External module "stats/incr/covmat/docs/types/index.d"

Export assignment incrcovmat

• incrcovmat(out: number | ndarray, means?: ndarray): accumulator

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

  throws

  first argument must be either a positive integer or a 2-dimensional ndarray having equal dimensions

  throws

  second argument must be a 1-dimensional ndarray

  throws

  number of means must match covariance matrix dimensions

  Parameters

  • out: number | ndarray

    order of the covariance matrix or a square 2-dimensional output ndarray for storing the covariance matrix

  • Optional means: ndarray

    mean values

  Returns accumulator

  accumulator function

  Example

  var Float64Array = require( `@stdlib/array/float64` );
  var ndarray = require( `@stdlib/ndarray/ctor` );
  
  // Create an output covariance matrix:
  var buffer = new Float64Array( 4 );
  var shape = [ 2, 2 ];
  var strides = [ 2, 1 ];
  var offset = 0;
  var order = 'row-major';
  
  var cov = ndarray( 'float64', buffer, shape, strides, offset, order );
  
  // Create a covariance matrix accumulator:
  var accumulator = incrcovmat( cov );
  
  var out = accumulator();
  // returns null
  
  // Create a data vector:
  buffer = new Float64Array( 2 );
  shape = [ 2 ];
  strides = [ 1 ];
  
  var vec = ndarray( 'float64', buffer, shape, strides, offset, order );
  
  // Provide data to the accumulator:
  vec.set( 0, 2.0 );
  vec.set( 1, 1.0 );
  
  out = accumulator( vec );
  // returns <ndarray>
  
  var bool = ( out === cov );
  // returns true
  
  vec.set( 0, -5.0 );
  vec.set( 1, 3.14 );
  
  out = accumulator( vec );
  // returns <ndarray>
  
  // Retrieve the covariance matrix:
  out = accumulator();
  // returns <ndarray>