@stdlib/stats-incr-pcorrmat 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>
+
 # incrpcorrmat
 
 [![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 [Pearson product-moment correlation matrix][pearson-correlation] is an M-by-M
 <div class="equation" align="center" data-raw-text="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" data-equation="eq:pearson_correlation_coefficient">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/pcorrmat/docs/img/equation_pearson_correlation_coefficient.svg" alt="Equation for the Pearson product-moment correlation coefficient.">
     <br>
-</div>
+</div> -->
 
 <!-- </equation> -->
 
@@ -41,9 +52,9 @@ where the numerator is the [covariance][covariance] and the denominator is the p
 
 For a sample of size `n`, the [sample Pearson product-moment correlation coefficient][pearson-correlation] is defined as
 
-<!-- <equation class="equation" label="eq:sample_pearson_correlation_coefficient" align="center" raw="r = \frac{\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" alt="Equation for the sample Pearson product-moment correlation coefficient."> -->
+<!-- <equation class="equation" label="eq:sample_pearson_correlation_coefficient" align="center" raw="r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" alt="Equation for the sample Pearson product-moment correlation coefficient."> -->
 
-<div class="equation" align="center" data-raw-text="r = \frac{\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" data-equation="eq:sample_pearson_correlation_coefficient">
+<!-- <div class="equation" align="center" data-raw-text="r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" data-equation="eq:sample_pearson_correlation_coefficient">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/pcorrmat/docs/img/equation_sample_pearson_correlation_coefficient.svg" alt="Equation for the sample Pearson product-moment correlation coefficient.">
     <br>
 </div>
@@ -226,9 +237,9 @@ for ( i = 0; i < 100; i++ ) {
 
 ## See Also
 
--   <span class="package-name">[`@stdlib/stats/incr/covmat`][@stdlib/stats/incr/covmat]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance matrix incrementally.</span>
--   <span class="package-name">[`@stdlib/stats/incr/pcorr`][@stdlib/stats/incr/pcorr]</span><span class="delimiter">: </span><span class="description">compute a sample Pearson product-moment correlation coefficient.</span>
--   <span class="package-name">[`@stdlib/stats/incr/pcorrdistmat`][@stdlib/stats/incr/pcorrdistmat]</span><span class="delimiter">: </span><span class="description">compute a sample Pearson product-moment correlation distance matrix incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats-incr/covmat`][@stdlib/stats/incr/covmat]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance matrix incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats-incr/pcorr`][@stdlib/stats/incr/pcorr]</span><span class="delimiter">: </span><span class="description">compute a sample Pearson product-moment correlation coefficient.</span>
+-   <span class="package-name">[`@stdlib/stats-incr/pcorrdistmat`][@stdlib/stats/incr/pcorrdistmat]</span><span class="delimiter">: </span><span class="description">compute a sample Pearson product-moment correlation distance matrix incrementally.</span>
 
 </section>
 
@@ -260,7 +271,7 @@ See [LICENSE][stdlib-license].
 
 ## Copyright
 
-Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
+Copyright &copy; 2016-2024. The Stdlib [Authors][stdlib-authors].
 
 </section>
 
@@ -273,8 +284,8 @@ Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
 [npm-image]: http://img.shields.io/npm/v/@stdlib/stats-incr-pcorrmat.svg
 [npm-url]: https://npmjs.org/package/@stdlib/stats-incr-pcorrmat
 
-[test-image]: https://github.com/stdlib-js/stats-incr-pcorrmat/actions/workflows/test.yml/badge.svg
-[test-url]: https://github.com/stdlib-js/stats-incr-pcorrmat/actions/workflows/test.yml
+[test-image]: https://github.com/stdlib-js/stats-incr-pcorrmat/actions/workflows/test.yml/badge.svg?branch=v0.2.0
+[test-url]: https://github.com/stdlib-js/stats-incr-pcorrmat/actions/workflows/test.yml?query=branch:v0.2.0
 
 [coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-incr-pcorrmat/main.svg
 [coverage-url]: https://codecov.io/github/stdlib-js/stats-incr-pcorrmat?branch=main
@@ -286,19 +297,23 @@ 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-pcorrmat/tree/deno
+[deno-readme]: https://github.com/stdlib-js/stats-incr-pcorrmat/blob/deno/README.md
 [umd-url]: https://github.com/stdlib-js/stats-incr-pcorrmat/tree/umd
+[umd-readme]: https://github.com/stdlib-js/stats-incr-pcorrmat/blob/umd/README.md
 [esm-url]: https://github.com/stdlib-js/stats-incr-pcorrmat/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-pcorrmat/blob/esm/README.md
+[branches-url]: https://github.com/stdlib-js/stats-incr-pcorrmat/blob/main/branches.md
 
 [stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-incr-pcorrmat/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 incrpcorrmat from '../docs/types/index';
+export = incrpcorrmat;

package/dist/index.js

@@ -0,0 +1,5 @@
+"use strict";var I=function(t,o){return function(){return o||t((o={exports:{}}).exports,o),o.exports}};var S=I(function(N,P){
+var L=require('@stdlib/assert-is-positive-integer/dist').isPrimitive,z=require('@stdlib/assert-is-square-matrix/dist'),b=require('@stdlib/assert-is-vector-like/dist'),E=require('@stdlib/array-float64/dist'),y=require('@stdlib/error-tools-fmtprodmsg/dist'),M=require('@stdlib/math-base-special-sqrt/dist'),B=require('@stdlib/ndarray-ctor/dist'),F=require('@stdlib/ndarray-base-ctor/dist'),T=require('@stdlib/ndarray-base-numel/dist');function A(t,o){var e,a,c,u;return o?u=F:u=B,a=new E(t*t),c=[t,t],e=[t,1],u("float64",a,c,e,0,"row-major")}function D(t,o){var e=t.shape[0],a;for(a=0;a<e;a++)t.set(a,a,o);return t}function G(t){var o,e,a;return e=new E(t),a=[t],o=[1],F("float64",e,a,o,0,"row-major")}function H(t,o){var e,a,c,u,q,m,h,v;if(v=0,L(t))e=t,a=A(e,!1);else if(z(t))e=t.shape[0],a=t;else throw new TypeError(y('1JfDf',t));if(a=D(a,1),h=new E(e),c=new E(e),u=new E(e),m=A(e,!0),arguments.length>1){if(!b(o))throw new TypeError(y('1JfDc',o));if(T(o.shape)!==e)throw new Error("invalid argument. The number of elements (means) in the second argument must match correlation matrix dimensions. Expected: "+e+". Actual: "+T(o.shape)+".");return q=o,C}return q=G(e),k;function k(l){var w,g,f,p,i,n,x,d,j,V,r,s;if(arguments.length===0)return v===0?null:a;if(!b(l))throw new TypeError(y('1JfDd',l));if(l.shape[0]!==e)throw new Error(y('1Jf9g',e,l.shape[0]));if(j=v,v+=1,V=j/v,w=j||1,v===1)for(r=0;r<e;r++)for(x=l.get(r),d=q.get(r),n=x-d,d+=n/v,q.set(r,d),h[r]=n,c[r]+=n*(x-d),u[r]=M(c[r]/w),g=V*h[r],s=0;s<r;s++)f=m.get(r,s)+g*h[s],m.set(r,s,f),m.set(s,r,f);else for(r=0;r<e;r++)for(x=l.get(r),d=q.get(r),n=x-d,d+=n/v,q.set(r,d),h[r]=n,c[r]+=n*(x-d),u[r]=M(c[r]/w),g=V*h[r],i=u[r],s=0;s<r;s++)f=m.get(r,s)+g*h[s],m.set(r,s,f),m.set(s,r,f),p=f/w/(i*u[s]),a.set(r,s,p),a.set(s,r,p);return a}function C(l){var w,g,f,p,i,n;if(arguments.length===0)return v===0?null:a;if(!b(l))throw new TypeError(y('1JfDd',l));if(l.shape[0]!==e)throw new Error(y('1Jf9g',e,l.shape[0]));for(v+=1,i=0;i<e;i++)for(p=l.get(i)-q.get(i),h[i]=p,c[i]+=p*p,u[i]=M(c[i]/v),f=u[i],n=0;n<i;n++)g=m.get(i,n)+p*h[n],m.set(i,n,g),m.set(n,i,g),w=g/v/(f*u[n]),a.set(i,n,w),a.set(n,i,w);return a}}P.exports=H
+});var J=S();module.exports=J;
+/** @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 format = require( '@stdlib/string-format' );\nvar sqrt = require( '@stdlib/math-base-special-sqrt' );\nvar ctor = require( '@stdlib/ndarray-ctor' );\nvar bctor = require( '@stdlib/ndarray-base-ctor' );\nvar numel = require( '@stdlib/ndarray-base-numel' );\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* Sets the values along the main diagonal of a square matrix.\n*\n* @private\n* @param {ndarray} matrix - input square matrix\n* @param {number} v - value\n* @returns {ndarray} input matrix\n*/\nfunction diagonal( matrix, v ) {\n\tvar M = matrix.shape[ 0 ];\n\tvar i;\n\tfor ( i = 0; i < M; i++ ) {\n\t\tmatrix.set( i, i, v );\n\t}\n\treturn matrix;\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 a sample Pearson product-moment correlation matrix.\n*\n* ## Method\n*\n* -   For each sample Pearson product-moment correlation coefficient, 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* -   To calculate the corrected sample standard deviation, we can use Welford's method, which can be derived as follows. We can express the variance as\n*\n*     ```tex\n*     \\begin{align*}\n*     S_n &= n \\sigma_n^2 \\\\\n*         &= \\sum_{i=1}^{n} (x_i - \\mu_n)^2 \\\\\n*         &= \\biggl(\\sum_{i=1}^{n} x_i^2 \\biggr) - n\\mu_n^2\n*     \\end{align*}\n*     ```\n*\n*     Accordingly,\n*\n*     ```tex\n*     \\begin{align*}\n*     S_n - S_{n-1} &= \\sum_{i=1}^{n} x_i^2 - n\\mu_n^2 - \\sum_{i=1}^{n-1} x_i^2 + (n-1)\\mu_{n-1}^2 \\\\\n*                   &= x_n^2 - n\\mu_n^2 + (n-1)\\mu_{n-1}^2 \\\\\n*                   &= x_n^2 - \\mu_{n-1}^2 + n(\\mu_{n-1}^2 - \\mu_n^2) \\\\\n*                   &= x_n^2 - \\mu_{n-1}^2 + n(\\mu_{n-1} - \\mu_n)(\\mu_{n-1} + \\mu_n) \\\\\n*                   &= x_n^2 - \\mu_{n-1}^2 + (\\mu_{n-1} - x_n)(\\mu_{n-1} + \\mu_n) \\\\\n*                   &= x_n^2 - \\mu_{n-1}^2 + \\mu_{n-1}^2 - x_n\\mu_n - x_n\\mu_{n-1} + \\mu_n\\mu_{n-1} \\\\\n*                   &= x_n^2 - x_n\\mu_n - x_n\\mu_{n-1} + \\mu_n\\mu_{n-1} \\\\\n*                   &= (x_n - \\mu_{n-1})(x_n - \\mu_n) \\\\\n*                   &= S_{n-1} + (x_n - \\mu_{n-1})(x_n - \\mu_n)\n*     \\end{align*}\n*     ```\n*\n*     where we use the identity\n*\n*     ```tex\n*     x_n - \\mu_{n-1} = n (\\mu_n - \\mu_{n-1})\n*     ```\n*\n* -   To compute the corrected sample standard deviation, we apply Bessel's correction and take the square root.\n*\n* -   The sample Pearson product-moment correlation coefficient can thus be calculated as\n*\n*     ```tex\n*     r = \\frac{\\operatorname{cov}_n(x,y)}{\\sigma_x \\sigma_y}\n*     ```\n*\n*     where \\\\(\\sigma_x\\\\) and \\\\(\\sigma_y\\\\) are the corrected sample standard deviations for \\\\(x\\\\) and \\\\(y\\\\), respectively.\n*\n* @param {(PositiveInteger|ndarray)} out - order of the correlation matrix or a square 2-dimensional output ndarray for storing the correlation 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 correlation 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 correlation 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 corr = ndarray( 'float64', buffer, shape, strides, offset, order );\n*\n* // Create a correlation matrix accumulator:\n* var accumulator = incrpcorrmat( corr );\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 === corr );\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 correlation matrix:\n* out = accumulator();\n* // returns <ndarray>\n*/\nfunction incrpcorrmat( out, means ) {\n\tvar order;\n\tvar corr;\n\tvar M2;\n\tvar sd;\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\tcorr = createMatrix( order, false );\n\t} else if ( isSquareMatrix( out ) ) {\n\t\torder = out.shape[ 0 ];\n\t\tcorr = out;\n\t} else {\n\t\tthrow new TypeError( format( 'invalid argument. First argument must either specify the order of the correlation matrix or be a square two-dimensional ndarray for storing the correlation matrix. Value: `%s`.', out ) );\n\t}\n\t// Set the values along the correlation matrix diagonal to `1` (i.e., a random variable is always perfectly correlated with itself):\n\tcorr = diagonal( corr, 1.0 );\n\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 scratch array for storing second moments:\n\tM2 = new Float64Array( order );\n\n\t// Create a scratch array for storing standard deviations:\n\tsd = 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( 'invalid argument. The number of elements (means) in the second argument must match correlation matrix dimensions. Expected: '+order+'. Actual: '+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 sample correlation matrix. If not provided a data vector, the accumulator function returns the current sample correlation 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 correlation matrix dimensions\n\t* @returns {(ndarray|null)} sample correlation matrix or null\n\t*/\n\tfunction accumulator1( v ) {\n\t\tvar denom;\n\t\tvar rdx;\n\t\tvar cij;\n\t\tvar rij;\n\t\tvar sdi;\n\t\tvar di;\n\t\tvar vi;\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 corr;\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 correlation 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\tif ( N === 1 ) {\n\t\t\tfor ( i = 0; i < order; i++ ) {\n\t\t\t\tvi = v.get( i );\n\t\t\t\tm = mu.get( i );\n\n\t\t\t\t// Compute the residual:\n\t\t\t\tdi = vi - m;\n\n\t\t\t\t// Update the sample mean:\n\t\t\t\tm += di / N;\n\t\t\t\tmu.set( i, m );\n\n\t\t\t\t// Update the sample standard deviation:\n\t\t\t\td[ i ] = di;\n\t\t\t\tM2[ i ] += di * ( vi-m );\n\t\t\t\tsd[ i ] = sqrt( M2[i]/denom );\n\n\t\t\t\t// Update the co-moments and correlation matrix, recognizing that the matrices are symmetric...\n\t\t\t\trdx = r * d[i]; // if `n=0`, `r=0.0`\n\t\t\t\tfor ( j = 0; j < i; j++ ) {\n\t\t\t\t\tcij = C.get( i, j ) + ( rdx*d[j] );\n\t\t\t\t\tC.set( i, j, cij );\n\t\t\t\t\tC.set( j, i, cij ); // via symmetry\n\t\t\t\t}\n\t\t\t}\n\t\t} else {\n\t\t\tfor ( i = 0; i < order; i++ ) {\n\t\t\t\tvi = v.get( i );\n\t\t\t\tm = mu.get( i );\n\n\t\t\t\t// Compute the residual:\n\t\t\t\tdi = vi - m;\n\n\t\t\t\t// Update the sample mean:\n\t\t\t\tm += di / N;\n\t\t\t\tmu.set( i, m );\n\n\t\t\t\t// Update the sample standard deviation:\n\t\t\t\td[ i ] = di;\n\t\t\t\tM2[ i ] += di * ( vi-m );\n\t\t\t\tsd[ i ] = sqrt( M2[i]/denom );\n\n\t\t\t\trdx = r * d[i];\n\t\t\t\tsdi = sd[ i ];\n\t\t\t\tfor ( j = 0; j < i; j++ ) {\n\t\t\t\t\tcij = C.get( i, j ) + ( rdx*d[j] );\n\t\t\t\t\tC.set( i, j, cij );\n\t\t\t\t\tC.set( j, i, cij ); // via symmetry\n\n\t\t\t\t\trij = ( cij/denom ) / ( sdi*sd[j] );\n\t\t\t\t\tcorr.set( i, j, rij );\n\t\t\t\t\tcorr.set( j, i, rij ); // via symmetry\n\t\t\t\t}\n\t\t\t}\n\t\t}\n\t\treturn corr;\n\t}\n\n\t/**\n\t* If provided a data vector, the accumulator function returns an updated sample correlation matrix. If not provided a data vector, the accumulator function returns the current sample correlation 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 correlation matrix dimensions\n\t* @returns {(ndarray|null)} sample correlation matrix or null\n\t*/\n\tfunction accumulator2( v ) {\n\t\tvar rij;\n\t\tvar cij;\n\t\tvar sdi;\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 corr;\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 correlation 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\tdi = v.get( i ) - mu.get( i );\n\t\t\td[ i ] = di;\n\n\t\t\t// Update the standard deviation:\n\t\t\tM2[ i ] += di * di;\n\t\t\tsd[ i ] = sqrt( M2[i]/N );\n\n\t\t\t// Update the co-moments and correlation matrix, recognizing that the matrices are symmetric...\n\t\t\tsdi = sd[ 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\trij = ( cij/N ) / ( sdi*sd[j] );\n\t\t\t\tcorr.set( i, j, rij );\n\t\t\t\tcorr.set( j, i, rij ); // via symmetry\n\t\t\t}\n\t\t}\n\t\treturn corr;\n\t}\n}\n\n\n// EXPORTS //\n\nmodule.exports = incrpcorrmat;\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 a sample Pearson product-moment correlation matrix incrementally.\n*\n* @module @stdlib/stats-incr-pcorrmat\n*\n* @example\n* var Float64Array = require( '@stdlib/array-float64' );\n* var ndarray = require( '@stdlib/ndarray-ctor' );\n* var incrpcorrmat = require( '@stdlib/stats-incr-pcorrmat' );\n*\n* // Create an output correlation 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 corr = ndarray( 'float64', buffer, shape, strides, offset, order );\n*\n* // Create a correlation matrix accumulator:\n* var accumulator = incrpcorrmat( corr );\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 === corr );\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 correlation 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", "format", "sqrt", "ctor", "bctor", "numel", "createMatrix", "n", "bool", "strides", "buffer", "shape", "f", "diagonal", "matrix", "v", "M", "i", "createVector", "N", "incrpcorrmat", "out", "means", "order", "corr", "M2", "sd", "mu", "C", "d", "accumulator2", "accumulator1", "denom", "rdx", "cij", "rij", "sdi", "di", "vi", "m", "r", "j", "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 correlation matrix:
 * var buffer = new Float64Array( 4 );
@@ -88,7 +88,7 @@ type accumulator = ( vector?: ndarray ) => ndarray | null;
 * out = accumulator();
 * // returns <ndarray>
 */
-declare function incrpcorrmat( out: number | ndarray, means?: ndarray ): accumulator; // tslint-disable-line max-line-length
+declare function incrpcorrmat( out: number | ndarray, means?: ndarray ): accumulator;
 
 
 // EXPORTS //

package/lib/index.js

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

package/lib/main.js

@@ -24,6 +24,7 @@ var isPositiveInteger = require( '@stdlib/assert-is-positive-integer' ).isPrimit
 var isSquareMatrix = require( '@stdlib/assert-is-square-matrix' );
 var isVectorLike = require( '@stdlib/assert-is-vector-like' );
 var Float64Array = require( '@stdlib/array-float64' );
+var format = require( '@stdlib/string-format' );
 var sqrt = require( '@stdlib/math-base-special-sqrt' );
 var ctor = require( '@stdlib/ndarray-ctor' );
 var bctor = require( '@stdlib/ndarray-base-ctor' );
@@ -273,7 +274,7 @@ function incrpcorrmat( out, means ) {
 		order = out.shape[ 0 ];
 		corr = out;
 	} else {
-		throw new TypeError( 'invalid argument. First argument must either specify the order of the correlation matrix or be a square 2-dimensional ndarray for storing the correlation matrix. Value: `' + out + '`.' );
+		throw new TypeError( format( 'invalid argument. First argument must either specify the order of the correlation matrix or be a square two-dimensional ndarray for storing the correlation matrix. Value: `%s`.', out ) );
 	}
 	// Set the values along the correlation matrix diagonal to `1` (i.e., a random variable is always perfectly correlated with itself):
 	corr = diagonal( corr, 1.0 );
@@ -292,7 +293,7 @@ function incrpcorrmat( 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 correlation matrix dimensions. Expected: '+order+'. Actual: '+numel( means.shape )+'.' );
@@ -334,10 +335,10 @@ function incrpcorrmat( out, means ) {
 			return corr;
 		}
 		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 correlation matrix dimensions. Expected: '+order+'. Actual: '+v.shape[ 0 ]+'.' );
+			throw new Error( format( 'invalid argument. Vector length must match correlation matrix dimensions. Expected: `%u`. Actual: `%u`.', order, v.shape[ 0 ] ) );
 		}
 		n = N;
 		N += 1;
@@ -426,10 +427,10 @@ function incrpcorrmat( out, means ) {
 			return corr;
 		}
 		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 correlation matrix dimensions. Expected: '+order+'. Actual: '+v.shape[ 0 ]+'.' );
+			throw new Error( format( 'invalid argument. Vector length must match correlation 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-pcorrmat",
-  "version": "0.0.7",
+  "version": "0.2.0",
   "description": "Compute a sample Pearson product-moment correlation matrix incrementally.",
   "license": "Apache-2.0",
   "author": {
@@ -37,25 +37,28 @@
     "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/math-base-special-sqrt": "^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/math-base-special-sqrt": "^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",
@@ -98,7 +101,7 @@
     "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 a sample
-    Pearson product-moment correlation matrix.
-
-    If provided a data vector, the accumulator function returns an updated
-    sample correlation matrix. If not provided a data vector, the accumulator
-    function returns the current sample correlation matrix.
-
-    Parameters
-    ----------
-    out: integer|ndarray
-        Order of the correlation matrix or a square 2-dimensional ndarray for
-        storing the correlation 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 incrpcorrmat = 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' );
-
-	incrpcorrmat( cov ); // $ExpectType accumulator
-	incrpcorrmat( 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 );
-	incrpcorrmat( 2, means ); // $ExpectType accumulator
-}
-
-// The compiler throws an error if the function is provided a first argument which is not an ndarray or number...
-{
-	incrpcorrmat( '5' ); // $ExpectError
-	incrpcorrmat( true ); // $ExpectError
-	incrpcorrmat( false ); // $ExpectError
-	incrpcorrmat( null ); // $ExpectError
-	incrpcorrmat( undefined ); // $ExpectError
-	incrpcorrmat( [] ); // $ExpectError
-	incrpcorrmat( {} ); // $ExpectError
-	incrpcorrmat( ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the function is provided a second argument which is not an ndarray...
-{
-	incrpcorrmat( 2, '5' ); // $ExpectError
-	incrpcorrmat( 2, true ); // $ExpectError
-	incrpcorrmat( 2, false ); // $ExpectError
-	incrpcorrmat( 2, null ); // $ExpectError
-	incrpcorrmat( 2, [] ); // $ExpectError
-	incrpcorrmat( 2, {} ); // $ExpectError
-	incrpcorrmat( 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 );
-
-	incrpcorrmat(); // $ExpectError
-	incrpcorrmat( cov, means, {} ); // $ExpectError
-}
-
-// The function returns an accumulator function which returns an accumulated result...
-{
-	const acc = incrpcorrmat( 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 = incrpcorrmat( 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 = incrpcorrmat( 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 = incrpcorrmat( 2, means );
-
-	acc( '5' ); // $ExpectError
-	acc( true ); // $ExpectError
-	acc( false ); // $ExpectError
-	acc( null ); // $ExpectError
-	acc( [] ); // $ExpectError
-	acc( {} ); // $ExpectError
-	acc( ( x: number ): number => x ); // $ExpectError
-}