Compute a corrected sample standard deviation incrementally, ignoring
NaNvalues.
The corrected sample standard deviation is defined as
var incrnanstdev = require( '@stdlib/stats/incr/nanstdev' );Returns an accumulator function which incrementally computes a corrected sample standard deviation, ignoring NaN values.
var accumulator = incrnanstdev();If the mean is already known, provide a mean argument.
var accumulator = incrnanstdev( 3.0 );If provided an input value x, the accumulator function returns an updated corrected sample standard deviation. If not provided an input value x, the accumulator function returns the current corrected sample standard deviation.
var accumulator = incrnanstdev();
var s = accumulator( 2.0 );
// returns 0.0
s = accumulator( 1.0 ); // => sqrt(((2-1.5)^2+(1-1.5)^2) / (2-1))
// returns ~0.7071
s = accumulator( 3.0 ); // => sqrt(((2-2)^2+(1-2)^2+(3-2)^2) / (3-1))
// returns 1.0
s = accumulator( NaN );
// returns 1.0
s = accumulator();
// returns 1.0- 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.
var uniform = require( '@stdlib/random/base/uniform' );
var bernoulli = require( '@stdlib/random/base/bernoulli' );
var incrnanstdev = require( '@stdlib/stats/incr/nanstdev' );
// Initialize an accumulator:
var accumulator = incrnanstdev();
// For each simulated datum, update the sample standard deviation...
var i;
for ( i = 0; i < 100; i++ ) {
accumulator( ( bernoulli( 0.8 ) < 1 ) ? NaN : uniform( 0.0, 100.0 ) );
}
console.log( accumulator() );