@stdlib/stats-incr-pcorrdist NPM

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 in NaN, the accumulated value is NaN 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() );

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.