/** * @license Apache-2.0 * * Copyright (c) 2018 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 an unbiased sample covariance matrix incrementally. * * @module @stdlib/stats/incr/covmat * * @example * var Float64Array = require( '@stdlib/array/float64' ); * var ndarray = require( '@stdlib/ndarray/ctor' ); * var incrcovmat = require( '@stdlib/stats/incr/covmat' ); * * // Create an output covariance matrix: * var buffer = new Float64Array( 4 ); * var shape = [ 2, 2 ]; * var strides = [ 2, 1 ]; * var offset = 0; * var order = 'row-major'; * * var cov = ndarray( 'float64', buffer, shape, strides, offset, order ); * * // Create a covariance matrix accumulator: * var accumulator = incrcovmat( cov ); * * var out = accumulator(); * // returns null * * // Create a data vector: * buffer = new Float64Array( 2 ); * shape = [ 2 ]; * strides = [ 1 ]; * * var vec = ndarray( 'float64', buffer, shape, strides, offset, order ); * * // Provide data to the accumulator: * vec.set( 0, 2.0 ); * vec.set( 1, 1.0 ); * * out = accumulator( vec ); * // returns * * var bool = ( out === cov ); * // returns true * * vec.set( 0, -5.0 ); * vec.set( 1, 3.14 ); * * out = accumulator( vec ); * // returns * * // Retrieve the covariance matrix: * out = accumulator(); * // returns */ // MODULES // var incrcovmat = require( './main.js' ); // EXPORTS // module.exports = incrcovmat;