@stdlib/stats-incr-pcorrdist
v0.2.2
Published
Compute a sample Pearson product-moment correlation distance.
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incrpcorrdist
Compute a sample Pearson product-moment correlation distance incrementally.
The sample Pearson product-moment correlation distance is defined as
where r
is the sample Pearson product-moment correlation coefficient, cov(x,y)
is the sample covariance, and σ
corresponds to the sample standard deviation. As r
resides on the interval [-1,1]
, d
resides on the interval [0,2]
.
Installation
npm install @stdlib/stats-incr-pcorrdist
Usage
var incrpcorrdist = require( '@stdlib/stats-incr-pcorrdist' );
incrpcorrdist( [mx, my] )
Returns an accumulator function
which incrementally computes a sample Pearson product-moment correlation distance.
var accumulator = incrpcorrdist();
If the means are already known, provide mx
and my
arguments.
var accumulator = incrpcorrdist( 3.0, -5.5 );
accumulator( [x, y] )
If provided input value x
and y
, the accumulator function returns an updated sample correlation coefficient. If not provided input values x
and y
, the accumulator function returns the current sample correlation coefficient.
var accumulator = incrpcorrdist();
var d = accumulator( 2.0, 1.0 );
// returns 1.0
d = accumulator( 1.0, -5.0 );
// returns 0.0
d = accumulator( 3.0, 3.14 );
// returns ~0.035
d = accumulator();
// returns ~0.035
Notes
- Input values are not type checked. If provided
NaN
or a value which, when used in computations, results inNaN
, the accumulated value isNaN
for all future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly before passing the value to the accumulator function.
Examples
var randu = require( '@stdlib/random-base-randu' );
var incrpcorrdist = require( '@stdlib/stats-incr-pcorrdist' );
var accumulator;
var x;
var y;
var i;
// Initialize an accumulator:
accumulator = incrpcorrdist();
// For each simulated datum, update the sample correlation distance...
for ( i = 0; i < 100; i++ ) {
x = randu() * 100.0;
y = randu() * 100.0;
accumulator( x, y );
}
console.log( accumulator() );
See Also
@stdlib/stats-incr/covariance
: compute an unbiased sample covariance incrementally.@stdlib/stats-incr/pcorr
: compute a sample Pearson product-moment correlation coefficient.@stdlib/stats-incr/summary
: compute a statistical summary incrementally.
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.