stdlib-js · coehemang · Mar 22, 2025 · Apr 16, 2025 · Apr 22, 2025 · Apr 25, 2025
diff --git a/lib/node_modules/@stdlib/stats/incr/nanmstdev/README.md b/lib/node_modules/@stdlib/stats/incr/nanmstdev/README.md
@@ -0,0 +1,193 @@
+<!--
+
+@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.
+
+-->
+
+# incrnanmstdev
+
+> Compute a moving [corrected sample standard deviation][standard-deviation] incrementally, ignoring NaN values.
+
+<section class="intro">
+
+For a window of size `W`, the [corrected sample standard deviation][standard-deviation] is defined as
+
+<!-- <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."> -->
+
+```math
+s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}
+```
+
+<!-- <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@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/mstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation.">
+    <br>
+</div> -->
+
+<!-- </equation> -->
+
+</section>
+
+<!-- /.intro -->
+
+<section class="usage">
+
+## Usage
+
+```javascript
+var incrnanmstdev = require( '@stdlib/stats/incr/nanmstdev' );
+```
+
+#### incrnanmstdev( window\[, mean] )
+
+Returns an accumulator `function` which incrementally computes a moving [corrected sample standard deviation][standard-deviation], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [corrected sample standard deviation][standard-deviation].
+
+```javascript
+var accumulator = incrnanmstdev( 3 );
+```
+
+If the mean is already known, provide a `mean` argument.
+
+```javascript
+var accumulator = incrnanmstdev( 3, 5.0 );
+```
+
+#### accumulator( \[x] )
+
+If provided an input value `x`, the accumulator function returns an updated [corrected sample standard deviation][standard-deviation]. If not provided an input value `x`, the accumulator function returns the current [corrected sample standard deviation][standard-deviation]. If provided `NaN`, the accumulator function ignores the value and returns the current [corrected sample standard deviation][standard-deviation] without updating the window.
+
+```javascript
+var accumulator = incrnanmstdev( 3 );
+
+var s = accumulator();
+// returns null
+
+// Fill the window with non-NaN values...
+s = accumulator( 2.0 ); // [2.0]
+// returns 0.0
+
+s = accumulator( NaN ); // [2.0]
+// returns 0.0
+
+s = accumulator( 3.0 ); // [2.0, 3.0]
+// returns ~0.7071
+
+s = accumulator( 5.0 ); // [2.0, 3.0, 5.0]
+// returns ~1.53
+
+// Window begins sliding...
+s = accumulator( -7.0 ); // [3.0, 5.0, -7.0]
+// returns ~6.43
+
+s = accumulator( NaN ); // [3.0, 5.0, -7.0]
+// returns ~6.43
+
+s = accumulator( -5.0 ); // [5.0, -7.0, -5.0]
+// returns ~6.43
+
+s = accumulator();
+// returns ~6.43
+```
+
+</section>
+
+<!-- /.usage -->
+
+<section class="notes">
+
+## Notes
+
+-   Input values are **not** type checked. If provided `NaN`, the value is ignored and the accumulator function returns the current [corrected sample standard deviation][standard-deviation] without updating the window. 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 (excluding NaN values).
+
+</section>
+
+<!-- /.notes -->
+
+<section class="examples">
+
+## Examples
+
+<!-- eslint no-undef: "error" -->
+
+```javascript
+var randu = require( '@stdlib/random/base/randu' );
+var incrnanmstdev = require( '@stdlib/stats/incr/nanmstdev' );
+
+var accumulator;
+var v;
+var i;
+
+// Initialize an accumulator:
+accumulator = incrnanmstdev( 5 );
+
+// For each simulated datum, update the moving corrected sample standard deviation...
+for ( i = 0; i < 100; i++ ) {
+    if ( randu() < 0.2 ) {
+        v = NaN;
+    } else {
+        v = 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/mstdev`][@stdlib/stats/incr/mstdev]</span><span class="delimiter">: </span><span class="description">compute a moving 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 arietic mean incrementally, iging NaN values.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/msummary`][@stdlib/stats/incr/msummary]</span><span class="delimiter">: </span><span class="description">compute a moving statistical summary incrementally, ignoring NaN values.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/mvariance`][@stdlib/stats/incr/mvariance]</span><span class="delimiter">: </span><span class="description">compute a moving unbiased sample variance incrementally, ignoring NaN values.</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, ignoring NaN values.</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">
+
+[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation
+
+<!-- <related-links> -->
+
+[@stdlib/stats/incr/mstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mstdev
+
+[@stdlib/stats/incr/mmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmean
+
+[@stdlib/stats/incr/msummary]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/msummary
+
+[@stdlib/stats/incr/mvariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mvariance
+
+[@stdlib/stats/incr/stdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/stdev
+
+<!-- </related-links> -->
+
+</section>
+
+<!-- /.links -->
diff --git a/lib/node_modules/@stdlib/stats/incr/nanmstdev/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/incr/nanmstdev/benchmark/benchmark.js
@@ -0,0 +1,91 @@
+/**
+* @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 incrnanmstdev = require( './../lib' );
+
+
+// MAIN //
+
+bench( pkg, function benchmark( b ) {
+	var f;
+	var i;
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		f = incrnanmstdev( (i%5)+1 );
+		if ( typeof f !== 'function' ) {
+			b.fail( 'should return a function' );
+		}
+	}
+	b.toc();
+	if ( typeof f !== 'function' ) {
+		b.fail( 'should return a function' );
+	}
+	b.pass( 'benchmark finished' );
+	b.end();
+});
+
+bench( pkg+'::accumulator', function benchmark( b ) {
+	var acc;
+	var v;
+	var i;
+
+	acc = incrnanmstdev( 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( pkg+'::accumulator,known_mean', function benchmark( b ) {
+	var acc;
+	var v;
+	var i;
+
+	acc = incrnanmstdev( 5, 3.0 );
+
+	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/.../stats/incr/nanmstdev/docs/img/equation_corrected_sample_standard_deviation.svg b/.../stats/incr/nanmstdev/docs/img/equation_corrected_sample_standard_deviation.svg