@stdlib/stats
Version:
Standard library statistical functions.
99 lines (88 loc) • 2.63 kB
JavaScript
/**
* @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.
*/
;
// MODULES //
var isNumber = require( '@stdlib/assert/is-number' ).isPrimitive;
var incrpcorr = require( './../../../incr/pcorr' );
var abs = require( '@stdlib/math/base/special/abs' );
var format = require( '@stdlib/string/format' );
// MAIN //
/**
* Returns an accumulator function which incrementally computes a sample absolute Pearson product-moment correlation coefficient.
*
* @param {number} [meanx] - mean value
* @param {number} [meany] - mean value
* @throws {TypeError} first argument must be a number
* @throws {TypeError} second argument must be a number
* @returns {Function} accumulator function
*
* @example
* var accumulator = incrapcorr();
*
* var ar = accumulator();
* // returns null
*
* ar = accumulator( 2.0, 1.0 );
* // returns 0.0
*
* ar = accumulator( -5.0, 3.14 );
* // returns ~1.0
*
* ar = accumulator();
* // returns ~1.0
*
* @example
* var accumulator = incrapcorr( 2.0, -3.0 );
*/
function incrapcorr( meanx, meany ) {
var acc;
var N;
if ( arguments.length ) {
if ( !isNumber( meanx ) ) {
throw new TypeError( format( 'invalid argument. First argument must be a number. Value: `%s`.', meanx ) );
}
if ( !isNumber( meany ) ) {
throw new TypeError( format( 'invalid argument. Second argument must be a number. Value: `%s`.', meany ) );
}
acc = incrpcorr( meanx, meany );
} else {
acc = incrpcorr();
}
N = 0;
return accumulator;
/**
* If provided input values, the accumulator function returns an updated sample correlation coefficient. If not provided input values, the accumulator function returns the current sample correlation coefficient.
*
* @private
* @param {number} [x] - new value
* @param {number} [y] - new value
* @returns {(number|null)} sample absolute correlation coefficient or null
*/
function accumulator( x, y ) {
if ( arguments.length === 0 ) {
if ( N === 0 ) {
return null;
}
return abs( acc() );
}
N += 1;
return abs( acc( x, y ) );
}
}
// EXPORTS //
module.exports = incrapcorr;