time-to-botec/js/node_modules/@stdlib/stats/incr/meanstdev/README.md

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@license Apache-2.0
Copyright (c) 2018 The Stdlib Authors.
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you may not use this file except in compliance with the License.
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# incrmeanstdev
> Compute an [arithmetic mean][arithmetic-mean] and a [corrected sample standard deviation][sample-stdev] incrementally.
<section class="intro">
The [arithmetic mean][arithmetic-mean] is defined as
<!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the arithmetic mean."> -->
<div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@5ca648efa8739942a21b07ad7df1947cdd01b662/lib/node_modules/@stdlib/stats/incr/meanstdev/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
<br>
</div>
<!-- </equation> -->
and the [corrected sample standard deviation][sample-stdev] is defined as
<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> -->
<div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@5ca648efa8739942a21b07ad7df1947cdd01b662/lib/node_modules/@stdlib/stats/incr/meanstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation.">
<br>
</div>
<!-- </equation> -->
<section class="usage">
## Usage
```javascript
var incrmeanstdev = require( '@stdlib/stats/incr/meanstdev' );
```
#### incrmeanstdev( \[out] )
Returns an accumulator `function` which incrementally computes an [arithmetic mean][arithmetic-mean] and [corrected sample standard deviation][sample-stdev].
```javascript
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.
```javascript
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.
```javascript
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 ]
```
</section>
<!-- /.usage -->
<section class="notes">
## 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.
</section>
<!-- /.notes -->
<section class="examples">
## Examples
<!-- eslint no-undef: "error" -->
```javascript
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 ) );
}
```
</section>
<!-- /.examples -->
<section class="links">
[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
[sample-stdev]: https://en.wikipedia.org/wiki/Standard_deviation
</section>
<!-- /.links -->