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Feat/stats incr nanmpcorr #6155
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Coverage Report
The above coverage report was generated for the changes in this PR. |
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Resolves #5600 .
Description
This pull request is a thin wrapper around the existing @stdlib/stats/incr/mpcorr package. Unlike how NaN values are handled in mpcorr, where the entire window will be invalidated when a NaN is encountered - this new wrapper intercepts any update containing a NaN and skips it.(i.e. when a NaN is passed, the accumulator does not update its state and continues to return the last valid correlation value.)
This pull request:

test coverage:
example( sliding window size: 3 )

benchmarks:

Related Issues
This pull request:
stats/incr/nanmpcorr
#5600Questions
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