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    0.0.7 • Public • Published

    incrpcorr

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    Compute a sample Pearson product-moment correlation coefficient incrementally.

    The Pearson product-moment correlation coefficient between random variables X and Y is defined as

    Equation for the Pearson product-moment correlation coefficient.

    where the numerator is the covariance and the denominator is the product of the respective standard deviations.

    For a sample of size n, the sample Pearson product-moment correlation coefficient is defined as

    Equation for the sample Pearson product-moment correlation coefficient.

    Installation

    npm install @stdlib/stats-incr-pcorr

    Usage

    var incrpcorr = require( '@stdlib/stats-incr-pcorr' );

    incrpcorr( [mx, my] )

    Returns an accumulator function which incrementally computes a sample Pearson product-moment correlation coefficient.

    var accumulator = incrpcorr();

    If the means are already known, provide mx and my arguments.

    var accumulator = incrpcorr( 3.0, -5.5 );

    accumulator( [x, y] )

    If provided input value x and y, the accumulator function returns an updated sample correlation coefficient. If not provided input values x and y, the accumulator function returns the current sample correlation coefficient.

    var accumulator = incrpcorr();
    
    var v = accumulator( 2.0, 1.0 );
    // returns 0.0
    
    v = accumulator( 1.0, -5.0 );
    // returns 1.0
    
    v = accumulator( 3.0, 3.14 );
    // returns ~0.965
    
    v = accumulator();
    // returns ~0.965

    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 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 incrpcorr = require( '@stdlib/stats-incr-pcorr' );
    
    var accumulator;
    var x;
    var y;
    var i;
    
    // Initialize an accumulator:
    accumulator = incrpcorr();
    
    // For each simulated datum, update the sample correlation coefficient...
    for ( i = 0; i < 100; i++ ) {
        x = randu() * 100.0;
        y = randu() * 100.0;
        accumulator( x, y );
    }
    console.log( accumulator() );

    See Also


    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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-incr-pcorr

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    158

    Version

    0.0.7

    License

    Apache-2.0

    Unpacked Size

    68.8 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser