diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/README.md b/lib/node_modules/@stdlib/stats/incr/nanmprod/README.md new file mode 100644 index 000000000000..369052469b0c --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/README.md @@ -0,0 +1,203 @@ + + +# incrnanmprod + +> Compute a moving product incrementally, ignoring `NaN` values. + +
+ +For a window of size `W`, the moving product is defined as + + + +```math +\prod_{i=0}^{W-1} x_i +``` + + + + + +
+ + + +
+ +## Usage + +```javascript +var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' ); +``` + +#### incrnanmprod( window ) + +Returns an accumulator `function` which incrementally computes a moving product, ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving product. + +```javascript +var accumulator = incrnanmprod( 3 ); +``` + +#### accumulator( \[x] ) + +If provided an input value `x`, the accumulator function returns an updated product. If not provided an input value `x`, the accumulator function returns the current product. + +```javascript +var accumulator = incrnanmprod( 3 ); + +var p = accumulator(); +// returns null + +// Fill the window... +p = accumulator( 2.0 ); // [2.0] +// returns 2.0 + +p = accumulator( NaN ); // [2.0] (NaN ignored) +// returns 2.0 + +p = accumulator( 3.0 ); // [2.0, 3.0] +// returns 6.0 + +p = accumulator( 5.0 ); // [2.0, 3.0, 5.0] +// returns 30.0 + +p = accumulator( NaN ); // [2.0, 3.0, 5.0] (NaN ignored) +// returns 30.0 + +// Window begins sliding... +p = accumulator( 7.0 ); // [3.0, 5.0, 7.0] +// returns 105.0 + +p = accumulator(); +// returns 105.0 +``` + +Under certain conditions, overflow may be transient. + +```javascript +// Large values: +var x = 5.0e+300; +var y = 1.0e+300; + +// Tiny value: +var z = 2.0e-302; + +// Initialize an accumulator: +var accumulator = incrnanmprod( 3 ); + +var p = accumulator( x ); +// returns 5.0e+300 + +// Transient overflow: +p = accumulator( y ); +// returns Infinity + +// Recover a finite result: +p = accumulator( z ); +// returns 1.0e+299 +``` + +Similarly, under certain conditions, underflow may be transient. + +```javascript +// Tiny values: +var x = 4.0e-302; +var y = 9.0e-303; + +// Large value: +var z = 2.0e+300; + +// Initialize an accumulator: +var accumulator = incrnanmprod( 3 ); + +var p = accumulator( x ); +// returns 4.0e-302 + +// Transient underflow: +p = accumulator( y ); +// returns 0.0 + +// Recover a non-zero result: +p = accumulator( z ); +// returns 7.2e-304 +``` + +
+ + + +
+ +## Notes + +- Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function. +- `NaN` values are ignored and do not affect the computed moving product. +- As `W` values are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values. +- For large accumulation windows or accumulations of either large or small numbers, care should be taken to prevent overflow and underflow. Note, however, that overflow/underflow may be transient, as the accumulator does not use a double-precision floating-point number to store an accumulated product. Instead, the accumulator splits an accumulated product into a normalized **fraction** and **exponent** and updates each component separately. Doing so guards against a loss in precision. + +
+ + + +
+ +## Examples + + + +```javascript +var uniform = require( '@stdlib/random/base/uniform' ); +var bernoulli = require( '@stdlib/random/base/bernoulli' ); +var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' ); + +// Initialize an accumulator: +var accumulator = incrnanmprod( 5 ); + +// For each simulated datum, update the moving product... +var i; +for ( i = 0; i < 100; i++ ) { + accumulator( ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( -30.0, 30.0 ) ); +} +console.log( accumulator() ); +``` + +
+ + + + + + + + + + + + diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/incr/nanmprod/benchmark/benchmark.js new file mode 100644 index 000000000000..afa540b87bca --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/benchmark/benchmark.js @@ -0,0 +1,69 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 bench = require( '@stdlib/bench' ); +var format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; +var incrnanmprod = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var f; + var i; + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + f = incrnanmprod( (i%5)+1 ); + if ( typeof f !== 'function' ) { + b.fail( 'should return a function' ); + } + } + b.toc(); + if ( typeof f !== 'function' ) { + b.fail( 'should return a function' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); + +bench( format( '%s::accumulator', pkg ), function benchmark( b ) { + var acc; + var v; + var i; + + acc = incrnanmprod( 5 ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + v = acc( (i%5) ? i : NaN ); + if ( v !== v ) { + b.fail( 'should not return NaN' ); + } + } + b.toc(); + if ( v !== v ) { + b.fail( 'should not return NaN' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/img/equation_moving_product.svg b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/img/equation_moving_product.svg new file mode 100644 index 000000000000..6805f02488ba --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/img/equation_moving_product.svg @@ -0,0 +1,30 @@ + +product Underscript i equals 0 Overscript upper W minus 1 Endscripts x Subscript i + + + \ No newline at end of file diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/repl.txt b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/repl.txt new file mode 100644 index 000000000000..e39291a99b47 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/repl.txt @@ -0,0 +1,55 @@ + +{{alias}}( W ) + Returns an accumulator function which incrementally computes a moving + product, ignoring `NaN` values. + + The `W` parameter defines the number of values over which to compute the + moving product. + + If provided a value, the accumulator function returns an updated moving + product. If not provided a value, the accumulator function returns the + current moving product. + + `NaN` values are ignored and do not affect the computed moving product. + + As `W` values are needed to fill the window buffer, the first `W-1` returned + values are calculated from smaller sample sizes. Until the window is full, + each returned value is calculated from all provided values. + + For accumulations over large windows or accumulations of large numbers, care + should be taken to prevent overflow. Note, however, that overflow/underflow + may be transient, as the accumulator does not use a double-precision + floating-point number to store an accumulated product. Instead, the + accumulator splits an accumulated product into a normalized fraction and + exponent and updates each component separately. Doing so guards against a + loss in precision. + + Parameters + ---------- + W: integer + Window size. + + Returns + ------- + acc: Function + Accumulator function. + + Examples + -------- + > var accumulator = {{alias}}( 3 ); + > var p = accumulator() + null + > p = accumulator( 2.0 ) + 2.0 + > p = accumulator( NaN ) + 2.0 + > p = accumulator( 3.0 ) + 6.0 + > p = accumulator( 5.0 ) + 30.0 + > p = accumulator() + 30.0 + + See Also + -------- + diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/types/index.d.ts new file mode 100644 index 000000000000..23b6ea3c6921 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/types/index.d.ts @@ -0,0 +1,72 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2026 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. +*/ + +// TypeScript Version: 4.1 + +/// + +/** +* If provided a value, returns an updated product; otherwise, returns the current product. +* +* @param x - value +* @returns product +*/ +type accumulator = ( x?: number ) => number | null; + +/** +* Returns an accumulator function which incrementally computes a moving product, ignoring `NaN` values. +* +* ## Notes +* +* - The `W` parameter defines the number of values over which to compute the moving product. +* - As `W` values are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values. +* +* @param W - window size +* @returns accumulator function +* +* @example +* +* var accumulator = incrnanmprod( 3 ); +* +* var p = accumulator(); +* // returns null +* +* p = accumulator( 2.0 ); +* // returns 2.0 +* +* p = accumulator( NaN ); +* // returns 2.0 +* +* p = accumulator( 3.0 ); +* // returns 6.0 +* +* p = accumulator( 5.0 ); +* // returns 30.0 +* +* p = accumulator( 5.0 ); +* // returns 75.0 +* +* p = accumulator(); +* // returns 75.0 +*/ +declare function incrnanmprod( W: number ): accumulator; + + +// EXPORTS // + +export = incrnanmprod; diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/types/test.ts b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/types/test.ts new file mode 100644 index 000000000000..fd594b8b4b1c --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/docs/types/test.ts @@ -0,0 +1,67 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2026 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. +*/ + +import incrnanmprod = require( './index' ); + + +// TESTS // + +// The function returns an accumulator function... +{ + incrnanmprod( 3 ); // $ExpectType accumulator +} + +// The compiler throws an error if the function is provided an argument which is not a number... +{ + incrnanmprod( '5' ); // $ExpectError + incrnanmprod( true ); // $ExpectError + incrnanmprod( false ); // $ExpectError + incrnanmprod( null ); // $ExpectError + incrnanmprod( undefined ); // $ExpectError + incrnanmprod( [] ); // $ExpectError + incrnanmprod( {} ); // $ExpectError + incrnanmprod( ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function is provided an invalid number of arguments... +{ + incrnanmprod(); // $ExpectError + incrnanmprod( 2, 3 ); // $ExpectError +} + +// The function returns an accumulator function which returns an accumulated result... +{ + const acc = incrnanmprod( 3 ); + + acc(); // $ExpectType number | null + acc( 3.14 ); // $ExpectType number | null + acc( NaN ); // $ExpectType number | null +} + +// The compiler throws an error if the returned accumulator function is provided invalid arguments... +{ + const acc = incrnanmprod( 3 ); + + acc( '5' ); // $ExpectError + acc( true ); // $ExpectError + acc( false ); // $ExpectError + acc( null ); // $ExpectError + acc( [] ); // $ExpectError + acc( {} ); // $ExpectError + acc( ( x: number ): number => x ); // $ExpectError +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/examples/index.js b/lib/node_modules/@stdlib/stats/incr/nanmprod/examples/index.js new file mode 100644 index 000000000000..159013a035c8 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/examples/index.js @@ -0,0 +1,39 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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'; + +var uniform = require( '@stdlib/random/base/uniform' ); +var bernoulli = require( '@stdlib/random/base/bernoulli' ); +var incrnanmprod = require( './../lib' ); + +var accumulator; +var p; +var v; +var i; + +// Initialize an accumulator: +accumulator = incrnanmprod( 5 ); + +// For each simulated datum, update the moving product... +console.log( '\nValue\tProduct\n' ); +for ( i = 0; i < 100; i++ ) { + v = ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( -30.0, 30.0 ); + p = accumulator( v ); + console.log( '%s\t%s', v.toFixed( 3 ), ( p === null ) ? NaN : p.toFixed( 3 ) ); +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/lib/index.js b/lib/node_modules/@stdlib/stats/incr/nanmprod/lib/index.js new file mode 100644 index 000000000000..35f5bfed3722 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/lib/index.js @@ -0,0 +1,57 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 a moving product incrementally, ignoring `NaN` values. +* +* @module @stdlib/stats/incr/nanmprod +* +* @example +* var incrnanmprod = require( '@stdlib/stats/incr/nanmprod' ); +* +* var accumulator = incrnanmprod( 3 ); +* +* var p = accumulator(); +* // returns null +* +* p = accumulator( 2.0 ); +* // returns 2.0 +* +* p = accumulator( NaN ); +* // returns 2.0 +* +* p = accumulator( 3.0 ); +* // returns 6.0 +* +* p = accumulator( 5.0 ); +* // returns 30.0 +* +* p = accumulator(); +* // returns 30.0 +*/ + +// MODULES // + +var main = require( './main.js' ); + + +// EXPORTS // + +module.exports = main; diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/lib/main.js b/lib/node_modules/@stdlib/stats/incr/nanmprod/lib/main.js new file mode 100644 index 000000000000..0a5787a0a347 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/lib/main.js @@ -0,0 +1,79 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 isnan = require( '@stdlib/math/base/assert/is-nan' ); +var incrmprod = require( '@stdlib/stats/incr/mprod' ); + + +// MAIN // + +/** +* Returns an accumulator function which incrementally computes a moving product, ignoring `NaN` values. +* +* @param {PositiveInteger} W - window size +* @returns {Function} accumulator function +* +* @example +* +* var accumulator = incrnanmprod( 3 ); +* +* var p = accumulator(); +* // returns null +* +* p = accumulator( 2.0 ); +* // returns 2.0 +* +* p = accumulator( NaN ); +* // returns 2.0 +* +* p = accumulator( 3.0 ); +* // returns 6.0 +* +* p = accumulator( 5.0 ); +* // returns 30.0 +* +* p = accumulator(); +* // returns 30.0 +*/ +function incrnanmprod( W ) { + var prod = incrmprod( W ); + return accumulator; + + /** + * If provided a value, the accumulator function returns an updated product. If not provided a value, the accumulator function returns the current product. + * + * @private + * @param {number} [x] - input value + * @returns {(number|null)} product or null + */ + function accumulator( x ) { + if ( arguments.length === 0 || isnan( x ) ) { + return prod(); + } + return prod( x ); + } +} + + +// EXPORTS // + +module.exports = incrnanmprod; diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/package.json b/lib/node_modules/@stdlib/stats/incr/nanmprod/package.json new file mode 100644 index 000000000000..7cd88893fa18 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/package.json @@ -0,0 +1,69 @@ +{ + "name": "@stdlib/stats/incr/nanmprod", + "version": "0.0.0", + "description": "Compute a moving product incrementally, ignoring NaN values.", + "license": "Apache-2.0", + "author": { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + }, + "contributors": [ + { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + } + ], + "main": "./lib", + "directories": { + "benchmark": "./benchmark", + "doc": "./docs", + "example": "./examples", + "lib": "./lib", + "test": "./test" + }, + "types": "./docs/types", + "scripts": {}, + "homepage": "https://github.com/stdlib-js/stdlib", + "repository": { + "type": "git", + "url": "git://github.com/stdlib-js/stdlib.git" + }, + "bugs": { + "url": "https://github.com/stdlib-js/stdlib/issues" + }, + "dependencies": {}, + "devDependencies": {}, + "engines": { + "node": ">=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "mathematics", + "math", + "product", + "prod", + "incremental", + "accumulator", + "moving prod", + "moving product", + "sliding window", + "sliding", + "window", + "moving" + ] +} diff --git a/lib/node_modules/@stdlib/stats/incr/nanmprod/test/test.js b/lib/node_modules/@stdlib/stats/incr/nanmprod/test/test.js new file mode 100644 index 000000000000..9a9a891d40e2 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/incr/nanmprod/test/test.js @@ -0,0 +1,111 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 tape = require( 'tape' ); +var incrnanmprod = require( './../lib' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof incrnanmprod, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'the function returns an accumulator function', function test( t ) { + t.strictEqual( typeof incrnanmprod( 3 ), 'function', 'returns expected value' ); + t.end(); +}); + +tape( 'the initial accumulated value is `null`', function test( t ) { + var acc = incrnanmprod( 3 ); + t.strictEqual( acc(), null, 'returns expected value' ); + t.end(); +}); + +tape( 'the function throws an error if not provided a positive integer', function test( t ) { + var values; + var i; + + values = [ + '5', + -5.0, + 0.0, + 3.14, + true, + null, + void 0, + NaN, + [], + {}, + function noop() {} + ]; + + for ( i = 0; i < values.length; i++ ) { + t.throws( badValue( values[i] ), TypeError, 'throws an error when provided '+values[i] ); + } + t.end(); + + function badValue( value ) { + return function badValue() { + incrnanmprod( value ); + }; + } +}); + +tape( 'the accumulator function computes a moving product incrementally', function test( t ) { + var expected; + var actual; + var data; + var acc; + var N; + var i; + + data = [ 2.0, 3.0, NaN, 4.0, NaN, 4.0 ]; + N = data.length; + + acc = incrnanmprod( 3 ); + + actual = []; + for ( i = 0; i < N; i++ ) { + actual.push( acc( data[ i ] ) ); + } + expected = [ 2.0, 6.0, 6.0, 24.0, 24.0, 48.0 ]; + + t.deepEqual( actual, expected, 'returns expected incremental results' ); + t.end(); +}); + +tape( 'if not provided an input value, the accumulator function returns the current product', function test( t ) { + var data; + var acc; + var i; + + data = [ 2.0, NaN, -5.0, 3.0, 5.0 ]; + acc = incrnanmprod( 3 ); + for ( i = 0; i < data.length; i++ ) { + acc( data[ i ] ); + } + t.strictEqual( acc(), -75.0, 'returns expected value' ); + t.end(); +});