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@stdlib/stats

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Standard library statistical functions.

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/** * @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'; // 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;