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feat(nanvmr): add nan-safe vmr accumulator #9805
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a3fa94b
feat: add NaN-safe vmr accumulator
AyushiJain18270 03818b1
fix: resolve ESlint issue in examples
AyushiJain18270 a28abee
fix: nanvmr test to ignore NaN
AyushiJain18270 28f7610
docs: fix copy-paste errors and align incrnanvmr naming
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| <!-- | ||
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| @license Apache-2.0 | ||
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| Copyright (c) 2026 The Stdlib Authors. | ||
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| 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 | ||
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| http://www.apache.org/licenses/LICENSE-2.0 | ||
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| 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. | ||
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| --> | ||
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| # incrvmr | ||
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| > Compute a [variance-to-mean ratio][variance-to-mean-ratio] (VMR) incrementally. | ||
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| <section class="intro"> | ||
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| The [unbiased sample variance][sample-variance] is defined as | ||
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| <!-- <equation class="equation" label="eq:unbiased_sample_variance" align="center" raw="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2" alt="Equation for the unbiased sample variance."> --> | ||
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| ```math | ||
| s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2 | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="s^2 = \frac{1}{n-1} \sum_{i=0}^{n-1} ( x_i - \bar{x} )^2" data-equation="eq:unbiased_sample_variance"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@7fe559e94716008fb414ec7c6b3d0e3e1194f2ba/lib/node_modules/@stdlib/stats/incr/vmr/docs/img/equation_unbiased_sample_variance.svg" alt="Equation for the unbiased sample variance."> | ||
| <br> | ||
| </div> --> | ||
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| <!-- </equation> --> | ||
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| and the [arithmetic mean][arithmetic-mean] is defined as | ||
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| <!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" alt="Equation for the arithmetic mean."> --> | ||
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| ```math | ||
| \bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{n} \sum_{i=0}^{n-1} x_i" data-equation="eq:arithmetic_mean"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@86f8c49b0e95ee794f0b098b8d17444c0cbeea0a/lib/node_modules/@stdlib/stats/incr/vmr/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean."> | ||
| <br> | ||
| </div> --> | ||
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| <!-- </equation> --> | ||
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| The [variance-to-mean ratio][variance-to-mean-ratio] (VMR) is thus defined as | ||
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| <!-- <equation class="equation" label="eq:variance_to_mean_ratio" align="center" raw="D = \frac{s^2}{\bar{x}}" alt="Equation for the variance-to-mean ratio (VMR)."> --> | ||
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| ```math | ||
| D = \frac{s^2}{\bar{x}} | ||
| ``` | ||
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| <!-- <div class="equation" align="center" data-raw-text="D = \frac{s^2}{\bar{x}}" data-equation="eq:variance_to_mean_ratio"> | ||
| <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@86f8c49b0e95ee794f0b098b8d17444c0cbeea0a/lib/node_modules/@stdlib/stats/incr/vmr/docs/img/equation_variance_to_mean_ratio.svg" alt="Equation for the variance-to-mean ratio (VMR)."> | ||
| <br> | ||
| </div> --> | ||
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| <!-- </equation> --> | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <section class="usage"> | ||
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| ## Usage | ||
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| ```javascript | ||
| var incrnanvmr = require( '@stdlib/stats/incr/nanvmr' ); | ||
| ``` | ||
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| #### incrvmr( \[mean] ) | ||
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| Returns an accumulator `function` which incrementally computes a [variance-to-mean ratio][variance-to-mean-ratio]. | ||
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| ```javascript | ||
| var accumulator = incrnanvmr(); | ||
| ``` | ||
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| If the mean is already known, provide a `mean` argument. | ||
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| ```javascript | ||
| var accumulator = incrnanvmr( 3.0 ); | ||
| ``` | ||
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| #### accumulator( \[x] ) | ||
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| If provided an input value `x`, the accumulator function returns an updated accumulated value. If not provided an input value `x`, the accumulator function returns the current accumulated value. | ||
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| ```javascript | ||
| var accumulator = incrnanvmr(); | ||
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| var D = accumulator( 2.0 ); | ||
| // returns 0.0 | ||
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| D = accumulator( NaN ); | ||
| // returns 0.0 | ||
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| D = accumulator( 1.0 ); // => s^2 = ((2-1.5)^2+(1-1.5)^2) / (2-1) | ||
| // returns ~0.33 | ||
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| D = accumulator( 3.0 ); // => s^2 = ((2-2)^2+(1-2)^2+(3-2)^2) / (3-1) | ||
| // returns 0.5 | ||
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| D = accumulator(); | ||
| // returns 0.5 | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <section class="notes"> | ||
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| ## Notes | ||
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| - 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. | ||
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| - The following table summarizes how to interpret the [variance-to-mean ratio][variance-to-mean-ratio]: | ||
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| | VMR | Description | Example Distribution | | ||
| | :---------------: | :-------------: | :--------------------------: | | ||
| | 0 | not dispersed | constant | | ||
| | 0 < VMR < 1 | under-dispersed | binomial | | ||
| | 1 | -- | Poisson | | ||
| | >1 | over-dispersed | geometric, negative-binomial | | ||
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| Accordingly, one can use the [variance-to-mean ratio][variance-to-mean-ratio] to assess whether observed data can be modeled as a Poisson process. When observed data is "under-dispersed", observed data may be more regular than as would be the case for a Poisson process. When observed data is "over-dispersed", observed data may contain clusters (i.e., clumped, concentrated data). | ||
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| - The [variance-to-mean ratio][variance-to-mean-ratio] is typically computed on nonnegative values. The measure may lack meaning for data which can assume both positive and negative values. | ||
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| - The [variance-to-mean ratio][variance-to-mean-ratio] is also known as the **index of dispersion**, **dispersion index**, **coefficient of dispersion**, and **relative variance**. | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <section class="examples"> | ||
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| ## Examples | ||
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| <!-- eslint no-undef: "error" --> | ||
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| ```javascript | ||
| var randu = require( '@stdlib/random/base/randu' ); | ||
| var incrnanvmr = require( '@stdlib/stats/incr/nanvmr' ); | ||
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| var accumulator; | ||
| var v; | ||
| var i; | ||
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| // Initialize an accumulator: | ||
| accumulator = incrnanvmr(); | ||
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| // For each simulated datum, update the variance-to-mean ratio... | ||
| for ( i = 0; i < 100; i++ ) { | ||
| if ( randu() < 0.2 ) { // 20% chance of NaN | ||
| v = NaN; | ||
| } else { | ||
| v = randu() * 100.0; | ||
| } | ||
| accumulator( v ); // ignores NaN values | ||
| } | ||
| console.log( accumulator() ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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| <section class="related"> | ||
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| * * * | ||
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| ## See Also | ||
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| - <span class="package-name">[`@stdlib/stats/incr/mean`][@stdlib/stats/incr/mean]</span><span class="delimiter">: </span><span class="description">compute an arithmetic mean incrementally.</span> | ||
| - <span class="package-name">[`@stdlib/stats/incr/mvmr`][@stdlib/stats/incr/mvmr]</span><span class="delimiter">: </span><span class="description">compute a moving variance-to-mean ratio (VMR) incrementally.</span> | ||
| - <span class="package-name">[`@stdlib/stats/incr/variance`][@stdlib/stats/incr/variance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample variance incrementally.</span> | ||
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| </section> | ||
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| <!-- /.related --> | ||
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| <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="links"> | ||
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| [variance-to-mean-ratio]: https://en.wikipedia.org/wiki/Index_of_dispersion | ||
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| [arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean | ||
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| [sample-variance]: https://en.wikipedia.org/wiki/Variance | ||
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| <!-- <related-links> --> | ||
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| [@stdlib/stats/incr/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mean | ||
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| [@stdlib/stats/incr/mvmr]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mvmr | ||
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| [@stdlib/stats/incr/variance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/variance | ||
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| <!-- </related-links> --> | ||
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| </section> | ||
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| <!-- /.links --> | ||
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lib/node_modules/@stdlib/stats/incr/nanvmr/benchmark/benchmark.js
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| /** | ||
| * @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. | ||
| */ | ||
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| 'use strict'; | ||
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| // MODULES // | ||
|
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| var bench = require( '@stdlib/bench' ); | ||
| var randu = require( '@stdlib/random/base/randu' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var incrnanvmr = require( './../lib' ); | ||
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| // MAIN // | ||
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| bench( pkg, function benchmark( b ) { | ||
| var f; | ||
| var i; | ||
| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| f = incrnanvmr(); | ||
| 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(); | ||
| }); | ||
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| bench( pkg+'::accumulator', function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanvmr(); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( randu() ); | ||
| 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(); | ||
| }); | ||
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| bench( pkg+'::accumulator,known_mean', function benchmark( b ) { | ||
| var acc; | ||
| var v; | ||
| var i; | ||
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| acc = incrnanvmr( 3.14 ); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| v = acc( randu() ); | ||
| 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(); | ||
| }); | ||
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lib/node_modules/@stdlib/stats/incr/nanvmr/docs/img/equation_arithmetic_mean.svg
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