# incrmvariance

Compute a moving unbiased sample variance incrementally.

## Usage

``````var incrmvariance = require( '@stdlib/math/stats/incr/mvariance' );
``````

#### incrmvariance( window )

Returns an accumulator `function` which incrementally computes a moving unbiased sample variance. The `window` parameter defines the number of values over which to compute the moving unbiased sample variance.

``````var accumulator = incrmvariance( 3 );
``````

#### accumulator( [x] )

If provided an input value `x`, the accumulator function returns an updated unbiased sample variance. If not provided an input value `x`, the accumulator function returns the current unbiased sample variance.

``````var s2 = accumulator();
// returns null

// Fill the window...
s2 = accumulator( 2.0 ); // [2.0]
// returns 0.0

s2 = accumulator( 1.0 ); // [2.0, 1.0]
// returns 0.5

s2 = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns 1.0

// Window begins sliding...
s2 = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
// returns 28.0

s2 = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns 28.0

s2 = accumulator();
// returns 28.0
``````

## Notes

• Input values are not type checked. If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for all future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.
• The first `W-1` returned unbiased sample variance values will have less statistical support than subsequent unbiased sample variance values, as `W` values are needed to fill the window buffer. Until the window is full, the returned unbiased sample variance equals the unbiased sample variance of all provided values.

## Examples

``````var randu = require( '@stdlib/random/base/randu' );
var incrmvariance = require( '@stdlib/math/stats/incr/mvariance' );

var accumulator;
var v;
var i;

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

// For each simulated datum, update the moving unbiased sample variance...
for ( i = 0; i < 100; i++ ) {
v = randu() * 100.0;
accumulator( v );
}
console.log( accumulator() );
``````