diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/README.md b/lib/node_modules/@stdlib/stats/incr/nanmvariance/README.md new file mode 100644 index 000000000000..6a5f7404c455 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/README.md @@ -0,0 +1,183 @@ + + +# incrnanmvariance + +> Compute a moving [unbiased sample variance][sample-variance] incrementally, ignoring `NaN` values. + +
+ +For a window of size `W`, the [unbiased sample variance][sample-variance] is defined as + + + +```math +s^2 = \frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2 +``` + + + + + +
+ + + +
+ +## Usage + +```javascript +var incrnanmvariance = require( '@stdlib/stats/incr/nanmvariance' ); +``` + +#### incrnanmvariance( window\[, mean] ) + +Returns an accumulator `function` which incrementally computes a moving [unbiased sample variance][sample-variance]. The `window` parameter defines the number of values over which to compute the moving [unbiased sample variance][sample-variance], ignoring `NaN` values. + +```javascript +var accumulator = incrnanmvariance( 3 ); +``` + +If the mean is already known, provide a `mean` argument. + +```javascript +var accumulator = incrnanmvariance( 3, 5.0 ); +``` + +#### accumulator( \[x] ) + +If provided an input value `x`, the accumulator function returns an updated [unbiased sample variance][sample-variance]. If not provided an input value `x` or provided a `NaN` value, the accumulator function returns the current [unbiased sample variance][sample-variance]. + +```javascript +var accumulator = incrnanmvariance( 3 ); + +var s2 = accumulator(); +// returns null + +// Fill the window... +s2 = accumulator( 2.0 ); // [2.0] +// returns 0.0 + +s2 = accumulator( 1.0 ); // [2.0, 1.0] +// returns 0.5 + +s2 = accumulator( NaN ); // [2.0, 1.0] +// returns 0.5 + +s2 = accumulator( 3.0 ); // [2.0, 1.0, 3.0] +// returns 1.0 + +// Window begins sliding... +s2 = accumulator( -7.0 ); // [1.0, 3.0, -7.0] +// returns 28.0 + +s2 = accumulator( -5.0 ); // [3.0, -7.0, -5.0] +// returns 28.0 + +s2 = accumulator(); +// returns 28.0 +``` + +
+ + + +
+ +## 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 **at least** `W-1` future invocations. 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. + +
+ + + +
+ +## Examples + + + +```javascript +var randu = require( '@stdlib/random/base/randu' ); +var incrnanmvariance = require( '@stdlib/stats/incr/nanmvariance' ); + +var accumulator; +var v; +var i; + +// Initialize an accumulator: +accumulator = incrnanmvariance( 5 ); + +// For each simulated datum, update the moving unbiased sample variance... +for ( i = 0; i < 100; i++ ) { + v = randu() * 100.0; + accumulator( v ); +} +console.log( accumulator() ); +``` + +
+ + + + + + + + + + + + + + diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/incr/nanmvariance/benchmark/benchmark.js new file mode 100644 index 000000000000..5d6350a81788 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/benchmark/benchmark.js @@ -0,0 +1,92 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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 format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; +var incrnanmvariance = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var f; + var i; + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + f = incrnanmvariance( (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( format( '%s::accumulator', pkg ), function benchmark( b ) { + var acc; + var v; + var i; + + acc = incrnanmvariance( 5 ); + + 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( format( '%s::accumulator,known_mean', pkg ), function benchmark( b ) { + var acc; + var v; + var i; + + acc = incrnanmvariance( 5, 0.5 ); + + 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(); +}); diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/repl.txt b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/repl.txt new file mode 100644 index 000000000000..2d2f711b5729 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/repl.txt @@ -0,0 +1,51 @@ + +{{alias}}( W[, mean] ) + Returns an accumulator function which incrementally computes a moving + unbiased sample variance, ignoring `NaN` values. + + The `W` parameter defines the number of values over which to compute the + moving unbiased sample variance. + + If provided a value, the accumulator function returns an updated moving + unbiased sample variance. If not provided a value or provided a `NaN` + value, the accumulator function returns the current moving unbiased + sample variance. + + 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. + + mean: number (optional) + Known mean. + + Returns + ------- + acc: Function + Accumulator function. + + Examples + -------- + > var accumulator = {{alias}}( 3 ); + > var s2 = accumulator() + null + > s2 = accumulator( 2.0 ) + 0.0 + > s2 = accumulator( -5.0 ) + 24.5 + > s2 = accumulator( NaN ) + 24.5 + > s2 = accumulator( 3.0 ) + 19.0 + > s2 = accumulator( 5.0 ) + 28.0 + > s2 = accumulator() + 28.0 + + See Also + -------- + diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/index.d.ts new file mode 100644 index 000000000000..e64caadc8529 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/index.d.ts @@ -0,0 +1,77 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2026 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 + +/// + +/** +* If provided a value, returns an updated unbiased sample variance; otherwise, returns the current unbiased sample variance. +* +* ## Notes +* +* - If provided `NaN` value which, when used in computations, results in `NaN`, the accumulator returns the current unbiased variance. +* +* @param x - value +* @returns unbiased sample variance +*/ +type accumulator = ( x?: number ) => number | null; + +/** +* Returns an accumulator function which incrementally computes a moving unbiased sample variance, ignoring `NaN` values. +* +* ## Notes +* +* - The `W` parameter defines the number of values over which to compute the moving unbiased sample variance. +* - 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 +* @param mean - mean value +* @throws first argument must be a positive integer +* @returns accumulator function +* +* @example +* var accumulator = incrnanmvariance( 3 ); +* +* var s2 = accumulator(); +* // returns null +* +* s2 = accumulator( 2.0 ); +* // returns 0.0 +* +* s2 = accumulator( -5.0 ); +* // returns 24.5 +* +* s2 = accumulator( 3.0 ); +* // returns 19.0 +* +* s2 = accumulator( 5.0 ); +* // returns 28.0 +* +* s2 = accumulator(); +* // returns 28.0 +* +* @example +* var accumulator = incrnanmvariance( 3, -2.0 ); +*/ +declare function incrnanmvariance( W: number, mean?: number ): accumulator; + + +// EXPORTS // + +export = incrnanmvariance; diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/test.ts b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/test.ts new file mode 100644 index 000000000000..ff12831b1236 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/test.ts @@ -0,0 +1,77 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2019 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. +*/ + +import incrnanmvariance = require( './index' ); + + +// TESTS // + +// The function returns an accumulator function... +{ + incrnanmvariance( 3 ); // $ExpectType accumulator + incrnanmvariance( 3, 0.0 ); // $ExpectType accumulator +} + +// The compiler throws an error if the function is provided a first argument which is not a number... +{ + incrnanmvariance( '5' ); // $ExpectError + incrnanmvariance( true ); // $ExpectError + incrnanmvariance( false ); // $ExpectError + incrnanmvariance( null ); // $ExpectError + incrnanmvariance( [] ); // $ExpectError + incrnanmvariance( {} ); // $ExpectError + incrnanmvariance( ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function is provided a second argument which is not a number... +{ + incrnanmvariance( 3, '5' ); // $ExpectError + incrmvariance( 3, true ); // $ExpectError + incrnanmvariance( 3, false ); // $ExpectError + incrnanmvariance( 3, null ); // $ExpectError + incrnanmvariance( 3, [] ); // $ExpectError + incrnanmvariance( 3, {} ); // $ExpectError + incrnanmvariance( 3, ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function is provided an invalid number of arguments... +{ + incrnanmvariance(); // $ExpectError + incrnanmvariance( 3, 2.5, 3 ); // $ExpectError +} + +// The function returns an accumulator function which returns an accumulated result... +{ + const acc = incrnanmvariance( 3 ); + + acc(); // $ExpectType number | null + acc( 3.14 ); // $ExpectType number | null +} + +// The compiler throws an error if the returned accumulator function is provided invalid arguments... +{ + const acc = incrnanmvariance( 3 ); + + acc( '5' ); // $ExpectError + acc( true ); // $ExpectError + acc( false ); // $ExpectError + acc( null ); // $ExpectError + acc( [] ); // $ExpectError + acc( {} ); // $ExpectError + acc( ( x: number ): number => x ); // $ExpectError +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/examples/index.js b/lib/node_modules/@stdlib/stats/incr/nanmvariance/examples/index.js new file mode 100644 index 000000000000..77aa13bbb096 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/examples/index.js @@ -0,0 +1,38 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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'; + +var randu = require( '@stdlib/random/base/randu' ); +var incrnanmvariance = require( './../lib' ); + +var accumulator; +var s2; +var v; +var i; + +// Initialize an accumulator: +accumulator = incrnanmvariance( 5 ); + +// For each simulated datum, update the moving unbiased sample variance ignoring `NaN` values... +console.log( '\nValue\tSample Variance\n' ); +for ( i = 0; i < 100; i++ ) { + v = randu() * 100.0; + s2 = accumulator( v ); + console.log( '%d\t%d', v.toFixed( 4 ), s2.toFixed( 4 ) ); +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/index.js b/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/index.js new file mode 100644 index 000000000000..bc1da1b65fc4 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/index.js @@ -0,0 +1,57 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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'; + +/** +* Compute a moving unbiased sample variance incrementally. +* +* @module @stdlib/stats/incr/nanmvariance +* +* @example +* var incrnanmvariance = require( '@stdlib/stats/incr/nanmvariance' ); +* +* var accumulator = incrnanmvariance( 3 ); +* +* var s2 = accumulator(); +* // returns null +* +* s2 = accumulator( 2.0 ); +* // returns 0.0 +* +* s2 = accumulator( -5.0 ); +* // returns 24.5 +* +* s2 = accumulator( 3.0 ); +* // returns 19.0 +* +* s2 = accumulator( 5.0 ); +* // returns 28.0 +* +* s2 = accumulator(); +* // returns 28.0 +*/ + +// MODULES // + +var main = require( './main.js' ); + + +// EXPORTS // + +module.exports = main; diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/main.js b/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/main.js new file mode 100644 index 000000000000..ed6bb2fe8efa --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/main.js @@ -0,0 +1,90 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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 incrmvariance = require( '@stdlib/stats/incr/mvariance' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); + + +// MAIN // + +/** +* Returns an accumulator function which incrementally computes a moving unbiased sample variance, ignoring `NaN` values. +* +* @param {PositiveInteger} W - window size +* @param {number} [mean] - mean value +* @throws {TypeError} first argument must be a positive integer +* @throws {TypeError} second argument must be a number +* @returns {Function} accumulator function +* +* @example +* var accumulator = incrnanmvariance( 3 ); +* +* var s2 = accumulator(); +* // returns null +* +* s2 = accumulator( 2.0 ); +* // returns 0.0 +* +* s2 = accumulator( -5.0 ); +* // returns 24.5 +* +* s2 = accumulator( 3.0 ); +* // returns 19.0 +* +* s2 = accumulator( 5.0 ); +* // returns 28.0 +* +* s2 = accumulator(); +* // returns 28.0 +* +* @example +* var accumulator = incrnanmvariance( 3, -2.0 ); +*/ +function incrnanmvariance( W, mean ) { + var acc; + + if ( arguments.length > 1 ) { + acc = incrmvariance( W, mean ); + } else { + acc = incrmvariance( W ); + } + return accumulator; + + /** + * If provided a value, returns an updated unbiased sample variance. If not provided a value or provided a `NaN` value, returns the current unbiased sample variance. + * + * @private + * @param {number} [x] - input value + * @returns {(number|null)} unbiased sample variance or null + */ + function accumulator( x ) { + if ( arguments.length === 0 || isnan( x ) ) { + return acc(); + } + return acc( x ); + } +} + + +// EXPORTS // + +module.exports = incrnanmvariance; diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/package.json b/lib/node_modules/@stdlib/stats/incr/nanmvariance/package.json new file mode 100644 index 000000000000..4ec4f178a2e1 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/package.json @@ -0,0 +1,76 @@ +{ + "name": "@stdlib/stats/incr/nanmvariance", + "version": "0.0.0", + "description": "Compute a moving unbiased sample variance incrementally, ignoring NaN values.", + "license": "Apache-2.0", + "author": { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + }, + "contributors": [ + { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + } + ], + "main": "./lib", + "directories": { + "benchmark": "./benchmark", + "doc": "./docs", + "example": "./examples", + "lib": "./lib", + "test": "./test" + }, + "types": "./docs/types", + "scripts": {}, + "homepage": "https://github.com/stdlib-js/stdlib", + "repository": { + "type": "git", + "url": "git://github.com/stdlib-js/stdlib.git" + }, + "bugs": { + "url": "https://github.com/stdlib-js/stdlib/issues" + }, + "dependencies": {}, + "devDependencies": {}, + "engines": { + "node": ">=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "mathematics", + "math", + "variance", + "sample", + "sample variance", + "unbiased", + "stdev", + "standard", + "deviation", + "dispersion", + "incremental", + "accumulator", + "moving variance", + "sliding window", + "sliding", + "window", + "moving", + "nan", + "ignore" + ] +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanmvariance/test/test.js b/lib/node_modules/@stdlib/stats/incr/nanmvariance/test/test.js new file mode 100644 index 000000000000..57ebd2104575 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/test/test.js @@ -0,0 +1,531 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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 tape = require( 'tape' ); +var randu = require( '@stdlib/random/base/randu' ); +var abs = require( '@stdlib/math/base/special/abs' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var zeros = require( '@stdlib/array/base/zeros' ); +var incrnanmvariance = require( './../lib' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof incrnanmvariance, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'the function throws an error if not provided a positive integer for the window size', function test( t ) { + var values; + var i; + + values = [ + '5', + -5.0, + 0.0, + 3.14, + true, + null, + void 0, + NaN, + [], + {}, + function noop() {} + ]; + + for ( i = 0; i < values.length; i++ ) { + t.throws( badValue( values[i] ), TypeError, 'throws an error when provided '+values[i] ); + } + t.end(); + + function badValue( value ) { + return function badValue() { + incrnanmvariance( value ); + }; + } +}); + +tape( 'the function throws an error if not provided a positive integer for the window size (known mean)', function test( t ) { + var values; + var i; + + values = [ + '5', + -5.0, + 0.0, + 3.14, + true, + null, + void 0, + NaN, + [], + {}, + function noop() {} + ]; + + for ( i = 0; i < values.length; i++ ) { + t.throws( badValue( values[i] ), TypeError, 'throws an error when provided '+values[i] ); + } + t.end(); + + function badValue( value ) { + return function badValue() { + incrnanmvariance( value, 3.0 ); + }; + } +}); + +tape( 'the function throws an error if not provided a number as the mean value', function test( t ) { + var values; + var i; + + values = [ + '5', + true, + false, + null, + void 0, + [], + {}, + function noop() {} + ]; + + for ( i = 0; i < values.length; i++ ) { + t.throws( badValue( values[i] ), TypeError, 'throws an error when provided '+values[i] ); + } + t.end(); + + function badValue( value ) { + return function badValue() { + incrnanmvariance( 3, value ); + }; + } +}); + +tape( 'the function returns an accumulator function', function test( t ) { + t.strictEqual( typeof incrnanmvariance( 3 ), 'function', 'returns expected value' ); + t.end(); +}); + +tape( 'the function returns an accumulator function (known mean)', function test( t ) { + t.strictEqual( typeof incrnanmvariance( 3, 3.0 ), 'function', 'returns expected value' ); + t.end(); +}); + +tape( 'the accumulator function computes a moving unbiased sample variance incrementally', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ 2.0, 3.0, 4.0, -1.0, 3.0, 1.0 ]; + N = data.length; + + acc = incrnanmvariance( 3 ); + + actual = zeros( N ); + for ( i = 0; i < N; i++ ) { + actual[ i ] = acc( data[ i ] ); + } + expected = [ 0.0, 0.5, 1.0, 7.0, 7.0, 4.0 ]; + + t.deepEqual( actual, expected, 'returns expected incremental results' ); + t.end(); +}); + +tape( 'the accumulator function computes a moving unbiased sample variance incrementally (known mean)', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ 2.0, 3.0, 4.0, -1.0, 3.0, 1.0 ]; + N = data.length; + + acc = incrnanmvariance( 3, 2.0 ); + + actual = zeros( N ); + for ( i = 0; i < N; i++ ) { + actual[ i ] = acc( data[ i ] ); + } + expected = [ + 0.0, + 0.5, + 1.6666666666666667, + 4.666666666666667, + 4.666666666666667, + 3.6666666666666665 + ]; + + t.deepEqual( actual, expected, 'returns expected incremental results' ); + t.end(); +}); + +tape( 'if not provided an input value, the accumulator function returns the current unbiased sample variance', function test( t ) { + var expected; + var actual; + var delta; + var data; + var tol; + var acc; + var i; + + data = [ 2.0, 3.0, 10.0 ]; + acc = incrnanmvariance( 3 ); + for ( i = 0; i < data.length-1; i++ ) { + acc( data[ i ] ); + } + t.strictEqual( acc(), 0.5, 'returns current unbiased sample variance' ); + + acc( data[ data.length-1 ] ); + + expected = 19.0; + actual = acc(); + delta = abs( actual - expected ); + tol = EPS * expected; + + t.strictEqual( delta < tol, true, 'expected: '+expected+'. actual: '+actual+'. tol: '+tol+'. delta: '+delta+'.' ); + t.end(); +}); + +tape( 'if not provided an input value, the accumulator function returns the current unbiased sample variance (known mean)', function test( t ) { + var expected; + var actual; + var delta; + var data; + var tol; + var acc; + var i; + + data = [ 2.0, 3.0, 10.0 ]; + acc = incrnanmvariance( 3, 5.0 ); + for ( i = 0; i < data.length-1; i++ ) { + acc( data[ i ] ); + } + t.strictEqual( acc(), 6.5, 'returns current unbiased sample variance' ); + + acc( data[ data.length-1 ] ); + + expected = 12.666666666666666; + actual = acc(); + delta = abs( actual - expected ); + tol = EPS * expected; + + t.strictEqual( delta < tol, true, 'expected: '+expected+'. actual: '+actual+'. tol: '+tol+'. delta: '+delta+'.' ); + t.end(); +}); + +tape( 'if data has yet to be provided, the accumulator function returns `null`', function test( t ) { + var acc = incrnanmvariance( 3 ); + t.strictEqual( acc(), null, 'returns expected value' ); + t.end(); +}); + +tape( 'if data has yet to be provided, the accumulator function returns `null` (known mean)', function test( t ) { + var acc = incrnanmvariance( 3, 3.0 ); + t.strictEqual( acc(), null, 'returns expected value' ); + t.end(); +}); + +tape( 'if only one datum has been provided and the mean is unknown, the accumulator function returns `0`', function test( t ) { + var acc = incrnanmvariance( 3 ); + acc( 2.0 ); + t.strictEqual( acc(), 0.0, 'returns expected value' ); + t.end(); +}); + +tape( 'if only one datum has been provided and the mean is known, the accumulator function may not return `0`', function test( t ) { + var acc = incrnanmvariance( 3, 30 ); + acc( 2.0 ); + t.notEqual( acc(), 0.0, 'does not return 0' ); + t.end(); +}); + +tape( 'if the window size is `1` and the mean is unknown, the accumulator function always returns `0`', function test( t ) { + var acc; + var s2; + var i; + + acc = incrnanmvariance( 1 ); + for ( i = 0; i < 100; i++ ) { + s2 = acc( randu() * 100.0 ); + t.strictEqual( s2, 0.0, 'returns expected value' ); + } + t.end(); +}); + +tape( 'if the window size is `1` and the mean is known, the accumulator function may not always return `0`', function test( t ) { + var acc; + var s2; + var i; + + acc = incrnanmvariance( 1, 500.0 ); // mean is outside the range of simulated values so the variance should never be zero + for ( i = 0; i < 100; i++ ) { + s2 = acc( randu() * 100.0 ); + t.notEqual( s2, 0.0, 'does not return 0' ); + } + t.end(); +}); + +tape( 'if provided `NaN`, the currently accumulated value is returned (unknown mean)', function test( t ) { + var expected; + var data; + var acc; + var v; + var i; + + acc = incrnanmvariance( 3 ); + + data = [ + NaN, + 3.14, // 3.14 + 3.14, // 3.14, 3.14 + NaN, // 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + 3.14 // 3.14, 3.14, 3.14 + ]; + expected = [ + null, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0 + ]; + for ( i = 0; i < data.length; i++ ) { + v = acc( data[ i ] ); + t.strictEqual( v, expected[ i ], 'returns expected value for window '+i ); + t.strictEqual( acc(), expected[ i ], 'returns expected value for window '+i ); + } + t.end(); +}); + +tape( 'if provided `NaN`, the currently accumulated value is returned (known mean)', function test( t ) { + var expected; + var data; + var acc; + var v; + var i; + + acc = incrnanmvariance( 3, 3.14 ); + + data = [ + NaN, + 3.14, // 3.14 + 3.14, // 3.14, 3.14 + NaN, // 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + 3.14, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + NaN, // 3.14, 3.14, 3.14 + 3.14 // 3.14, 3.14, 3.14 + ]; + expected = [ + null, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0 + ]; + + for ( i = 0; i < data.length; i++ ) { + v = acc( data[ i ] ); + t.strictEqual( v, expected[ i ], 'returns expected value for window '+i ); + t.strictEqual( acc(), expected[ i ], 'returns expected value for window '+i ); + } + t.end(); +}); + +tape( 'if provided `NaN`, the currently accumulated value returned (unknown mean, W=1)', function test( t ) { + var expected; + var data; + var acc; + var v; + var i; + + acc = incrnanmvariance( 1 ); + + data = [ + NaN, + 3.14, + 3.14, + NaN, + 3.14, + 3.14, + 3.14, + NaN, + 3.14, + 3.14, + 3.14, + NaN, + 3.14, + 3.14, + NaN, + NaN, + NaN, + NaN, + 3.14 + ]; + expected = [ + null, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0 + ]; + + for ( i = 0; i < data.length; i++ ) { + v = acc( data[ i ] ); + t.strictEqual( v, expected[ i ], 'returns expected value for window '+i ); + t.strictEqual( acc(), expected[ i ], 'returns expected value for window '+i ); + } + t.end(); +}); + +tape( 'if provided `NaN`, the currently accumulated value returned (known mean)', function test( t ) { + var expected; + var data; + var acc; + var v; + var i; + + acc = incrnanmvariance( 1, 3.14 ); + + data = [ + NaN, + 3.14, + 3.14, + NaN, + 3.14, + 3.14, + 3.14, + NaN, + 3.14, + 3.14, + 3.14, + NaN, + 3.14, + 3.14, + NaN, + NaN, + NaN, + NaN, + 3.14 + ]; + expected = [ + null, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0 + ]; + for ( i = 0; i < data.length; i++ ) { + v = acc( data[ i ] ); + t.strictEqual( v, expected[ i ], 'returns expected value for window '+i ); + t.strictEqual( acc(), expected[ i ], 'returns expected value for window '+i ); + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/incr/nanwmean/benchmark/benchmark.js new file mode 100644 index 000000000000..e50f87db610b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/benchmark/benchmark.js @@ -0,0 +1,70 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2019 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 format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; +var incrnanwmean = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var f; + var i; + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + f = incrnanwmean(); + 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( format( '%s::accumulator', pkg ), function benchmark( b ) { + var acc; + var v; + var i; + + acc = incrnanwmean(); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + v = acc( randu(), 1.0 ); + 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(); +}); diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/repl.txt b/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/repl.txt new file mode 100644 index 000000000000..9bd20c5c64ad --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/repl.txt @@ -0,0 +1,37 @@ +{{alias}}() + Returns an accumulator function which incrementally computes a weighted + arithmetic mean, ignoring `NaN` values. + + If provided arguments, the accumulator function returns an updated weighted + mean. If not provided arguments, the accumulator function returns the + current weighted mean. + + If a value is `NaN`, the accumulator function ignores the value and + maintains the current state. + + The accumulator function accepts two arguments: + + - x: value. + - w: weight. + + Returns + ------- + acc: Function + Accumulator function. + + Examples + -------- + > var accumulator = {{alias}}(); + > var mu = accumulator() + null + > mu = accumulator( 2.0, 1.0 ) + 2.0 + > mu = accumulator( NaN, 1.0 ) + 2.0 + > mu = accumulator( 3.0, 1.0 ) + 2.5 + > mu = accumulator() + 2.5 + + See Also + -------- diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/types/index.d.ts new file mode 100644 index 000000000000..3cf9249c18c0 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/types/index.d.ts @@ -0,0 +1,64 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2019 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 + +/// + +/** +* If provided both arguments, returns an updated weighted arithmetic mean; otherwise, returns the current weighted arithmetic mean. +* +* ## Notes +* +* - 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 w - weight +* @returns weighted arithmetic mean +*/ +type accumulator = ( x?: number, w?: number ) => number | null; + +/** +* Returns an accumulator function which incrementally computes a weighted arithmetic mean. +* +* @returns accumulator function +* +* @example +* var accumulator = incrnanwmean(); +* +* var mu = accumulator(); +* // returns null +* +* mu = accumulator( 2.0, 1.0 ); +* // returns 2.0 +* +* mu = accumulator( 2.0, 0.5 ); +* // returns 2.0 +* +* mu = accumulator( 3.0, 1.5 ); +* // returns 2.5 +* +* mu = accumulator(); +* // returns 2.5 +*/ +declare function incrnanwmean(): accumulator; + + +// EXPORTS // + +export = incrnanwmean; diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/types/test.ts b/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/types/test.ts new file mode 100644 index 000000000000..a6d405af525f --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/docs/types/test.ts @@ -0,0 +1,70 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2019 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. +*/ + +import incrwmean = require( './index' ); + + +// TESTS // + +// The function returns an accumulator function... +{ + incrwmean(); // $ExpectType accumulator +} + +// The compiler throws an error if the function is provided arguments... +{ + incrwmean( '5' ); // $ExpectError + incrwmean( 5 ); // $ExpectError + incrwmean( true ); // $ExpectError + incrwmean( false ); // $ExpectError + incrwmean( null ); // $ExpectError + incrwmean( undefined ); // $ExpectError + incrwmean( [] ); // $ExpectError + incrwmean( {} ); // $ExpectError + incrwmean( ( x: number ): number => x ); // $ExpectError +} + +// The function returns an accumulator function which returns an accumulated result... +{ + const acc = incrwmean(); + + acc(); // $ExpectType number | null + acc( 3.14, 1.0 ); // $ExpectType number | null +} + +// The compiler throws an error if the returned accumulator function is provided invalid arguments... +{ + const acc = incrwmean(); + + acc( '5', 1.0 ); // $ExpectError + acc( true, 1.0 ); // $ExpectError + acc( false, 1.0 ); // $ExpectError + acc( null, 1.0 ); // $ExpectError + acc( [], 1.0 ); // $ExpectError + acc( {}, 1.0 ); // $ExpectError + acc( ( x: number ): number => x, 1.0 ); // $ExpectError + + acc( 3.14, '5' ); // $ExpectError + acc( 3.14, true ); // $ExpectError + acc( 3.14, false ); // $ExpectError + acc( 3.14, null ); // $ExpectError + acc( 3.14, [] ); // $ExpectError + acc( 3.14, {} ); // $ExpectError + acc( 3.14, ( x: number ): number => x ); // $ExpectError +} + diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/examples/index.js b/lib/node_modules/@stdlib/stats/incr/nanwmean/examples/index.js new file mode 100644 index 000000000000..6707465164d2 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/examples/index.js @@ -0,0 +1,41 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2019 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'; + +var randu = require( '@stdlib/random/base/randu' ); +var incrnanwmean = require( './../lib' ); + +var accumulator; +var mu; +var x; +var w; +var i; + +// Initialize an accumulator: +accumulator = incrnanwmean(); + +// For each simulated datum, update the weighted mean... +console.log( '\nValue\tWeight\tWeighted Mean\n' ); +for ( i = 0; i < 100; i++ ) { + x = randu() * 100.0; + w = randu() * 100.0; + mu = accumulator( x, w ); + console.log( '%d\t%d\t%d', x.toFixed( 4 ), w.toFixed( 4 ), mu.toFixed( 4 ) ); +} +console.log( '\nFinal weighted mean: %d\n', accumulator() ); diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/lib/index.js b/lib/node_modules/@stdlib/stats/incr/nanwmean/lib/index.js new file mode 100644 index 000000000000..60b564920f27 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/lib/index.js @@ -0,0 +1,54 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2019 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'; + +/** +* Compute a weighted arithmetic mean incrementally, ignoring NaN parameters. +* +* @module @stdlib/stats/incr/nanwmean +* +* @example +* var incrnanwmean = require( '@stdlib/stats/incr/nanwmean' ); +* +* var accumulator = incrnanwmean(); +* +* var mu = accumulator(); +* // returns null +* +* mu = accumulator( 2.0, 1.0 ); +* // returns 2.0 +* +* mu = accumulator( 2.0, 0.5 ); +* // returns 2.0 +* +* mu = accumulator( 3.0, 1.5 ); +* // returns 2.5 +* +* mu = accumulator(); +* // returns 2.5 +*/ + +// MODULES // + +var main = require( './main.js' ); + + +// EXPORTS // + +module.exports = main; diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/lib/main.js b/lib/node_modules/@stdlib/stats/incr/nanwmean/lib/main.js new file mode 100644 index 000000000000..bb582a4d5022 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/lib/main.js @@ -0,0 +1,120 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2019 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 isnan = require( '@stdlib/math/base/assert/is-nan' ); +var incrwmean = require( '@stdlib/stats/incr/wmean' ); + + +// MAIN // + +/** +* Returns an accumulator function which incrementally computes a weighted arithmetic mean, ignoring `NaN` parameters. +* +* ## Method +* +* - The weighted arithmetic mean is defined as +* +* ```tex +* \mu = \frac{\sum_{i=0}^{n-1} w_i x_i}{\sum_{i=0}^{n-1} w_i} +* ``` +* +* where \\( w_i \\) are the weights. +* +* - The weighted arithmetic mean is equivalent to the simple arithmetic mean when all weights are equal. +* +* ```tex +* \begin{align*} +* \mu &= \frac{\sum_{i=0}^{n-1} w x_i}{\sum_{i=0}^{n-1} w} \\ +* &= \frac{w\sum_{i=0}^{n-1} x_i}{nw} \\ +* &= \frac{1}{n} \sum_{i=0}^{n-1} +* \end{align*} +* ``` +* +* - If the weights are different, then one can view weights either as sample frequencies or as a means to calculate probabilities where \\( p_i = w_i / \sum w_i \\). +* +* - To derive an incremental formula for computing a weighted arithmetic mean, let +* +* ```tex +* W_n = \sum_{i=1}^{n} w_i +* ``` +* +* - Accordingly, +* +* ```tex +* \begin{align*} +* \mu_n &= \frac{1}{W_n} \sum_{i=1}^{n} w_i x_i \\ +* &= \frac{1}{W_n} \biggl(w_n x_n + \sum_{i=1}^{n-1} w_i x_i \biggr) \\ +* &= \frac{1}{W_n} (w_n x_n + W_{n-1} \mu_{n-1}) \\ +* &= \frac{1}{W_n} (w_n x_n + (W_n - w_n) \mu_{n-1}) \\ +* &= \frac{1}{W_n} (W_n \mu_{n-1} + w_n x_n - w_n\mu_{n-1}) \\ +* &= \mu_{n-1} + \frac{w_n}{W_n} (x_n - \mu_{n-1}) +* \end{align*} +* ``` +* +* @returns {Function} accumulator function +* +* @example +* var accumulator = incrnanwmean(); +* +* var mu = accumulator(); +* // returns null +* +* mu = accumulator( 2.0, 1.0 ); +* // returns 2.0 +* +* mu = accumulator( 2.0, 0.5 ); +* // returns 2.0 +* +* mu = accumulator( 3.0, 1.5 ); +* // returns 2.5 +* +* mu = accumulator(); +* // returns 2.5 +*/ +function incrnanwmean() { + var acc = incrwmean(); + + return accumulator; + + /** + * If provided arguments, the accumulator function returns an updated weighted mean. If not provided arguments, the accumulator function returns the current weighted mean. + * + * @private + * @param {number} [x] - value + * @param {number} [w] - weight + * @returns {(number|null)} weighted mean or null + */ + function accumulator( x, w ) { + if ( arguments.length === 0 ) { + return acc(); + } + if ( isnan( x ) || isnan( w ) ) { + return acc(); + } + return acc( x, w ); + } +} + + +// EXPORTS // + +module.exports = incrnanwmean; diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/package.json b/lib/node_modules/@stdlib/stats/incr/nanwmean/package.json new file mode 100644 index 000000000000..7826d734f5f7 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/package.json @@ -0,0 +1,69 @@ +{ + "name": "@stdlib/stats/incr/nanwmean", + "version": "0.0.0", + "description": "Compute a weighted arithmetic mean incrementally, ignoring NaN values.", + "license": "Apache-2.0", + "author": { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + }, + "contributors": [ + { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + } + ], + "main": "./lib", + "directories": { + "benchmark": "./benchmark", + "doc": "./docs", + "example": "./examples", + "lib": "./lib", + "test": "./test" + }, + "types": "./docs/types", + "scripts": {}, + "homepage": "https://github.com/stdlib-js/stdlib", + "repository": { + "type": "git", + "url": "git://github.com/stdlib-js/stdlib.git" + }, + "bugs": { + "url": "https://github.com/stdlib-js/stdlib/issues" + }, + "dependencies": {}, + "devDependencies": {}, + "engines": { + "node": ">=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "mathematics", + "math", + "average", + "avg", + "mean", + "arithmetic mean", + "central tendency", + "incremental", + "accumulator", + "weighted", + "nan", + "ignore" + ] +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/test/fixtures/python/data.json b/lib/node_modules/@stdlib/stats/incr/nanwmean/test/fixtures/python/data.json new file mode 100644 index 000000000000..9a1cc4fb45a4 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/test/fixtures/python/data.json @@ -0,0 +1 @@ +[{"step": 1, "x": 3.0471707975443136, "w": 3.9559294497604784, "mean": 3.0471707975443136}, {"step": 2, "x": -10.399841062404956, "w": 3.3577691973009576, "mean": -3.126444550583255}, {"step": 3, "x": 7.5045119580645725, "w": 3.555310355269042, "mean": 0.3509975744077484}, {"step": 4, "x": 9.405647163912139, "w": 3.925572252007643, "mean": 2.753544869877046}, {"step": 5, "x": -19.510351886538363, "w": 2.348687300137866, "mean": -0.2966862687887889}, {"step": 6, "x": -13.021795068623181, "w": 2.88683186016918, "mean": -2.1306885327326004}, {"step": 7, "x": 1.2784040316728538, 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"mean": 1.9371486375865798}] diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/test/fixtures/python/runner.py b/lib/node_modules/@stdlib/stats/incr/nanwmean/test/fixtures/python/runner.py new file mode 100644 index 000000000000..2540b53c5af5 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/test/fixtures/python/runner.py @@ -0,0 +1,88 @@ +#!/usr/bin/env python +# +# @license Apache-2.0 +# +# Copyright (c) 2026 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. + +"""Generate fixtures.""" + +import os +import json +import numpy as np + +# Get the file path: +FILE = os.path.realpath(__file__) + +# Extract the directory in which this file resides: +DIR = os.path.dirname(FILE) + + +def gen(n, seed, name): + """Generate fixture data and write to file. + + # Arguments + + * `n`: number of samples + * `seed`: random number generator seed + * `name::str`: output filename + + # Examples + + ``` python + python> gen(50, 42, './data.json') + ``` + """ + # Initialize random number generator for reproducibility: + rng = np.random.default_rng(seed) + + # Generate data: + x = rng.normal(loc=0.0, scale=10.0, size=n) + w = rng.uniform(0.1, 5.0, size=n) + + # Store data to be written to file as a list of records: + records = [] + + for k in range(1, n + 1): + x_vals = x[:k] + w_vals = w[:k] + + weighted_mean = np.average(x_vals, weights=w_vals) + + records.append({ + "step": k, + "x": float(x[k - 1]), + "w": float(w[k - 1]), + "mean": float(weighted_mean) + }) + + # Based on the script directory, create an output filepath: + filepath = os.path.join(DIR, name) + + # Write the data to the output filepath as JSON: + with open(filepath, "w", encoding="utf-8") as outfile: + json.dump(records, outfile) + + # Include trailing newline: + with open(filepath, "a", encoding="utf-8") as outfile: + outfile.write("\n") + + +def main(): + """Generate fixture data.""" + gen(50, 42, "data.json") + + +if __name__ == "__main__": + main() diff --git a/lib/node_modules/@stdlib/stats/incr/nanwmean/test/test.js b/lib/node_modules/@stdlib/stats/incr/nanwmean/test/test.js new file mode 100644 index 000000000000..97affe57155c --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanwmean/test/test.js @@ -0,0 +1,120 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2019 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 tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var incrnanwmean = require( './../lib' ); + + +// FIXTURES // + +var data = require( './fixtures/python/data.json' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof incrnanwmean, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'the function returns an accumulator function', function test( t ) { + t.strictEqual( typeof incrnanwmean(), 'function', 'returns expected value' ); + t.end(); +}); + +tape( 'the initial accumulated value is `null`', function test( t ) { + var acc = incrnanwmean(); + t.strictEqual( acc(), null, 'returns expected value' ); + t.end(); +}); + +tape( 'the accumulator function incrementally computes a weighted arithmetic mean', function test( t ) { + var expected; + var actual; + var acc; + var N; + var x; + var w; + var i; + + N = data.length; + + acc = incrnanwmean(); + + for ( i = 0; i < N; i++ ) { + x = data[ i ].x; + w = data[ i ].w; + expected = data[ i ].mean; + actual = acc( x, w ); + t.strictEqual( isAlmostSameValue( actual, expected, 150.0 ), true, 'within tolerance. x: ' + x + '. w: ' + w + '. Value: ' + actual + '. Expected: ' + expected + '.' ); + } + t.end(); +}); + +tape( 'if not provided arguments, the accumulator function returns the current weighted mean', function test( t ) { + var acc; + var N; + var i; + + N = data.length; + acc = incrnanwmean(); + for ( i = 0; i < N; i++ ) { + acc( data[ i ].x, data[ i ].w ); + } + t.strictEqual( isAlmostSameValue( acc(), data[ N - 1 ].mean, 150.0 ), true, 'returns the current accumulated mean' ); + t.end(); +}); + +tape( 'the accumulator function incrementally computes a weighted arithmetic mean, ignoring NaN values', function test( t ) { + var acc = incrnanwmean(); + + t.strictEqual( acc( 2.0, 1.0 ), 2.0, 'returns 2.0' ); + t.strictEqual( acc( NaN, 1.0 ), 2.0, 'ignores NaN, returns 2.0' ); + t.strictEqual( acc( 3.0, 1.0 ), 2.5, 'returns 2.5' ); + t.strictEqual( acc(), 2.5, 'returns 2.5' ); + t.end(); +}); + +tape( 'if not provided a weight, the accumulator function returns `NaN`', function test( t ) { + var acc = incrnanwmean(); + t.strictEqual( isnan( acc( 2.0 ) ), true, 'returns expected value' ); + t.strictEqual( isnan( acc( 3.14 ) ), true, 'returns expected value' ); + t.end(); +}); + +tape( 'if provided `NaN` for either a value or a weight, the accumulator function returns `NaN`', function test( t ) { + var acc = incrnanwmean(); + t.strictEqual( acc( 2.0, NaN ), null, 'returns expected value' ); + t.strictEqual( acc( 3.14, NaN ), null, 'returns expected value' ); + + acc = incrnanwmean(); + t.strictEqual( acc( NaN, 1.0 ), null, 'returns expected value' ); + t.strictEqual( acc( NaN, 1.0 ), null, 'returns expected value' ); + + acc = incrnanwmean(); + t.strictEqual( acc( NaN, NaN ), null, 'returns expected value' ); + t.strictEqual( acc( NaN, NaN ), null, 'returns expected value' ); + t.end(); +});