@stdlib/stats-incr-covmat 0.0.7 → 0.2.0

package/LICENSE

@@ -175,307 +175,3 @@
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package/NOTICE

@@ -1 +1 @@
-Copyright (c) 2016-2022 The Stdlib Authors.
+Copyright (c) 2016-2024 The Stdlib Authors.

package/README.md

@@ -18,6 +18,17 @@ limitations under the License.
 
 -->
 
+
+<details>
+  <summary>
+    About stdlib...
+  </summary>
+  <p>We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.</p>
+  <p>The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.</p>
+  <p>When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.</p>
+  <p>To join us in bringing numerical computing to the web, get started by checking us out on <a href="https://github.com/stdlib-js/stdlib">GitHub</a>, and please consider <a href="https://opencollective.com/stdlib">financially supporting stdlib</a>. We greatly appreciate your continued support!</p>
+</details>
+
 # incrcovmat
 
 [![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->
@@ -33,7 +44,7 @@ A [covariance matrix][covariance-matrix] is an M-by-M matrix whose elements spec
 <div class="equation" align="center" data-raw-text="\operatorname{cov_{jkn}} = \frac{1}{n-1} \sum_{i=0}^{n-1} (x_{ij} - \bar{x}_{jn})(x_{ik} - \bar{x}_{kn})" data-equation="eq:unbiased_sample_covariance_unknown_means">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/covmat/docs/img/equation_unbiased_sample_covariance_unknown_means.svg" alt="Equation for the unbiased sample covariance for unknown population means.">
     <br>
-</div>
+</div> -->
 
 <!-- </equation> -->
 
@@ -41,7 +52,7 @@ For known population means, the [unbiased sample covariance][covariance-matrix]
 
 <!-- <equation class="equation" label="eq:unbiased_sample_covariance_known_means" align="center" raw="\operatorname{cov_{jkn}} = \frac{1}{n} \sum_{i=0}^{n-1} (x_{ij} - \mu_{j})(x_{ik} - \mu_{k})" alt="Equation for the unbiased sample covariance for known population means."> -->
 
-<div class="equation" align="center" data-raw-text="\operatorname{cov_{jkn}} = \frac{1}{n} \sum_{i=0}^{n-1} (x_{ij} - \mu_{j})(x_{ik} - \mu_{k})" data-equation="eq:unbiased_sample_covariance_known_means">
+<!-- <div class="equation" align="center" data-raw-text="\operatorname{cov_{jkn}} = \frac{1}{n} \sum_{i=0}^{n-1} (x_{ij} - \mu_{j})(x_{ik} - \mu_{k})" data-equation="eq:unbiased_sample_covariance_known_means">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@566f739b0d9a5b720546f84f74de841b8d5e0c54/lib/node_modules/@stdlib/stats/incr/covmat/docs/img/equation_unbiased_sample_covariance_known_means.svg" alt="Equation for the unbiased sample covariance for known population means.">
     <br>
 </div>
@@ -224,8 +235,8 @@ for ( i = 0; i < 100; i++ ) {
 
 ## See Also
 
--   <span class="package-name">[`@stdlib/stats/incr/covariance`][@stdlib/stats/incr/covariance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance incrementally.</span>
--   <span class="package-name">[`@stdlib/stats/incr/pcorrmat`][@stdlib/stats/incr/pcorrmat]</span><span class="delimiter">: </span><span class="description">compute a sample Pearson product-moment correlation matrix incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats-incr/covariance`][@stdlib/stats/incr/covariance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats-incr/pcorrmat`][@stdlib/stats/incr/pcorrmat]</span><span class="delimiter">: </span><span class="description">compute a sample Pearson product-moment correlation matrix incrementally.</span>
 
 </section>
 
@@ -257,7 +268,7 @@ See [LICENSE][stdlib-license].
 
 ## Copyright
 
-Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
+Copyright &copy; 2016-2024. The Stdlib [Authors][stdlib-authors].
 
 </section>
 
@@ -270,8 +281,8 @@ Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
 [npm-image]: http://img.shields.io/npm/v/@stdlib/stats-incr-covmat.svg
 [npm-url]: https://npmjs.org/package/@stdlib/stats-incr-covmat
 
-[test-image]: https://github.com/stdlib-js/stats-incr-covmat/actions/workflows/test.yml/badge.svg
-[test-url]: https://github.com/stdlib-js/stats-incr-covmat/actions/workflows/test.yml
+[test-image]: https://github.com/stdlib-js/stats-incr-covmat/actions/workflows/test.yml/badge.svg?branch=v0.2.0
+[test-url]: https://github.com/stdlib-js/stats-incr-covmat/actions/workflows/test.yml?query=branch:v0.2.0
 
 [coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-incr-covmat/main.svg
 [coverage-url]: https://codecov.io/github/stdlib-js/stats-incr-covmat?branch=main
@@ -283,19 +294,23 @@ Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
 
 -->
 
+[chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
+[chat-url]: https://app.gitter.im/#/room/#stdlib-js_stdlib:gitter.im
+
+[stdlib]: https://github.com/stdlib-js/stdlib
+
+[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors
+
 [umd]: https://github.com/umdjs/umd
 [es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules
 
 [deno-url]: https://github.com/stdlib-js/stats-incr-covmat/tree/deno
+[deno-readme]: https://github.com/stdlib-js/stats-incr-covmat/blob/deno/README.md
 [umd-url]: https://github.com/stdlib-js/stats-incr-covmat/tree/umd
+[umd-readme]: https://github.com/stdlib-js/stats-incr-covmat/blob/umd/README.md
 [esm-url]: https://github.com/stdlib-js/stats-incr-covmat/tree/esm
-
-[chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
-[chat-url]: https://gitter.im/stdlib-js/stdlib/
-
-[stdlib]: https://github.com/stdlib-js/stdlib
-
-[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors
+[esm-readme]: https://github.com/stdlib-js/stats-incr-covmat/blob/esm/README.md
+[branches-url]: https://github.com/stdlib-js/stats-incr-covmat/blob/main/branches.md
 
 [stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-incr-covmat/main/LICENSE
 

package/SECURITY.md

@@ -0,0 +1,5 @@
+# Security
+
+> Policy for reporting security vulnerabilities.
+
+See the security policy [in the main project repository](https://github.com/stdlib-js/stdlib/security).

package/dist/index.d.ts

@@ -0,0 +1,3 @@
+/// <reference path="../docs/types/index.d.ts" />
+import incrcovmat from '../docs/types/index';
+export = incrcovmat;

package/dist/index.js

@@ -0,0 +1,5 @@
+"use strict";var M=function(a,i){return function(){return i||a((i={exports:{}}).exports,i),i.exports}};var b=M(function(z,V){
+var F=require('@stdlib/assert-is-positive-integer/dist').isPrimitive,P=require('@stdlib/assert-is-square-matrix/dist'),w=require('@stdlib/assert-is-vector-like/dist'),x=require('@stdlib/array-float64/dist'),S=require('@stdlib/ndarray-ctor/dist'),j=require('@stdlib/ndarray-base-ctor/dist'),y=require('@stdlib/ndarray-base-numel/dist'),h=require('@stdlib/error-tools-fmtprodmsg/dist');function E(a,i){var r,t,m,u;return i?u=j:u=S,t=new x(a*a),m=[a,a],r=[a,1],u("float64",t,m,r,0,"row-major")}function k(a){var i,r,t;return r=new x(a),t=[a],i=[1],j("float64",r,t,i,0,"row-major")}function C(a,i){var r,t,m,u,l,c;if(c=0,F(a))r=a,t=E(r,!1);else if(P(a))r=a.shape[0],t=a;else throw new TypeError(h('1HBDb',a));if(l=new x(r),u=E(r,!0),arguments.length>1){if(!w(i))throw new TypeError(h('1HBDc',i));if(y(i.shape)!==r)throw new Error(h('1HB9V',r,y(i.shape)));return m=i,A}return m=k(r),T;function T(s){var f,d,g,e,o,p,q,n,v;if(arguments.length===0)return c===0?null:t;if(!w(s))throw new TypeError(h('1HBDd',s));if(s.shape[0]!==r)throw new Error(h('1HB9W',r,s.shape[0]));for(p=c,c+=1,q=p/c,d=p||1,n=0;n<r;n++)for(o=m.get(n),l[n]=s.get(n)-o,o+=l[n]/c,m.set(n,o),g=q*l[n],v=0;v<=n;v++)e=u.get(n,v)+g*l[v],u.set(n,v,e),u.set(v,n,e),f=e/d,t.set(n,v,f),t.set(v,n,f);return t}function A(s){var f,d,g,e,o;if(arguments.length===0)return c===0?null:t;if(!w(s))throw new TypeError(h('1HBDd',s));if(s.shape[0]!==r)throw new Error(h('1HB9W',r,s.shape[0]));for(c+=1,e=0;e<r;e++)for(l[e]=s.get(e)-m.get(e),g=l[e],o=0;o<=e;o++)d=u.get(e,o)+g*l[o],u.set(e,o,d),u.set(o,e,d),f=d/c,t.set(e,o,f),t.set(o,e,f);return t}}V.exports=C
+});var I=b();module.exports=I;
+/** @license Apache-2.0 */
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../lib/main.js", "../lib/index.js"],
+  "sourcesContent": ["/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar isPositiveInteger = require( '@stdlib/assert-is-positive-integer' ).isPrimitive;\nvar isSquareMatrix = require( '@stdlib/assert-is-square-matrix' );\nvar isVectorLike = require( '@stdlib/assert-is-vector-like' );\nvar Float64Array = require( '@stdlib/array-float64' );\nvar ctor = require( '@stdlib/ndarray-ctor' );\nvar bctor = require( '@stdlib/ndarray-base-ctor' );\nvar numel = require( '@stdlib/ndarray-base-numel' );\nvar format = require( '@stdlib/string-format' );\n\n\n// FUNCTIONS //\n\n/**\n* Returns a matrix.\n*\n* @private\n* @param {PositiveInteger} n - matrix order\n* @param {boolean} bool - boolean indicating whether to create a low-level ndarray\n* @returns {ndarray} matrix\n*/\nfunction createMatrix( n, bool ) {\n\tvar strides;\n\tvar buffer;\n\tvar shape;\n\tvar f;\n\n\tif ( bool ) {\n\t\tf = bctor;\n\t} else {\n\t\tf = ctor;\n\t}\n\tbuffer = new Float64Array( n*n );\n\tshape = [ n, n ];\n\tstrides = [ n, 1 ];\n\treturn f( 'float64', buffer, shape, strides, 0, 'row-major' );\n}\n\n/**\n* Returns a vector.\n*\n* @private\n* @param {PositiveInteger} N - number of elements\n* @returns {ndarray} vector\n*/\nfunction createVector( N ) {\n\tvar strides;\n\tvar buffer;\n\tvar shape;\n\n\tbuffer = new Float64Array( N );\n\tshape = [ N ];\n\tstrides = [ 1 ];\n\n\treturn bctor( 'float64', buffer, shape, strides, 0, 'row-major' );\n}\n\n\n// MAIN //\n\n/**\n* Returns an accumulator function which incrementally computes an unbiased sample covariance matrix.\n*\n* ## Method\n*\n* -   For each unbiased sample covariance, we begin by defining the co-moment \\\\(C_{jn}\\\\)\n*\n*     ```tex\n*     C_n = \\sum_{i=1}^{n} ( x_i - \\bar{x}_n ) ( y_i - \\bar{y}_n )\n*     ```\n*\n*     where \\\\(\\bar{x}_n\\\\) and \\\\(\\bar{y}_n\\\\) are the sample means for \\\\(x\\\\) and \\\\(y\\\\), respectively.\n*\n* -   Based on Welford's method, we know the update formulas for the sample means are given by\n*\n*     ```tex\n*     \\bar{x}_n = \\bar{x}_{n-1} + \\frac{x_n - \\bar{x}_{n-1}}{n}\n*     ```\n*\n*     and\n*\n*     ```tex\n*     \\bar{y}_n = \\bar{y}_{n-1} + \\frac{y_n - \\bar{y}_{n-1}}{n}\n*     ```\n*\n* -   Substituting into the equation for \\\\(C_n\\\\) and rearranging terms\n*\n*     ```tex\n*     C_n = C_{n-1} + (x_n - \\bar{x}_n) (y_n - \\bar{y}_{n-1})\n*     ```\n*\n*     where the apparent asymmetry arises from\n*\n*     ```tex\n*     x_n - \\bar{x}_n = \\frac{n-1}{n} (x_n - \\bar{x}_{n-1})\n*     ```\n*\n*     and, hence, the update term can be equivalently expressed\n*\n*     ```tex\n*     \\frac{n-1}{n} (x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})\n*     ```\n*\n* -   The covariance can be defined\n*\n*     ```tex\n*     \\begin{align*}\n*     \\operatorname{cov}_n(x,y) &= \\frac{C_n}{n} \\\\\n*     &= \\frac{C_{n-1} + \\frac{n-1}{n} (x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})}{n} \\\\\n*     &= \\frac{(n-1)\\operatorname{cov}_{n-1}(x,y) + \\frac{n-1}{n} (x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})}{n}\n*     \\end{align*}\n*     ```\n*\n* -   Applying Bessel's correction, we arrive at an update formula for calculating an unbiased sample covariance\n*\n*     ```tex\n*     \\begin{align*}\n*     \\operatorname{cov}_n(x,y) &= \\frac{n}{n-1}\\cdot\\frac{(n-1)\\operatorname{cov}_{n-1}(x,y) + \\frac{n-1}{n} (x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})}{n} \\\\\n*     &= \\operatorname{cov}_{n-1}(x,y) + \\frac{(x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})}{n} \\\\\n*     &= \\frac{C_{n-1}}{n-1} + \\frac{(x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})}{n}\n*     &= \\frac{C_{n-1} + \\frac{n-1}{n} (x_n - \\bar{x}_{n-1}) (y_n - \\bar{y}_{n-1})}{n-1}\n*     \\end{align*}\n*     ```\n*\n* @param {(PositiveInteger|ndarray)} out - order of the covariance matrix or a square 2-dimensional output ndarray for storing the covariance matrix\n* @param {ndarray} [means] - mean values\n* @throws {TypeError} first argument must be either a positive integer or a 2-dimensional ndarray having equal dimensions\n* @throws {TypeError} second argument must be a 1-dimensional ndarray\n* @throws {Error} number of means must match covariance matrix dimensions\n* @returns {Function} accumulator function\n*\n* @example\n* var Float64Array = require( '@stdlib/array-float64' );\n* var ndarray = require( '@stdlib/ndarray-ctor' );\n*\n* // Create an output covariance matrix:\n* var buffer = new Float64Array( 4 );\n* var shape = [ 2, 2 ];\n* var strides = [ 2, 1 ];\n* var offset = 0;\n* var order = 'row-major';\n*\n* var cov = ndarray( 'float64', buffer, shape, strides, offset, order );\n*\n* // Create a covariance matrix accumulator:\n* var accumulator = incrcovmat( cov );\n*\n* var out = accumulator();\n* // returns null\n*\n* // Create a data vector:\n* buffer = new Float64Array( 2 );\n* shape = [ 2 ];\n* strides = [ 1 ];\n*\n* var vec = ndarray( 'float64', buffer, shape, strides, offset, order );\n*\n* // Provide data to the accumulator:\n* vec.set( 0, 2.0 );\n* vec.set( 1, 1.0 );\n*\n* out = accumulator( vec );\n* // returns <ndarray>\n*\n* var bool = ( out === cov );\n* // returns true\n*\n* vec.set( 0, -5.0 );\n* vec.set( 1, 3.14 );\n*\n* out = accumulator( vec );\n* // returns <ndarray>\n*\n* // Retrieve the covariance matrix:\n* out = accumulator();\n* // returns <ndarray>\n*/\nfunction incrcovmat( out, means ) {\n\tvar order;\n\tvar cov;\n\tvar mu;\n\tvar C;\n\tvar d;\n\tvar N;\n\n\tN = 0;\n\tif ( isPositiveInteger( out ) ) {\n\t\torder = out;\n\t\tcov = createMatrix( order, false );\n\t} else if ( isSquareMatrix( out ) ) {\n\t\torder = out.shape[ 0 ];\n\t\tcov = out;\n\t} else {\n\t\tthrow new TypeError( format( 'invalid argument. First argument must either specify the order of the covariance matrix or be a square two-dimensional ndarray for storing the covariance matrix. Value: `%s`.', out ) );\n\t}\n\t// Create a scratch array for storing residuals (i.e., `x_i - xbar_{i-1}`):\n\td = new Float64Array( order );\n\n\t// Create a low-level scratch matrix for storing co-moments:\n\tC = createMatrix( order, true );\n\n\tif ( arguments.length > 1 ) {\n\t\tif ( !isVectorLike( means ) ) {\n\t\t\tthrow new TypeError( format( 'invalid argument. Second argument must be a one-dimensional ndarray. Value: `%s`.', means ) );\n\t\t}\n\t\tif ( numel( means.shape ) !== order ) {\n\t\t\tthrow new Error( format( 'invalid argument. The number of elements (means) in the second argument must match covariance matrix dimensions. Expected: `%u`. Actual: `%u`.', order, numel( means.shape ) ) );\n\t\t}\n\t\tmu = means; // TODO: should we copy this? Otherwise, internal state could be \"corrupted\" due to mutation outside the accumulator\n\t\treturn accumulator2;\n\t}\n\t// Create an ndarray vector for storing sample means (note: an ndarray interface is not necessary, but it reduces implementation complexity by ensuring a consistent abstraction for accessing and updating sample means):\n\tmu = createVector( order );\n\n\treturn accumulator1;\n\n\t/**\n\t* If provided a data vector, the accumulator function returns an updated unbiased sample covariance matrix. If not provided a data vector, the accumulator function returns the current unbiased sample covariance matrix.\n\t*\n\t* @private\n\t* @param {ndarray} [v] - data vector\n\t* @throws {TypeError} must provide a 1-dimensional ndarray\n\t* @throws {Error} vector length must match covariance matrix dimensions\n\t* @returns {(ndarray|null)} unbiased sample covariance matrix or null\n\t*/\n\tfunction accumulator1( v ) {\n\t\tvar covij;\n\t\tvar denom;\n\t\tvar rdx;\n\t\tvar cij;\n\t\tvar m;\n\t\tvar n;\n\t\tvar r;\n\t\tvar i;\n\t\tvar j;\n\t\tif ( arguments.length === 0 ) {\n\t\t\tif ( N === 0 ) {\n\t\t\t\treturn null;\n\t\t\t}\n\t\t\treturn cov;\n\t\t}\n\t\tif ( !isVectorLike( v ) ) {\n\t\t\tthrow new TypeError( format( 'invalid argument. Must provide a one-dimensional ndarray. Value: `%s`.', v ) );\n\t\t}\n\t\tif ( v.shape[ 0 ] !== order ) {\n\t\t\tthrow new Error( format( 'invalid argument. Vector length must match covariance matrix dimensions. Expected: `%u`. Actual: `%u`.', order, v.shape[ 0 ] ) );\n\t\t}\n\t\tn = N;\n\t\tN += 1;\n\t\tr = n / N;\n\n\t\tdenom = n || 1; // Bessel's correction (avoiding divide-by-zero below)\n\n\t\tfor ( i = 0; i < order; i++ ) {\n\t\t\tm = mu.get( i );\n\n\t\t\t// Compute the residual:\n\t\t\td[ i ] = v.get( i ) - m;\n\n\t\t\t// Update the sample mean:\n\t\t\tm += d[ i ] / N;\n\t\t\tmu.set( i, m );\n\n\t\t\t// Update the co-moments and covariance matrix, recognizing that the covariance matrix is symmetric...\n\t\t\trdx = r * d[ i ]; // if `n=0`, `r=0.0`\n\t\t\tfor ( j = 0; j <= i; j++ ) {\n\t\t\t\tcij = C.get( i, j ) + ( rdx*d[j] );\n\t\t\t\tC.set( i, j, cij );\n\t\t\t\tC.set( j, i, cij ); // via symmetry\n\n\t\t\t\tcovij = cij / denom;\n\t\t\t\tcov.set( i, j, covij );\n\t\t\t\tcov.set( j, i, covij ); // via symmetry\n\t\t\t}\n\t\t}\n\t\treturn cov;\n\t}\n\n\t/**\n\t* If provided a data vector, the accumulator function returns an updated unbiased sample covariance matrix. If not provided a data vector, the accumulator function returns the current unbiased sample covariance matrix.\n\t*\n\t* @private\n\t* @param {ndarray} [v] - data vector\n\t* @throws {TypeError} must provide a 1-dimensional ndarray\n\t* @throws {Error} vector length must match covariance matrix dimensions\n\t* @returns {(ndarray|null)} unbiased sample covariance matrix or null\n\t*/\n\tfunction accumulator2( v ) {\n\t\tvar covij;\n\t\tvar cij;\n\t\tvar di;\n\t\tvar i;\n\t\tvar j;\n\t\tif ( arguments.length === 0 ) {\n\t\t\tif ( N === 0 ) {\n\t\t\t\treturn null;\n\t\t\t}\n\t\t\treturn cov;\n\t\t}\n\t\tif ( !isVectorLike( v ) ) {\n\t\t\tthrow new TypeError( format( 'invalid argument. Must provide a one-dimensional ndarray. Value: `%s`.', v ) );\n\t\t}\n\t\tif ( v.shape[ 0 ] !== order ) {\n\t\t\tthrow new Error( format( 'invalid argument. Vector length must match covariance matrix dimensions. Expected: `%u`. Actual: `%u`.', order, v.shape[ 0 ] ) );\n\t\t}\n\t\tN += 1;\n\t\tfor ( i = 0; i < order; i++ ) {\n\t\t\t// Compute the residual:\n\t\t\td[ i ] = v.get( i ) - mu.get( i );\n\n\t\t\t// Update the co-moments and covariance matrix, recognizing that the covariance matrix is symmetric...\n\t\t\tdi = d[ i ];\n\t\t\tfor ( j = 0; j <= i; j++ ) {\n\t\t\t\tcij = C.get( i, j ) + ( di*d[j] );\n\t\t\t\tC.set( i, j, cij );\n\t\t\t\tC.set( j, i, cij ); // via symmetry\n\n\t\t\t\tcovij = cij / N;\n\t\t\t\tcov.set( i, j, covij );\n\t\t\t\tcov.set( j, i, covij ); // via symmetry\n\t\t\t}\n\t\t}\n\t\treturn cov;\n\t}\n}\n\n\n// EXPORTS //\n\nmodule.exports = incrcovmat;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n/**\n* Compute an unbiased sample covariance matrix incrementally.\n*\n* @module @stdlib/stats-incr-covmat\n*\n* @example\n* var Float64Array = require( '@stdlib/array-float64' );\n* var ndarray = require( '@stdlib/ndarray-ctor' );\n* var incrcovmat = require( '@stdlib/stats-incr-covmat' );\n*\n* // Create an output covariance matrix:\n* var buffer = new Float64Array( 4 );\n* var shape = [ 2, 2 ];\n* var strides = [ 2, 1 ];\n* var offset = 0;\n* var order = 'row-major';\n*\n* var cov = ndarray( 'float64', buffer, shape, strides, offset, order );\n*\n* // Create a covariance matrix accumulator:\n* var accumulator = incrcovmat( cov );\n*\n* var out = accumulator();\n* // returns null\n*\n* // Create a data vector:\n* buffer = new Float64Array( 2 );\n* shape = [ 2 ];\n* strides = [ 1 ];\n*\n* var vec = ndarray( 'float64', buffer, shape, strides, offset, order );\n*\n* // Provide data to the accumulator:\n* vec.set( 0, 2.0 );\n* vec.set( 1, 1.0 );\n*\n* out = accumulator( vec );\n* // returns <ndarray>\n*\n* var bool = ( out === cov );\n* // returns true\n*\n* vec.set( 0, -5.0 );\n* vec.set( 1, 3.14 );\n*\n* out = accumulator( vec );\n* // returns <ndarray>\n*\n* // Retrieve the covariance matrix:\n* out = accumulator();\n* // returns <ndarray>\n*/\n\n// MODULES //\n\nvar main = require( './main.js' );\n\n\n// EXPORTS //\n\nmodule.exports = main;\n"],
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+  "names": ["require_main", "__commonJSMin", "exports", "module", "isPositiveInteger", "isSquareMatrix", "isVectorLike", "Float64Array", "ctor", "bctor", "numel", "format", "createMatrix", "n", "bool", "strides", "buffer", "shape", "f", "createVector", "N", "incrcovmat", "out", "means", "order", "cov", "mu", "C", "d", "accumulator2", "accumulator1", "v", "covij", "denom", "rdx", "cij", "m", "r", "i", "j", "di", "main"]
+}

package/docs/types/index.d.ts

@@ -16,7 +16,7 @@
 * limitations under the License.
 */
 
-// TypeScript Version: 2.0
+// TypeScript Version: 4.1
 
 /// <reference types="@stdlib/types"/>
 
@@ -43,8 +43,8 @@ type accumulator = ( vector?: ndarray ) => ndarray | null;
 * @returns accumulator function
 *
 * @example
-* var Float64Array = require( `@stdlib/array/float64` );
-* var ndarray = require( `@stdlib/ndarray/ctor` );
+* var Float64Array = require( '@stdlib/array-float64' );
+* var ndarray = require( '@stdlib/ndarray-ctor' );
 *
 * // Create an output covariance matrix:
 * var buffer = new Float64Array( 4 );
@@ -88,7 +88,7 @@ type accumulator = ( vector?: ndarray ) => ndarray | null;
 * out = accumulator();
 * // returns <ndarray>
 */
-declare function incrcovmat( out: number | ndarray, means?: ndarray ): accumulator; // tslint-disable-line max-line-length
+declare function incrcovmat( out: number | ndarray, means?: ndarray ): accumulator;
 
 
 // EXPORTS //

package/lib/index.js

@@ -73,9 +73,9 @@
 
 // MODULES //
 
-var incrcovmat = require( './main.js' );
+var main = require( './main.js' );
 
 
 // EXPORTS //
 
-module.exports = incrcovmat;
+module.exports = main;

package/lib/main.js

@@ -27,6 +27,7 @@ var Float64Array = require( '@stdlib/array-float64' );
 var ctor = require( '@stdlib/ndarray-ctor' );
 var bctor = require( '@stdlib/ndarray-base-ctor' );
 var numel = require( '@stdlib/ndarray-base-numel' );
+var format = require( '@stdlib/string-format' );
 
 
 // FUNCTIONS //
@@ -211,7 +212,7 @@ function incrcovmat( out, means ) {
 		order = out.shape[ 0 ];
 		cov = out;
 	} else {
-		throw new TypeError( 'invalid argument. First argument must either specify the order of the covariance matrix or be a square 2-dimensional ndarray for storing the covariance matrix. Value: `' + out + '`.' );
+		throw new TypeError( format( 'invalid argument. First argument must either specify the order of the covariance matrix or be a square two-dimensional ndarray for storing the covariance matrix. Value: `%s`.', out ) );
 	}
 	// Create a scratch array for storing residuals (i.e., `x_i - xbar_{i-1}`):
 	d = new Float64Array( order );
@@ -221,10 +222,10 @@ function incrcovmat( out, means ) {
 
 	if ( arguments.length > 1 ) {
 		if ( !isVectorLike( means ) ) {
-			throw new TypeError( 'invalid argument. Second argument must be a 1-dimensional ndarray. Value: `' + means + '`.' );
+			throw new TypeError( format( 'invalid argument. Second argument must be a one-dimensional ndarray. Value: `%s`.', means ) );
 		}
 		if ( numel( means.shape ) !== order ) {
-			throw new Error( 'invalid argument. The number of elements (means) in the second argument must match covariance matrix dimensions. Expected: '+order+'. Actual: '+numel( means.shape )+'.' );
+			throw new Error( format( 'invalid argument. The number of elements (means) in the second argument must match covariance matrix dimensions. Expected: `%u`. Actual: `%u`.', order, numel( means.shape ) ) );
 		}
 		mu = means; // TODO: should we copy this? Otherwise, internal state could be "corrupted" due to mutation outside the accumulator
 		return accumulator2;
@@ -260,10 +261,10 @@ function incrcovmat( out, means ) {
 			return cov;
 		}
 		if ( !isVectorLike( v ) ) {
-			throw new TypeError( 'invalid argument. Must provide a 1-dimensional ndarray. Value: `' + v + '`.' );
+			throw new TypeError( format( 'invalid argument. Must provide a one-dimensional ndarray. Value: `%s`.', v ) );
 		}
 		if ( v.shape[ 0 ] !== order ) {
-			throw new Error( 'invalid argument. Vector length must match covariance matrix dimensions. Expected: '+order+'. Actual: '+v.shape[ 0 ]+'.' );
+			throw new Error( format( 'invalid argument. Vector length must match covariance matrix dimensions. Expected: `%u`. Actual: `%u`.', order, v.shape[ 0 ] ) );
 		}
 		n = N;
 		N += 1;
@@ -318,10 +319,10 @@ function incrcovmat( out, means ) {
 			return cov;
 		}
 		if ( !isVectorLike( v ) ) {
-			throw new TypeError( 'invalid argument. Must provide a 1-dimensional ndarray. Value: `' + v + '`.' );
+			throw new TypeError( format( 'invalid argument. Must provide a one-dimensional ndarray. Value: `%s`.', v ) );
 		}
 		if ( v.shape[ 0 ] !== order ) {
-			throw new Error( 'invalid argument. Vector length must match covariance matrix dimensions. Expected: '+order+'. Actual: '+v.shape[ 0 ]+'.' );
+			throw new Error( format( 'invalid argument. Vector length must match covariance matrix dimensions. Expected: `%u`. Actual: `%u`.', order, v.shape[ 0 ] ) );
 		}
 		N += 1;
 		for ( i = 0; i < order; i++ ) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@stdlib/stats-incr-covmat",
-  "version": "0.0.7",
+  "version": "0.2.0",
   "description": "Compute an unbiased sample covariance matrix incrementally.",
   "license": "Apache-2.0",
   "author": {
@@ -37,24 +37,27 @@
     "url": "https://github.com/stdlib-js/stdlib/issues"
   },
   "dependencies": {
-    "@stdlib/array-float64": "^0.0.x",
-    "@stdlib/assert-is-positive-integer": "^0.0.x",
-    "@stdlib/assert-is-square-matrix": "^0.0.x",
-    "@stdlib/assert-is-vector-like": "^0.0.x",
-    "@stdlib/ndarray-base-ctor": "^0.0.x",
-    "@stdlib/ndarray-base-numel": "^0.0.x",
-    "@stdlib/ndarray-ctor": "^0.0.x",
-    "@stdlib/types": "^0.0.x"
+    "@stdlib/array-float64": "^0.2.0",
+    "@stdlib/assert-is-positive-integer": "^0.2.0",
+    "@stdlib/assert-is-square-matrix": "^0.2.0",
+    "@stdlib/assert-is-vector-like": "^0.2.0",
+    "@stdlib/ndarray-base-ctor": "^0.2.0",
+    "@stdlib/ndarray-base-numel": "^0.2.0",
+    "@stdlib/ndarray-ctor": "^0.2.0",
+    "@stdlib/string-format": "^0.2.0",
+    "@stdlib/types": "^0.3.1",
+    "@stdlib/error-tools-fmtprodmsg": "^0.2.0"
   },
   "devDependencies": {
-    "@stdlib/assert-is-symmetric-matrix": "^0.0.x",
-    "@stdlib/bench": "^0.0.x",
-    "@stdlib/constants-float64-eps": "^0.0.x",
-    "@stdlib/math-base-special-abs": "^0.0.x",
-    "@stdlib/random-base-randu": "^0.0.x",
+    "@stdlib/assert-is-symmetric-matrix": "^0.2.0",
+    "@stdlib/constants-float64-eps": "^0.2.0",
+    "@stdlib/math-base-special-abs": "^0.2.0",
+    "@stdlib/random-base-randu": "^0.1.0",
     "tape": "git+https://github.com/kgryte/tape.git#fix/globby",
     "istanbul": "^0.4.1",
-    "tap-spec": "5.x.x"
+    "tap-min": "git+https://github.com/Planeshifter/tap-min.git",
+    "@stdlib/bench-harness": "^0.2.0",
+    "@stdlib/bench": "^0.3.1"
   },
   "engines": {
     "node": ">=0.10.0",
@@ -93,7 +96,7 @@
     "accumulator"
   ],
   "funding": {
-    "type": "patreon",
-    "url": "https://www.patreon.com/athan"
+    "type": "opencollective",
+    "url": "https://opencollective.com/stdlib"
   }
 }

package/docs/repl.txt

@@ -1,46 +0,0 @@
-
-{{alias}}( out[, means] )
-    Returns an accumulator function which incrementally computes an unbiased
-    sample covariance matrix.
-
-    If provided a data vector, the accumulator function returns an updated
-    unbiased sample covariance matrix. If not provided a data vector, the
-    accumulator function returns the current unbiased sample covariance matrix.
-
-    Parameters
-    ----------
-    out: integer|ndarray
-        Order of the covariance matrix or a square 2-dimensional ndarray for
-        storing the covariance matrix.
-
-    means: ndarray (optional)
-        Known means.
-
-    Returns
-    -------
-    acc: Function
-        Accumulator function.
-
-    Examples
-    --------
-    > var accumulator = {{alias}}( 2 );
-    > var out = accumulator()
-    <ndarray>
-    > var buf = new {{alias:@stdlib/array/float64}}( 2 );
-    > var shape = [ 2 ];
-    > var strides = [ 1 ];
-    > var v = {{alias:@stdlib/ndarray/ctor}}( 'float64', buf, shape, strides, 0, 'row-major' );
-    > v.set( 0, 2.0 );
-    > v.set( 1, 1.0 );
-    > out = accumulator( v )
-    <ndarray>
-    > v.set( 0, -5.0 );
-    > v.set( 1, 3.14 );
-    > out = accumulator( v )
-    <ndarray>
-    > out = accumulator()
-    <ndarray>
-
-    See Also
-    --------
-

package/docs/types/test.ts

@@ -1,161 +0,0 @@
-/*
-* @license Apache-2.0
-*
-* Copyright (c) 2021 The Stdlib Authors.
-*
-* Licensed under the Apache License, Version 2.0 (the "License");
-* you may not use this file except in compliance with the License.
-* You may obtain a copy of the License at
-*
-*    http://www.apache.org/licenses/LICENSE-2.0
-*
-* Unless required by applicable law or agreed to in writing, software
-* distributed under the License is distributed on an "AS IS" BASIS,
-* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-* See the License for the specific language governing permissions and
-* limitations under the License.
-*/
-
-import Float64Array = require( '@stdlib/array-float64' );
-import ndarray = require( '@stdlib/ndarray-ctor' );
-import incrcovmat = require( './index' );
-
-
-// TESTS //
-
-// The function returns an accumulator function...
-{
-	let buffer = new Float64Array( 4 );
-	let shape = [ 2, 2 ];
-	let strides = [ 2, 1 ];
-
-	// Create a 2-dimensional output covariance matrix:
-	const cov = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-
-	incrcovmat( cov ); // $ExpectType accumulator
-	incrcovmat( 2 ); // $ExpectType accumulator
-
-	buffer = new Float64Array( 2 );
-	shape = [ 2 ];
-	strides = [ 1 ];
-
-	const means = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-	means.set( 0, 3.0 );
-	means.set( 1, -5.5 );
-	incrcovmat( 2, means ); // $ExpectType accumulator
-}
-
-// The compiler throws an error if the function is provided a first argument which is not an ndarray or number...
-{
-	incrcovmat( '5' ); // $ExpectError
-	incrcovmat( true ); // $ExpectError
-	incrcovmat( false ); // $ExpectError
-	incrcovmat( null ); // $ExpectError
-	incrcovmat( undefined ); // $ExpectError
-	incrcovmat( [] ); // $ExpectError
-	incrcovmat( {} ); // $ExpectError
-	incrcovmat( ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the function is provided a second argument which is not an ndarray...
-{
-	incrcovmat( 2, '5' ); // $ExpectError
-	incrcovmat( 2, true ); // $ExpectError
-	incrcovmat( 2, false ); // $ExpectError
-	incrcovmat( 2, null ); // $ExpectError
-	incrcovmat( 2, [] ); // $ExpectError
-	incrcovmat( 2, {} ); // $ExpectError
-	incrcovmat( 2, ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the function is provided an invalid number of arguments...
-{
-	let buffer = new Float64Array( 4 );
-	let shape = [ 2, 2 ];
-	let strides = [ 2, 1 ];
-
-	// Create a 2-dimensional output covariance matrix:
-	const cov = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-
-	buffer = new Float64Array( 2 );
-	shape = [ 2 ];
-	strides = [ 1 ];
-
-	const means = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-	means.set( 0, 3.0 );
-	means.set( 1, -5.5 );
-
-	incrcovmat(); // $ExpectError
-	incrcovmat( cov, means, {} ); // $ExpectError
-}
-
-// The function returns an accumulator function which returns an accumulated result...
-{
-	const acc = incrcovmat( 2 );
-	acc(); // $ExpectType ndarray | null
-
-	const buffer = new Float64Array( 2 );
-	const shape = [ 2 ];
-	const strides = [ 1 ];
-
-	const vec = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-	vec.set( 0, 37.0 );
-	vec.set( 1, 45.0 );
-	acc( vec ); // $ExpectType ndarray | null
-}
-
-// The function returns an accumulator function which returns an accumulated result (known means)...
-{
-	let buffer = new Float64Array( 2 );
-	let shape = [ 2 ];
-	let strides = [ 1 ];
-
-	const means = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-	means.set( 0, 3.0 );
-	means.set( 1, -5.5 );
-	const acc = incrcovmat( 2, means );
-
-	acc(); // $ExpectType ndarray | null
-	buffer = new Float64Array( 2 );
-	shape = [ 2 ];
-	strides = [ 1 ];
-
-	const vec = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-	vec.set( 0, 37.0 );
-	vec.set( 1, 45.0 );
-	acc( vec ); // $ExpectType ndarray | null
-}
-
-// The compiler throws an error if the returned accumulator function is provided an argument which is not an ndarray...
-{
-	const acc = incrcovmat( 2 );
-
-	acc( 123 ); // $ExpectError
-	acc( 'abc' ); // $ExpectError
-	acc( true ); // $ExpectError
-	acc( false ); // $ExpectError
-	acc( null ); // $ExpectError
-	acc( [] ); // $ExpectError
-	acc( {} ); // $ExpectError
-	acc( ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the returned accumulator function is provided invalid arguments (known means)...
-{
-	const buffer = new Float64Array( 2 );
-	const shape = [ 2 ];
-	const strides = [ 1 ];
-
-	const means = ndarray( 'float64', buffer, shape, strides, 0, 'row-major' );
-	means.set( 0, 3.0 );
-	means.set( 1, -5.5 );
-	const acc = incrcovmat( 2, means );
-
-	acc( '5' ); // $ExpectError
-	acc( true ); // $ExpectError
-	acc( false ); // $ExpectError
-	acc( null ); // $ExpectError
-	acc( [] ); // $ExpectError
-	acc( {} ); // $ExpectError
-	acc( ( x: number ): number => x ); // $ExpectError
-}