incrvariance

Compute an unbiased sample variance incrementally.

Usage

var incrvariance = require( '@stdlib/math/stats/incr/variance' );

incrvariance()

Returns an accumulator function which incrementally computes an unbiased sample variance.

var accumulator = incrvariance();

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( 2.0 );
// returns 0.0

s2 = accumulator( 1.0 ); // => ((2-1.5)^2+(1-1.5)^2) / (2-1)
// returns 0.5

s2 = accumulator( 3.0 ); // => ((2-2)^2+(1-2)^2+(3-2)^2) / (3-1)
// returns 1.0

s2 = accumulator();
// returns 1.0

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.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrvariance = require( '@stdlib/math/stats/incr/variance' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrvariance();

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