], while ignoring 'NaN' value.

```javascript
var accumulator = incrnancv();
```

If the mean is already known, provide a `mean` argument.

```javascript
var accumulator = incrnancv( 3.0 );
```

#### accumulator( \[x] )

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

```javascript
var accumulator = incrnancv();

var cv = accumulator( 2.0 );
// returns 0.0

cv = accumulator( 1.0 );
// returns 0.47140452079103173

cv = accumulator( NaN );
// returns 0.4714045207910317

cv = accumulator( 3.0 );
// returns 0.5

cv = accumulator();
// returns 0.5
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- Input values are **not** type checked. If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for **all** future invocations.
- The [coefficient of variation][coefficient-of-variation] is typically computed on nonnegative values. The measure may lack meaning for data which can assume both positive and negative values.
- For small and moderately sized samples, the accumulated value tends to be too low and is thus a **biased** estimator. Provided the generating distribution is known (e.g., a normal distribution), you may want to adjust the accumulated value or use an alternative implementation providing an unbiased estimator.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

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

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrnancv();

// For each simulated datum, update the coefficient of variation...
for ( i = 0; i < 100; i++ ) {
v = ( (randu() < 0.1) ? NaN : (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/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/mcv`][@stdlib/stats/incr/mcv]</span><span class="delimiter">: </span><span class="description">compute a moving coefficient of variation (CV) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/stdev`][@stdlib/stats/incr/stdev]</span><span class="delimiter">: </span><span class="description">compute a corrected sample standard deviation incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/vmr`][@stdlib/stats/incr/vmr]</span><span class="delimiter">: </span><span class="description">compute a variance-to-mean ratio (VMR) 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">

[coefficient-of-variation]: https://en.wikipedia.org/wiki/Coefficient_of_variation

[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean

[sample-stdev]: https://en.wikipedia.org/wiki/Standard_deviation

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

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

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

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

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

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

</section>

<!-- /.links -->
91 changes: 91 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nancv/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 incrnancv = require( './../lib' );


// MAIN //

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

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();
});

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

acc = incrnancv( 3.14 );

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();
});
38 changes: 38 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nancv/docs/repl.txt
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{{alias}}( [mean] )
Returns an accumulator function which incrementally computes the
coefficient of variation (CV), ignoring `NaN` values.

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

If all received values are `NaN`, the accumulated value remains `null`.

Parameters
----------
mean: number (optional)
Known mean.

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

Examples
--------
> var accumulator = {{alias}}();
> var cv = accumulator()
null
> cv = accumulator( NaN )
null
> cv = accumulator( 2.0 )
0.0
> cv = accumulator( 1.0 )
~0.47
> cv = accumulator( NaN )
~0.47
> cv = accumulator()
~0.47

See Also
--------
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