Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

feat: add stats/incr/nanrss #5973

Open
wants to merge 6 commits into
base: develop
Choose a base branch
from
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
155 changes: 155 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanrss/README.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,155 @@
<!--

@license Apache-2.0

Copyright (c) 2025 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.

-->

# incrnanrss

> Compute the [residual sum of squares][residual-sum-of-squares] (RSS) incrementally, ignoring `NaN` values.

<section class="intro">

The [**residual sum of squares**][residual-sum-of-squares] (also referred to as the **sum of squared residuals** (SSR) and the **sum of squared errors** (SSE)) is defined as

<!-- <equation class="equation" label="eq:residual_sum_of_squares" align="center" raw="\operatorname{RSS} = \sum_{i=0}^{n-1} (y_i - x_i)^2" alt="Equation for the residual sum of squares."> -->

```math
\mathop{\mathrm{RSS}} = \sum_{i=0}^{n-1} (y_i - x_i)^2
```

<!-- <div class="equation" align="center" data-raw-text="\operatorname{RSS} = \sum_{i=0}^{n-1} (y_i - x_i)^2" data-equation="eq:residual_sum_of_squares">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@78799028a150a44d463029bdb62ac870b1c1f9d4/lib/node_modules/@stdlib/stats/incr/nanrss/docs/img/equation_residual_sum_of_squares.svg" alt="Equation for the residual sum of squares.">
<br>
</div> -->

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanrss = require( '@stdlib/stats/incr/nanrss' );
```

#### incrnanrss()

Returns an accumulator `function` which incrementally computes the [residual sum of squares][residual-sum-of-squares], ignoring `NaN` values.

```javascript
var accumulator = incrnanrss();
```

#### accumulator( \[x, y] )

If provided input values `x` and `y`, the accumulator function returns an updated [residual sum of squares][residual-sum-of-squares]. If not provided input values `x` and `y`, the accumulator function returns the current [residual sum of squares][residual-sum-of-squares].

```javascript
var accumulator = incrnanrss();

var r = accumulator( 2.0, 3.0 );
// returns 1.0

r = accumulator( 1.0, NaN );
// returns 1.0

r = accumulator( -1.0, -4.0 );
// returns 10.0

r = accumulator( -3.0, 5.0 );
// returns 74.0

r = accumulator();
// returns 74.0
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- Input values are **not** type checked. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrnanrss = require( '@stdlib/stats/incr/nanrss' );

var accumulator;
var v1;
var v2;
var i;

// Initialize an accumulator:
accumulator = incrnanrss();

// For each simulated datum, update the residual sum of squares...
for ( i = 0; i < 100; i++ ) {
if ( randu() < 0.2 ) {
v1 = NaN;
v2 = NaN;
} else {
v1 = ( randu()*100.0 ) - 50.0;
v2 = ( randu()*100.0 ) - 50.0;
}
accumulator( v1, v2 );
}
console.log( accumulator() );
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[residual-sum-of-squares]: https://en.wikipedia.org/wiki/Residual_sum_of_squares

<!-- <related-links> -->

<!-- </related-links> -->

</section>

<!-- /.links -->
69 changes: 69 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanrss/benchmark/benchmark.js
Original file line number Diff line number Diff line change
@@ -0,0 +1,69 @@
/**
* @license Apache-2.0
*
* Copyright (c) 2025 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.
*/

'use strict';

// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var pkg = require( './../package.json' ).name;
var incrnanrss = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanrss();
if ( typeof f !== 'function' ) {
b.fail( 'should return a function' );
}
}
b.toc();
if ( typeof f !== 'function' ) {
b.fail( 'should return a function' );
}
b.pass( 'benchmark finished' );
b.end();
});

bench( pkg+'::accumulator', function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanrss();

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu()-0.5, randu()-0.5 );
if ( v !== v ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( v !== v ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
30 changes: 30 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanrss/docs/repl.txt
Original file line number Diff line number Diff line change
@@ -0,0 +1,30 @@

{{alias}}()
Returns an accumulator function which incrementally computes the residual
sum of squares (RSS), ignoring `NaN` values.

If provided input values, the accumulator function returns an updated
residual sum of squares. If not provided input values, the accumulator
function returns the current residual sum of squares.

Returns
-------
acc: Function
Accumulator function.

Examples
--------
> var accumulator = {{alias}}();
> var r = accumulator()
null
> r = accumulator( 2.0, 3.0 )
1.0
> r = accumulator( 1.0, NaN )
1.0
> r = accumulator( -5.0, 2.0 )
50.0
> r = accumulator()
50.0

See Also
--------
60 changes: 60 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanrss/docs/types/index.d.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,60 @@
/*
* @license Apache-2.0
*
* Copyright (c) 2025 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.
*/

// TypeScript Version: 4.1

/// <reference types="@stdlib/types"/>

/**
* If provided arguments, returns an updated residual sum of squares; otherwise, returns the current residual sum of squares.
*
* @param x - value
* @param y - value
* @returns residual sum of squares
*/
type accumulator = ( x?: number, y?: number ) => number | null;

/**
* Returns an accumulator function which incrementally computes the residual sum of squares.
*
* @returns accumulator function
*
* @example
* var accumulator = incrnanrss();
*
* var r = accumulator();
* // returns null
*
* r = accumulator( 2.0, 3.0 );
* // returns 1.0
*
* r = accumulator( 1.0, NaN );
* // returns 1.0
*
* r = accumulator( -5.0, 2.0 );
* // returns 50.0
*
* r = accumulator();
* // returns 50.0
*/
declare function incrnanrss(): accumulator;


// EXPORTS //

export = incrnanrss;
Loading
Loading