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feat: add stats/incr/nanmmeanstdev
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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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# incrnanmmeanstdev | ||
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> Compute a moving [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][standard-deviation] incrementally, ignoring `NaN` values. | ||
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<section class="intro"> | ||
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For a window of size `W`, the [arithmetic mean][arithmetic-mean] is defined as | ||
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<!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i" alt="Equation for the arithmetic mean."> --> | ||
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```math | ||
\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i | ||
``` | ||
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<!-- <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i" data-equation="eq:arithmetic_mean"> | ||
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@10877053965ff3d0149611583ee50714bb64a8ea/lib/node_modules/@stdlib/stats/incr/mmeanstdev/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean."> | ||
<br> | ||
</div> --> | ||
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<!-- </equation> --> | ||
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and the [corrected sample standard deviation][standard-deviation] is defined as | ||
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<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> --> | ||
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```math | ||
s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2} | ||
``` | ||
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<!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation"> | ||
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@8284daf692badf90996becd5080db0dabf438411/lib/node_modules/@stdlib/stats/incr/mmeanstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation."> | ||
<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 incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev' ); | ||
``` | ||
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#### incrnanmmeanstdev( \[out,] window ) | ||
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Returns an accumulator function which incrementally computes a moving [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][standard-deviation], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][standard-deviation]. | ||
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```javascript | ||
var accumulator = incrnanmmeanstdev( 3 ); | ||
``` | ||
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By default, the returned accumulator `function` returns the accumulated values as a two-element `array`. To avoid unnecessary memory allocation, the function supports providing an output (destination) object. | ||
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```javascript | ||
var Float64Array = require( '@stdlib/array/float64' ); | ||
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var accumulator = incrnanmmeanstdev( new Float64Array( 2 ), 3 ); | ||
``` | ||
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#### accumulator( \[x] ) | ||
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If provided an input value `x`, the accumulator function returns updated accumulated values. If not provided an input value `x`, the accumulator function returns the current accumulated values. | ||
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```javascript | ||
var accumulator = incrnanmmeanstdev( 3 ); | ||
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var out = accumulator(); | ||
// returns null | ||
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// Fill the window... | ||
out = accumulator( 2.0 ); // [2.0] | ||
// returns [ 2.0, 0.0 ] | ||
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out = accumulator( 1.0 ); // [2.0, 1.0] | ||
// returns [ 1.5, ~0.71 ] | ||
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out = accumulator( 3.0 ); // [2.0, 1.0, 3.0] | ||
// returns [ 2.0, 1.0 ] | ||
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out = accumulator( NaN ); // [2.0, 1.0, 3.0] | ||
// returns [ 2.0, 1.0 ] | ||
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// Window begins sliding... | ||
out = accumulator( -7.0 ); // [1.0, 3.0, -7.0] | ||
// returns [ -1.0, ~5.29 ] | ||
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out = accumulator( -5.0 ); // [3.0, -7.0, -5.0] | ||
// returns [ -3.0, ~5.29 ] | ||
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out = accumulator(); | ||
// returns [ -3.0, ~5.29 ] | ||
``` | ||
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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. | ||
- 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. | ||
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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' ); | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Same here |
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var Float64Array = require( '@stdlib/array/float64' ); | ||
var ArrayBuffer = require( '@stdlib/array/buffer' ); | ||
var incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev' ); | ||
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var offset; | ||
var acc; | ||
var buf; | ||
var out; | ||
var ms; | ||
var N; | ||
var v; | ||
var i; | ||
var j; | ||
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// Define the number of accumulators: | ||
N = 5; | ||
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// Create an array buffer for storing accumulator output: | ||
buf = new ArrayBuffer( N*2*8 ); // 8 bytes per element | ||
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// Initialize accumulators: | ||
acc = []; | ||
for ( i = 0; i < N; i++ ) { | ||
// Compute the byte offset: | ||
offset = i * 2 * 8; // stride=2, bytes_per_element=8 | ||
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// Create a new view for storing accumulated values: | ||
out = new Float64Array( buf, offset, 2 ); | ||
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// Initialize an accumulator which will write results to the view: | ||
acc.push( incrnanmmeanstdev( out, 5 ) ); | ||
} | ||
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// Simulate data and update the moving sample means and standard deviations... | ||
for ( i = 0; i < 100; i++ ) { | ||
for ( j = 0; j < N; j++ ) { | ||
v = randu() * 100.0 * (j+1); | ||
acc[ j ]( v ); | ||
} | ||
} | ||
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// Print the final results: | ||
console.log( 'Mean\tStDev' ); | ||
for ( i = 0; i < N; i++ ) { | ||
ms = acc[ i ](); | ||
console.log( '%d\t%d', ms[ 0 ].toFixed( 3 ), ms[ 1 ].toFixed( 3 ) ); | ||
} | ||
``` | ||
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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/mmeanstdev`][@stdlib/stats/incr/meanstdev]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean and corrected sample standard deviation incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/meanstdev`][@stdlib/stats/incr/meanstdev]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean and corrected sample standard deviation incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/mmean`][@stdlib/stats/incr/mmean]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/mmeanvar`][@stdlib/stats/incr/mmeanvar]</span><span class="delimiter">: </span><span class="description">compute a moving arithmetic mean and unbiased sample variance incrementally.</span> | ||
- <span class="package-name">[`@stdlib/stats/incr/mstdev`][@stdlib/stats/incr/mstdev]</span><span class="delimiter">: </span><span class="description">compute a moving corrected sample standard deviation incrementally.</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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[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean | ||
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[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation | ||
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<!-- <related-links> --> | ||
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[@stdlib/stats/incr/meanstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/meanstdev | ||
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[@stdlib/stats/incr/mmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmean | ||
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[@stdlib/stats/incr/mmeanvar]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmeanvar | ||
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[@stdlib/stats/incr/mstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mstdev | ||
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<!-- </related-links> --> | ||
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</section> | ||
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<!-- /.links --> |
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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' ); | ||||||
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Suggested change
I think we don't need to use this package, instead we could just pass iteration number as input |
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var pkg = require( '@stdlib/stats/incr/nanmmeanstdev/package.json' ).name; | ||||||
var incrnanmmeanstdev = require( '@stdlib/stats/incr/nanmmeanstdev/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 = incrnanmmeanstdev( (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(); | ||||||
}); | ||||||
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bench( pkg+'::accumulator', function benchmark( b ) { | ||||||
var acc; | ||||||
var v; | ||||||
var i; | ||||||
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acc = incrnanmmeanstdev( 5 ); | ||||||
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b.tic(); | ||||||
for ( i = 0; i < b.iterations; i++ ) { | ||||||
v = acc( randu() ); | ||||||
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Suggested change
Same reason |
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if ( v.length !== 2 ) { | ||||||
b.fail( 'should contain two elements' ); | ||||||
} | ||||||
} | ||||||
b.toc(); | ||||||
if ( v[ 0 ] !== v[ 0 ] || v[ 1 ] !== v[ 1 ] ) { | ||||||
b.fail( 'should not return NaN' ); | ||||||
} | ||||||
b.pass( 'benchmark finished' ); | ||||||
b.end(); | ||||||
}); |
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