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..bbd26e113aee --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/README.md @@ -0,0 +1,190 @@ + + +# nanmvariance + +> 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}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2 +``` + + + + + +where `n` is the number of non-`NaN` values in the window, and `\bar{x}` is the arithmetic mean of the non-`NaN` values. + +
+ + + +
+ +## 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], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [unbiased sample variance][sample-variance]. + +```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`, 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( NaN ); // [2.0, NaN] +// returns 0.0 + +s2 = accumulator( -5.0 ); // [2.0, NaN, -5.0] +// returns 24.5 + +// Window begins sliding... +s2 = accumulator( 3.0 ); // [NaN, -5.0, 3.0] +// returns 19.0 + +s2 = accumulator( NaN ); // [-5.0, 3.0, NaN] +// returns 19.0 + +s2 = accumulator(); +// returns 19.0 +``` + +
+ + + +
+ +## Notes + +- 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. +- NaN input values are ignored. If the window contains only NaN values, the variance is calculated as if the window were empty. +- 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 non-NaN values. +- The implementation uses [Welford's algorithm][welford-algorithm]. + +
+ + + +
+ +## 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... +console.log( '\nValue\tSample Variance\n' ); +for ( i = 0; i < 100; i++ ) { + if ( randu() < 0.2 ) { + v = NaN; + } else { + v = randu() * 100.0; + } + console.log( '%d\t%d', v.toFixed( 4 ), accumulator( v ).toFixed( 4 ) ); +} +console.log( '\nFinal variance: %d\n', 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..b9942a1c2a44 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/benchmark/benchmark.js @@ -0,0 +1,113 @@ +/** +* @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 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( pkg+'::accumulator', 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( pkg+'::accumulator,NaN', function benchmark( b ) { + var acc; + var v; + var i; + + acc = incrnanmvariance( 5 ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + v = acc( NaN ); + 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 = 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/img/equation_unbiased_sample_variance.svg b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/img/equation_unbiased_sample_variance.svg new file mode 100644 index 000000000000..f4722f986a70 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/img/equation_unbiased_sample_variance.svg @@ -0,0 +1,61 @@ + +s squared equals StartFraction 1 Over upper W minus 1 EndFraction sigma-summation Underscript i equals 0 Overscript upper W minus 1 Endscripts left-parenthesis x Subscript i Baseline minus x overbar right-parenthesis squared + + + \ No newline at end of file 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..53a1168e5604 --- /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, the accumulator function + returns the current moving unbiased sample variance. + + NaN input values are ignored. If the window contains only NaN values, the + variance is calculated as if the window were empty. + + 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 non-NaN 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( NaN ) + 0.0 + > s2 = accumulator( -5.0 ) + 24.5 + > s2 = accumulator( 3.0 ) + 19.0 + > s2 = accumulator( NaN ) + 19.0 + > s2 = accumulator() + 19.0 + + 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..58ce6ae03a8e --- /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) 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. +*/ + +// 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`, the value is ignored. +* - If the window contains only `NaN` values, the returned value is calculated as if the window were empty. +* +* @param x - value +* @returns unbiased sample variance or null +*/ +type accumulator = ( x?: number ) => number | null; + +/** +* Returns an accumulator function which incrementally computes a moving unbiased sample variance, ignoring NaN values. +* +* @param W - window size +* @param mean - mean value +* @throws first argument must be a positive integer +* @throws second argument must be a number +* @returns accumulator function +* +* @example +* var accumulator = incrnanmvariance( 3 ); +* +* var s2 = accumulator(); +* // returns null +* +* s2 = accumulator( 2.0 ); +* // returns 0.0 +* +* s2 = accumulator( NaN ); +* // returns 0.0 +* +* s2 = accumulator( -5.0 ); +* // returns 24.5 +* +* s2 = accumulator( 3.0 ); +* // returns 19.0 +* +* s2 = accumulator( NaN ); +* // returns 19.0 +* +* s2 = accumulator(); +* // returns 19.0 +* +* @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..892fd279deeb --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/docs/types/test.ts @@ -0,0 +1,80 @@ +/* +* @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. +*/ + +import incrnanmvariance from './index'; + + +// TESTS // + +// The function returns an accumulator function... +{ + incrnanmvariance( 3 ); // $ExpectType accumulator + incrnanmvariance( 3, 0.5 ); // $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( undefined ); // $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 + incrnanmvariance( 3, true ); // $ExpectError + incrnanmvariance( 3, false ); // $ExpectError + incrnanmvariance( 3, null ); // $ExpectError + incrnanmvariance( 3, undefined ); // $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 unsupported number of arguments... +{ + incrnanmvariance(); // $ExpectError + incrnanmvariance( 3, 0.5, 78 ); // $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 + acc( NaN ); // $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..a6ce1c005675 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/examples/index.js @@ -0,0 +1,43 @@ +/** +* @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'; + +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... +console.log( '\nValue\tSample Variance\n' ); +for ( i = 0; i < 100; i++ ) { + if ( randu() < 0.2 ) { + v = NaN; + } else { + v = randu() * 100.0; + } + s2 = accumulator( v ); + console.log('%s\t%s', v.toString(), (s2 === null) ? 'null' : s2.toFixed(4)); +} +console.log( '\nFinal variance: %d\n', accumulator() ); 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..e942bb4b3f81 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/index.js @@ -0,0 +1,61 @@ +/** +* @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'; + +/** +* Compute a moving unbiased sample variance incrementally, ignoring NaN values. +* +* @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( NaN ); +* // returns 0.0 +* +* s2 = accumulator( -5.0 ); +* // returns 24.5 +* +* s2 = accumulator( 3.0 ); +* // returns 19.0 +* +* s2 = accumulator( NaN ); +* // returns 19.0 +* +* s2 = accumulator(); +* // returns 19.0 +*/ + + +// 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..173282630f3e --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/lib/main.js @@ -0,0 +1,95 @@ +/** +* @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 isnan = require( '@stdlib/math/base/assert/is-nan' ); +var incrmvariance = require( '@stdlib/stats/incr/mvariance' ); + + +// 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( NaN ); +* // returns 0.0 +* +* s2 = accumulator( -5.0 ); +* // returns 24.5 +* +* s2 = accumulator( 3.0 ); +* // returns 19.0 +* +* s2 = accumulator( NaN ); +* // returns 19.0 +* +* s2 = accumulator(); +* // returns 19.0 +* +* @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, the accumulator function returns an updated unbiased sample variance, ignoring NaN values. If not provided a value, the accumulator function 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 ) { + return acc(); + } + if ( 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..76e5961d8d8d --- /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", + "ignoring nan" + ] +} 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..d5783e4ed5b3 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmvariance/test/test.js @@ -0,0 +1,351 @@ +/** +* @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 tape = require( 'tape' ); +var abs = require( '@stdlib/math/base/special/abs' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +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 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.equal( typeof incrnanmvariance( 3 ), 'function', 'returns a function' ); + t.end(); +}); + +tape( 'the function returns an accumulator function (known mean)', function test( t ) { + t.equal( typeof incrnanmvariance( 3, 3.0 ), 'function', 'returns a function' ); + t.end(); +}); + +tape( 'the initial accumulated value is `null`', function test( t ) { + var acc = incrnanmvariance( 3 ); + t.equal( acc(), null, 'returns null' ); + t.end(); +}); + +tape( 'the initial accumulated value is `null` (known mean)', function test( t ) { + var acc = incrnanmvariance( 3, 3.0 ); + t.equal( acc(), null, 'returns null' ); + t.end(); +}); + +tape( 'the accumulator function incrementally computes a moving variance (known mean)', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ 2.0, 3.0, 4.0, NaN, 5.0, 6.0, 7.0, 8.0, NaN, 10.0 ]; + N = data.length; + + acc = incrnanmvariance( 3, 4.5 ); + + expected = [ + 6.25, + 4.25, + 2.9166666666666665, + 2.9166666666666665, + 0.9166666666666666, + 0.9166666666666666, + 2.9166666666666665, + 6.916666666666667, + 6.916666666666667, + 16.25 + ]; + + actual = []; + for ( i = 0; i < N; i++ ) { + actual.push( acc( data[ i ] ) ); + } + t.deepEqual( actual, expected, 'returns expected incremental results' ); + + // Test when a NaN is added to a full window and then is replaced: + acc = incrnanmvariance( 3, 4.5 ); + for ( i = 0; i < 3; i++ ) { + acc( 4.5 ); // fill with mean value to get zero variance + } + + // Add NaN (shouldn't change variance): + t.equal( acc( NaN ), 0.0, 'returns expected value' ); + + // Replace NaN with a value (should affect variance): + t.equal( acc( 10.0 ), 10.083333333333334, 'returns expected value' ); + + t.end(); +}); + +tape( 'the accumulator function incrementally computes a moving variance (unknown mean)', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ 2.0, 3.0, 4.0, NaN, 5.0, 6.0, 7.0, 8.0, NaN, 10.0 ]; + N = data.length; + + acc = incrnanmvariance( 3 ); + + expected = [ + 0.0, // only one value + 0.5, // only two values + 1.0, // three values: full window + 1.0, // NaN is ignored, previous values persist + 1.0, // full window + 1.0, // full window + 1.0, // full window + 1.0, // full window + 1.0, // NaN is ignored, previous values persist + 2.333333333333332 // full window: 8.0, NaN, 10.0 (NaN ignored) + ]; + + actual = []; + for ( i = 0; i < N; i++ ) { + actual.push( acc( data[ i ] ) ); + + // Account for floating-point errors: + if ( abs( actual[i] - expected[i] ) < EPS ) { + actual[ i ] = expected[ i ]; + } + } + t.deepEqual( actual, expected, 'returns expected incremental results' ); + + // Test when a NaN is added to a full window and then is replaced: + acc = incrnanmvariance( 3 ); + for ( i = 0; i < 3; i++ ) { + acc( 4.0 ); // Fill with identical values + } + + // Should have zero variance: + t.equal( acc(), 0.0, 'returns expected value' ); + + // Add NaN (shouldn't change variance): + t.equal( acc( NaN ), 0.0, 'returns expected value' ); + + // Replace NaN with a value (should affect variance): + t.equal( acc( 10.0 ), 12.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'if not provided an input value, the accumulator function returns the current variance', function test( t ) { + var acc = incrnanmvariance( 3 ); + var v; + + v = acc(); + t.equal( v, null, 'returns null' ); + + acc( 2.0 ); + acc( 3.0 ); + acc( 7.0 ); + + v = acc(); + t.equal( v, 7.0, 'returns the current variance' ); + + t.end(); +}); + +tape( 'if data has yet to be provided, the accumulator function returns `null`', function test( t ) { + var acc = incrnanmvariance( 3 ); + t.equal( acc(), null, 'returns null' ); + t.end(); +}); + +tape( 'if only one value has been provided, the accumulator function returns a variance equal to 0', function test( t ) { + var acc = incrnanmvariance( 3 ); + acc( 2.0 ); + t.equal( acc(), 0.0, 'returns 0' ); + t.end(); +}); + +tape( 'if only one value has been provided, the accumulator function returns a variance equal to 0 (known mean)', function test( t ) { + var acc = incrnanmvariance( 3, 3.0 ); + acc( 2.0 ); + t.equal( acc(), (2.0-3.0)*(2.0-3.0), 'returns (2.0-3.0)^2' ); + t.end(); +}); + +tape( 'if the window size is one, the accumulator function always returns a variance of 0 (unknown mean)', function test( t ) { + var acc = incrnanmvariance( 1 ); + + acc( 2.0 ); + t.equal( acc(), 0.0, 'returns 0' ); + + acc( 3.0 ); + t.equal( acc(), 0.0, 'returns 0' ); + + acc( 4.0 ); + t.equal( acc(), 0.0, 'returns 0' ); + + acc( NaN ); + t.equal( acc(), 0.0, 'returns 0' ); + + acc( 5.0 ); + t.equal( acc(), 0.0, 'returns 0' ); + + t.end(); +}); + +tape( 'if the window size is one, the accumulator function always returns the squared difference between the current value and the mean (known mean)', function test( t ) { + var acc = incrnanmvariance( 1, 3.0 ); + + acc( 2.0 ); + t.equal( acc(), 1.0, 'returns (2.0-3.0)^2 = 1.0' ); + + acc( 3.0 ); + t.equal( acc(), 0.0, 'returns (3.0-3.0)^2 = 0.0' ); + + acc( 4.0 ); + t.equal( acc(), 1.0, 'returns (4.0-3.0)^2 = 1.0' ); + + acc( NaN ); + t.equal( acc(), 1.0, 'returns (4.0-3.0)^2 = 1.0 (NaN ignored)' ); + + acc( 5.0 ); + t.equal( acc(), 4.0, 'returns (5.0-3.0)^2 = 4.0' ); + + t.end(); +}); + +tape( 'the accumulator function correctly handles NaN values (unknown mean)', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ NaN, NaN, NaN, NaN, NaN ]; + N = data.length; + + expected = [ null ]; + for ( i = 1; i < N; i++ ) { + expected.push( null ); + } + + acc = incrnanmvariance( 3 ); + + actual = []; + for ( i = 0; i < N; i++ ) { + actual.push( acc( data[ i ] ) ); + } + t.deepEqual( actual, expected, 'returns expected incremental results' ); + t.equal( acc(), null, 'returns null' ); + + t.end(); +}); + +tape( 'the accumulator function correctly handles NaN values (known mean)', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ NaN, NaN, NaN, NaN, NaN ]; + N = data.length; + + expected = [ null ]; + for ( i = 1; i < N; i++ ) { + expected.push( null ); + } + + acc = incrnanmvariance( 3, 3.0 ); + + actual = []; + for ( i = 0; i < N; i++ ) { + actual.push( acc( data[ i ] ) ); + } + t.deepEqual( actual, expected, 'returns expected incremental results' ); + t.equal( acc(), null, 'returns null' ); + + t.end(); +});