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feat: add stats/incr/nanmstdev
PR-URL: #6297 Closes: #5609 Co-authored-by: Philipp Burckhardt <[email protected]> Co-authored-by: stdlib-bot <[email protected]> Reviewed-by: Philipp Burckhardt <[email protected]> Signed-off-by: Philipp Burckhardt <[email protected]>
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‎lib/node_modules/@stdlib/stats/incr/nanmstdev/README.md

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<!--
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@license Apache-2.0
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Copyright (c) 2025 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrnanmstdev
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> Compute a moving [corrected sample standard deviation][standard-deviation] incrementally, ignoring NaN values.
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<section class="intro">
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For a window of size `W`, the [corrected sample standard deviation][standard-deviation] is defined as
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<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> -->
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```math
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s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}
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```
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<!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/mstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation.">
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<br>
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</div> -->
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrnanmstdev = require( '@stdlib/stats/incr/nanmstdev' );
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```
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#### incrnanmstdev( window\[, mean] )
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Returns an accumulator `function` which incrementally computes a moving [corrected sample standard deviation][standard-deviation], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [corrected sample standard deviation][standard-deviation].
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```javascript
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var accumulator = incrnanmstdev( 3 );
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```
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If the mean is already known, provide a `mean` argument.
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```javascript
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var accumulator = incrnanmstdev( 3, 5.0 );
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```
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#### accumulator( \[x] )
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If provided an input value `x`, the accumulator function returns an updated [corrected sample standard deviation][standard-deviation]. If not provided an input value `x`, the accumulator function returns the current [corrected sample standard deviation][standard-deviation]. If provided `NaN`, the accumulator function ignores the value and returns the current [corrected sample standard deviation][standard-deviation] without updating the window.
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```javascript
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var accumulator = incrnanmstdev( 3 );
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var s = accumulator();
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// returns null
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// Fill the window with non-NaN values...
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s = accumulator( 2.0 ); // [2.0]
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// returns 0.0
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s = accumulator( NaN ); // [2.0]
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// returns 0.0
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s = accumulator( 3.0 ); // [2.0, 3.0]
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// returns ~0.7071
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s = accumulator( 5.0 ); // [2.0, 3.0, 5.0]
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// returns ~1.53
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// Window begins sliding...
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s = accumulator( -7.0 ); // [3.0, 5.0, -7.0]
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// returns ~6.43
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s = accumulator( NaN ); // [3.0, 5.0, -7.0]
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// returns ~6.43
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s = accumulator( -5.0 ); // [5.0, -7.0, -5.0]
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// returns ~6.43
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s = accumulator();
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// returns ~6.43
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- Input values are **not** type checked. If provided `NaN`, the value is ignored and the accumulator function returns the current [corrected sample standard deviation][standard-deviation] without updating the window. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
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- As `W` values are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values (excluding NaN values).
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrnanmstdev = require( '@stdlib/stats/incr/nanmstdev' );
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var accumulator;
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var v;
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var i;
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// Initialize an accumulator:
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accumulator = incrnanmstdev( 5 );
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// For each simulated datum, update the moving corrected sample standard deviation...
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for ( i = 0; i < 100; i++ ) {
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if ( randu() < 0.2 ) {
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v = NaN;
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} else {
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v = randu() * 100.0;
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}
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accumulator( v );
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}
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console.log( accumulator() );
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```
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</section>
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<!-- /.examples -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">
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</section>
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<!-- /.related -->
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="links">
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[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation
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<!-- <related-links> -->
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[@stdlib/stats/incr/mstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mstdev
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[@stdlib/stats/incr/mmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmean
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[@stdlib/stats/incr/msummary]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/msummary
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[@stdlib/stats/incr/mvariance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mvariance
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[@stdlib/stats/incr/stdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/stdev
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<!-- </related-links> -->
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</section>
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<!-- /.links -->

‎lib/node_modules/@stdlib/stats/incr/nanmstdev/benchmark/benchmark.js

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var bench = require( '@stdlib/bench' );
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var randu = require( '@stdlib/random/base/randu' );
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var pkg = require( './../package.json' ).name;
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var incrnanmstdev = require( './../lib' );
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// MAIN //
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bench( pkg, function benchmark( b ) {
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var f;
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var i;
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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f = incrnanmstdev( (i%5)+1 );
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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}
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b.toc();
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if ( typeof f !== 'function' ) {
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b.fail( 'should return a function' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});
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bench( pkg+'::accumulator', function benchmark( b ) {
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var acc;
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var v;
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var i;
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acc = incrnanmstdev( 5 );
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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v = acc( randu() );
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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}
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b.toc();
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});
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bench( pkg+'::accumulator,known_mean', function benchmark( b ) {
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var acc;
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var v;
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var i;
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acc = incrnanmstdev( 5, 3.0 );
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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v = acc( randu() );
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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}
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b.toc();
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if ( v !== v ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});

‎lib/node_modules/@stdlib/stats/incr/nanmstdev/docs/img/equation_corrected_sample_standard_deviation.svg

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