# incrcovariance

Compute an unbiased sample covariance incrementally.

For unknown population means, the unbiased sample covariance is defined as

For known population means, the unbiased sample covariance is defined as

## Usage

var incrcovariance = require( '@stdlib/stats/incr/covariance' );


#### incrcovariance( [mx, my] )

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

var accumulator = incrcovariance();


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

var accumulator = incrcovariance( 3.0, -5.5 );


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

If provided input values x and y, the accumulator function returns an updated unbiased sample covariance. If not provided input values x and y, the accumulator function returns the current unbiased sample covariance.

var accumulator = incrcovariance();

var v = accumulator( 2.0, 1.0 );
// returns 0.0

v = accumulator( 1.0, -5.0 );
// returns 3.0

v = accumulator( 3.0, 3.14 );
// returns 4.07

v = accumulator();
// returns 4.07


## 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 incrcovariance = require( '@stdlib/stats/incr/covariance' );

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

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

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