feat: add stats/incr/nanmcovariance
#6865
Open
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…/* namespace This commit adds the `nanmcovariance` module to the `stats/incr/*` namespace, providing a way to compute a moving unbiased sample covariance incrementally, while handling NaN values. This commit was made to address Issue stdlib-js#5567 and as suggested in the issue, it is based on a thin wrapper around wmean, similar to the relationship between nansum and sum, mainting API consistency and design. This commit includes appropriate documentation and tests for the new purpose of the package, styles of which are consistent to the stats/incr/* namespace. Fixes: stdlib-js#5567 [RFC] Private-ref: stdlib-js#5567 Authored-by: Don Chacko <[email protected]>
stdlib-bot
added
Statistics
Contributor
Coverage Report
The above coverage report was generated for the changes in this PR. |
…cases This commit fixes a coverage issue with the previous commit where the NaN branch of the main.js file of the nanmcovariance package, is not adequetly tested. It now ensures that the branch for known and unknown means are tested and benchmarked, for full coverage. Authored by: Don Chacko <[email protected]>
Planeshifter
requested changes
Jan 15, 2026
Member
Planeshifter
left a comment
Planeshifter
left a comment
There was a problem hiding this comment.
Sorry for the delay of getting to this PR; left some initial comments.
| * @private | ||
| * @param {number} [x] - input value | ||
| * @param {number} [y] - input value | ||
| * @returns {(number)} unbiased sample covariance |
Member
There was a problem hiding this comment.
The return type should include null since mcovariance() returns null when no data has been provided yet. See the reference in @stdlib/stats/incr/mcovariance which uses @returns {(number|null)}.
Suggested change
| * @returns {(number)} unbiased sample covariance | |
| * @returns {(number|null)} unbiased sample covariance or null |
| * @returns {(number)} unbiased sample covariance | ||
| */ | ||
| function accumulator( x, y ) { | ||
| if ( arguments.length === 0 || isnan( x ) || isnan( y )) { |
Member
There was a problem hiding this comment.
Missing space before the closing parenthesis. Per stdlib style conventions (see @stdlib/stats/incr/mcovariance for reference), it should be isnan( y ) ) with a space before the final ).
Suggested change
| if ( arguments.length === 0 || isnan( x ) || isnan( y )) { | |
| if ( arguments.length === 0 || isnan( x ) || isnan( y ) ) { |
| type accumulator = ( x?: number, y?: number ) => number | null; | ||
|
|
||
| /** | ||
| * Returns an accumulator function which incrementally computes a moving unbiased sample covariance. |
Member
There was a problem hiding this comment.
This overload's description doesn't mention NaN handling, but the second overload at line 52 does. Since NaN handling is the key differentiator of this package, both overloads should mention it for consistency. Consider updating to:
"Returns an accumulator function which incrementally computes a moving unbiased sample covariance, while handling NaN values."
Comment on lines
+162
to
+170
| * * * | ||
|
|
||
| ## See Also | ||
|
|
||
| - <span class="package-name">[`@stdlib/stats/incr/covariance`][@stdlib/stats/incr/covariance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance incrementally.</span> | ||
| - <span class="package-name">[`@stdlib/stats/incr/mpcorr`][@stdlib/stats/incr/mpcorr]</span><span class="delimiter">: </span><span class="description">compute a moving sample Pearson product-moment correlation coefficient incrementally.</span> | ||
| - <span class="package-name">[`@stdlib/stats/incr/mcovariance`][@stdlib/stats/incr/mcovariance]</span><span class="delimiter">: </span><span class="description">compute a moving unbiased sample variance incrementally.</span> | ||
|
|
||
| </section> |
Member
There was a problem hiding this comment.
The "related" section is auto-populated.
Suggested change
| * * * | |
| ## See Also | |
| - <span class="package-name">[`@stdlib/stats/incr/covariance`][@stdlib/stats/incr/covariance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance incrementally.</span> | |
| - <span class="package-name">[`@stdlib/stats/incr/mpcorr`][@stdlib/stats/incr/mpcorr]</span><span class="delimiter">: </span><span class="description">compute a moving sample Pearson product-moment correlation coefficient incrementally.</span> | |
| - <span class="package-name">[`@stdlib/stats/incr/mcovariance`][@stdlib/stats/incr/mcovariance]</span><span class="delimiter">: </span><span class="description">compute a moving unbiased sample variance incrementally.</span> | |
| </section> |
Comment on lines
+182
to
+186
| [@stdlib/stats/incr/covariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/covariance | ||
|
|
||
| [@stdlib/stats/incr/mpcorr]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mpcorr | ||
|
|
||
| [@stdlib/stats/incr/mcovariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mcovariance |
Member
There was a problem hiding this comment.
This is also auto-populated:
Suggested change
| [@stdlib/stats/incr/covariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/covariance | |
| [@stdlib/stats/incr/mpcorr]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mpcorr | |
| [@stdlib/stats/incr/mcovariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mcovariance |
Planeshifter
added
Needs Changes
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
3 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Resolves #5567.
Description
This pull request:
nanmcovariancemodule to thestats/incr/*namespace, providing a way to compute a moving unbiased sample covariance incrementally, while handling NaN values. This commit was made to address Issue [RFC]: addstats/incr/nanmcovariance#5567 and as suggested in the issue, it is based on a thin wrapper aroundmcovariance, similar to the relationship betweennansumandsum, maintaining API consistency and design. This commit includes appropriate documentation and tests for the new purpose of the package, styles of which are consistent to the stats/incr/* namespace.Related Issues
This pull request:
stats/incr/nanmcovariance#5567Questions
No.
Other
No.
Checklist
@stdlib-js/reviewers