@stdlib/stats-incr-meanstdev

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incrmeanstdev

Compute an arithmetic mean and a corrected sample standard deviation incrementally.

The arithmetic mean is defined as

-->

and the corrected sample standard deviation is defined as

Installation

npm install @stdlib/stats-incr-meanstdev

Usage

var incrmeanstdev = require( '@stdlib/stats-incr-meanstdev' );

incrmeanstdev( [out] )

Returns an accumulator function which incrementally computes an arithmetic mean and corrected sample standard deviation.

var accumulator = incrmeanstdev();

By default, the returned accumulator function returns the accumulated values as a two-element array. To avoid unnecessary memory allocation, the function supports providing an output (destination) object.

var Float64Array = require( '@stdlib/array-float64' );

var accumulator = incrmeanstdev( new Float64Array( 2 ) );

accumulator( [x] )

If provided an input value x, the accumulator function returns updated accumulated values. If not provided an input value x, the accumulator function returns the current accumulated values.

var accumulator = incrmeanstdev();

var ms = accumulator();
// returns null

ms = accumulator( 2.0 );
// returns [ 2.0, 0.0 ]

ms = accumulator( 1.0 );
// returns [ 1.5, ~0.71 ]

ms = accumulator( 3.0 );
// returns [ 2.0, 1.0 ]

ms = accumulator( -7.0 );
// returns [ -0.25, ~4.57 ]

ms = accumulator( -5.0 );
// returns [ -1.2, ~4.49 ]

ms = accumulator();
// returns [ -1.2, ~4.49 ]

Notes

• Input values are not type checked. If provided NaN, the accumulated values are equal to NaN for all 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.

Examples

var randu = require( '@stdlib/random-base-randu' );
var Float64Array = require( '@stdlib/array-float64' );
var ArrayBuffer = require( '@stdlib/array-buffer' );
var incrmeanstdev = require( '@stdlib/stats-incr-meanstdev' );

var offset;
var acc;
var buf;
var out;
var ms;
var N;
var v;
var i;
var j;

// Define the number of accumulators:
N = 5;

// Create an array buffer for storing accumulator output:
buf = new ArrayBuffer( N*2*8 ); // 8 bytes per element

// Initialize accumulators:
acc = [];
for ( i = 0; i < N; i++ ) {
    // Compute the byte offset:
    offset = i * 2 * 8; // stride=2, bytes_per_element=8

    // Create a new view for storing accumulated values:
    out = new Float64Array( buf, offset, 2 );

    // Initialize an accumulator which will write results to the view:
    acc.push( incrmeanstdev( out ) );
}

// Simulate data and update the sample means and standard deviations...
for ( i = 0; i < 100; i++ ) {
    for ( j = 0; j < N; j++ ) {
        v = randu() * 100.0 * (j+1);
        acc[ j ]( v );
    }
}

// Print the final results:
console.log( 'Mean\tStDev' );
for ( i = 0; i < N; i++ ) {
    ms = acc[ i ]();
    console.log( '%d\t%d', ms[ 0 ].toFixed( 3 ), ms[ 1 ].toFixed( 3 ) );
}

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See Also

• @stdlib/stats-incr/mean: compute an arithmetic mean incrementally.
• @stdlib/stats-incr/meanvar: compute an arithmetic mean and unbiased sample variance incrementally.
• @stdlib/stats-incr/mmeanstdev: compute a moving arithmetic mean and corrected sample standard deviation incrementally.
• @stdlib/stats-incr/stdev: compute a corrected sample standard deviation incrementally.

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Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.