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feat(stats): add nanmapcorr packages #6216

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211 changes: 211 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmapcorr/README.md
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<!--

@license Apache-2.0

Copyright (c) 2025 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.

-->

# incrnanmapcorr

> Compute a moving sample absolute [Pearson product-moment correlation coefficient][pearson-correlation] incrementally, ignoring `NaN` value.

<section class="intro">

The [Pearson product-moment correlation coefficient][pearson-correlation] between random variables `X` and `Y` is defined as

<!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> -->

```math
\rho_{X,Y} = \frac{\mathop{\mathrm{cov}}(X,Y)}{\sigma_X \sigma_Y}
```

<!-- <div class="equation" align="center" data-raw-text="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" data-equation="eq:pearson_correlation_coefficient">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@e7c0cbc398c5e64614baf47cf5c6259b93c0ffce/lib/node_modules/@stdlib/stats/incr/mapcorr/docs/img/equation_pearson_correlation_coefficient.svg" alt="Equation for the Pearson product-moment correlation coefficient.">
<br>
</div> -->

<!-- </equation> -->

where the numerator is the [covariance][covariance] and the denominator is the product of the respective standard deviations.

For a sample of size `W`, the sample [Pearson product-moment correlation coefficient][pearson-correlation] is defined as

<!-- <equation class="equation" label="eq:sample_pearson_correlation_coefficient" align="center" raw="r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" alt="Equation for the sample Pearson product-moment correlation coefficient."> -->

```math
r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}
```

<!-- <div class="equation" align="center" data-raw-text="r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" data-equation="eq:sample_pearson_correlation_coefficient">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@e7c0cbc398c5e64614baf47cf5c6259b93c0ffce/lib/node_modules/@stdlib/stats/incr/mapcorr/docs/img/equation_sample_pearson_correlation_coefficient.svg" alt="Equation for the sample Pearson product-moment correlation coefficient.">
<br>
</div> -->

<!-- </equation> -->

The sample **absolute** [Pearson product-moment correlation coefficient][pearson-correlation] is thus defined as the absolute value of the sample [Pearson product-moment correlation coefficient][pearson-correlation].

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanmapcorr = require( '@stdlib/stats/incr/nanmapcorr' );
```

#### incrnanmapcorr( window\[, mx, my] )

Returns an accumulator `function` which incrementally computes a moving sample absolute [Pearson product-moment correlation coefficient][pearson-correlation]. The `window` parameter defines the number of values over which to compute the moving sample absolute [Pearson product-moment correlation coefficient][pearson-correlation].

```javascript
var accumulator = incrnanmapcorr( 3 );
```

If means are already known, provide `mx` and `my` arguments.

```javascript
var accumulator = incrnanmapcorr( 3, 5.0, -3.14 );
```

#### accumulator( \[x, y] )

If provided input values `x` and `y`, the accumulator function returns an updated accumulated value. If not provided input values `x` and `y`, the accumulator function returns the current accumulated value.

```javascript
var accumulator = incrnanmapcorr( 3 );

var ar = accumulator();
// returns null

// Fill the window...
ar = accumulator( 2.0, 1.0 ); // [(2.0, 1.0)]
// returns 0.0

ar = accumulator( -5.0, 3.14 ); // [(2.0, 1.0), (-5.0, 3.14)]
// returns ~1.0

ar = accumulator( 3.0, -1.0 ); // [(2.0, 1.0), (-5.0, 3.14), (3.0, -1.0)]
// returns ~0.925

ar = accumulator( 3.0, NaN ); // [(2.0, 1.0), (-5.0, 3.14), (3.0, -1.0)]
// returns ~0.925

// Window begins sliding...
ar = accumulator( 5.0, -9.5 ); // [(-5.0, 3.14), (3.0, -1.0), (5.0, -9.5)]
// returns ~0.863

ar = accumulator( -5.0, 1.5 ); // [(3.0, -1.0), (5.0, -9.5), (-5.0, 1.5)]
// returns ~0.803

ar = accumulator();
// returns ~0.803
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- As `W` (x,y) pairs 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.
- In comparison to the sample [Pearson product-moment correlation coefficient][pearson-correlation], the sample absolute [Pearson product-moment correlation coefficient][pearson-correlation] is useful when only concerned with the strength of the correlation and not the direction.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrnanmapcorr = require( '@stdlib/stats/incr/nanmapcorr' );

var accumulator;
var x;
var y;
var i;

// Initialize an accumulator:
accumulator = incrnanmapcorr( 5 );

// For each simulated datum, update the moving sample absolute correlation coefficient...
for ( i = 0; i < 100; i++ ) {
if ( randu() < 0.2 ) {
x = NaN;
} else {
x = randu() * 100.0;
}
if ( randu() < 0.2 ) {
y = NaN;
} else {
y = randu() * 100.0;
}
accumulator( x, y );
}
console.log( accumulator() );
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

* * *

## See Also

- <span class="package-name">[`@stdlib/stats/incr/apcorr`][@stdlib/stats/incr/apcorr]</span><span class="delimiter">: </span><span class="description">compute a sample absolute Pearson product-moment correlation coefficient.</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/mpcorr2`][@stdlib/stats/incr/mpcorr2]</span><span class="delimiter">: </span><span class="description">compute a moving squared sample Pearson product-moment correlation coefficient incrementally.</span>

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[pearson-correlation]: https://en.wikipedia.org/wiki/Pearson_correlation_coefficient

[covariance]: https://en.wikipedia.org/wiki/Covariance

<!-- <related-links> -->

[@stdlib/stats/incr/apcorr]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/apcorr

[@stdlib/stats/incr/mpcorr]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mpcorr

[@stdlib/stats/incr/mpcorr2]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mpcorr2

<!-- </related-links> -->

</section>

<!-- /.links -->
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/**
* @license Apache-2.0
*
* Copyright (c) 2025 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 randu = require( '@stdlib/random/base/randu' );
var pkg = require( './../package.json' ).name;
var incrnanmapcorr = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanmapcorr( (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( pkg+'::accumulator', function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanmapcorr( 5 );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu(), 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();
});

bench( pkg+'::accumulator,known_means', function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanmapcorr( 5, 3.0, -1.0 );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu(), 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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