feat(stats/incr): add nancovariance accumulator

lib/node_modules/@stdlib/stats/incr/nancovariance/README.md

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+<!--
+
+@license Apache-2.0
+
+Copyright (c) 2020 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.
+
+-->
+
+# incrnancovariance
+
+> Compute an incremental sample covariance while ignoring `NaN` values.
+
+<section class="usage">
+
+## Usage
+
+```javascript
+var nancovariance = require( '@stdlib/stats/incr/nancovariance' );
+```
+
+#### incrnancovariance
+
+Returns an accumulator function which incrementally computes a sample covariance, ignoring any input pairs that contain NaN values. The accumulator returns null until at least two valid data pairs have been provided.
+
+```javascript
+var accumulator = nancovariance();
+```
+
+#### accumulator(`[x, y]`)
+
+If provided a pair of numeric input values `[x, y]`, the accumulator updates and returns the sample covariance. If not provided any input values, the accumulator returns the current sample covariance.
+
+```javascript
+var accumulator = nancovariance();
+
+var cov = accumulator();
+// returns null
+
+cov = accumulator( 2.0, 1.0 );
+// returns null
+
+cov = accumulator( NaN, 1.0 );
+// returns null
+
+cov = accumulator( 4.0, 5.0 );
+// returns 4.0
+
+cov = accumulator();
+// returns 4.0
+```
+
+</section>
+
+<!-- /.usage -->
+
+<section class="examples">
+
+## Examples
+
+<!-- eslint no-undef: "error" -->
+
+```javascript
+var randu = require( '@stdlib/random/base/randu' );
+var nancovariance = require( '@stdlib/stats/incr/nancovariance' );
+
+var accumulator;
+var i;
+var x;
+var y;
+accumulator = nancovariance();
+for ( i = 0; i < 100; i++ ) {
+    x = ( randu() < 0.2 ) ? NaN : randu() * 100.0;
+    y = ( randu() < 0.2 ) ? NaN : randu() * 100.0;
+    accumulator( x, y );
+}
+console.log( accumulator() );
+```
+
+</section>
+
+<!-- /.examples -->
+
+<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
+
+<section class="related">
+
+* * *
+
+## See Also
+
+-   <span class="package-name">[`@stdlib/stats/incr/nansum`][@stdlib/stats/incr/nansum]</span><span class="delimiter">: </span><span class="description">compute a sum incrementally, ignoring NaN values.</span>
+
+</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">
+
+<!-- <related-links> -->
+
+[@stdlib/stats/incr/nansum]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/nansum
+
+<!-- </related-links> -->
+
+</section>
+
+<!-- /.links -->

lib/node_modules/@stdlib/stats/incr/nancovariance/benchmark/benchmark.js

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+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2020 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 nancovariance = require( './../lib' );
+
+
+// MAIN //
+
+bench( pkg, function benchmark( b ) {
+	var acc;
+	var i;
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		acc = nancovariance();
+		if ( typeof acc !== 'function' ) {
+			b.fail( 'should return a function' );
+		}
+	}
+	b.toc();
+	if ( typeof acc !== 'function' ) {
+		b.fail( 'should return a function' );
+	}
+	b.pass( 'benchmark finished' );
+	b.end();
+});
+
+bench( pkg+'::accumulator', function benchmark( b ) {
+	var acc;
+	var x;
+	var y;
+	var v;
+	var i;
+
+	acc = nancovariance();
+
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		x = ( randu() < 0.1 ) ? NaN : randu()*10; // ~10% NaN
+		y = ( randu() < 0.1 ) ? NaN : randu()*10; // ~10% NaN
+		v = acc( x, y );
+		if ( v !== v && i > 1 ) {
+			b.fail( 'accumulator should not return NaN once enough valid data' );
+		}
+	}
+	b.toc();
+	if ( v !== v ) {
+		b.fail( 'should not return NaN' );
+	}
+	b.pass( 'benchmark finished' );
+	b.end();
+});

lib/node_modules/@stdlib/stats/incr/nancovariance/docs/repl.txt

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+{{alias}}()
+    Returns an accumulator function which incrementally updates a count,
+    ignoring `NaN` values.
+
+    If provided a value, the accumulator function returns an updated count. If
+    not provided a value, the accumulator function returns the current count.
+
+    Returns
+    -------
+    acc: Function
+        Accumulator function.
+
+    Examples
+    --------
+    > var accumulator = {{alias}}();
+    > var v = accumulator()
+    null
+    > v = accumulator( 2.0 )
+    null
+    > v = accumulator( NaN )
+    null
+    > v = accumulator( -5.0 )
+    NaN
+    > v = accumulator()
+    NaN
+
+    See Also
+    --------

lib/node_modules/@stdlib/stats/incr/nancovariance/docs/types/index.d.ts

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+/*
+* @license Apache-2.0
+*
+* Copyright (c) 2020 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 a pair of values, updates and returns the sample covariance;
+ * otherwise, returns the current sample covariance.
+ *
+ * @param x - first numeric value
+ * @param y - second numeric value
+ * @returns sample covariance or null
+ */
+interface Accumulator {
+	( x: number, y: number ): number | null;
+	(): number | null;
+}
+
+
+/**
+* Returns an accumulator function which incrementally computes a count, ignoring `NaN` values.
+*
+* @returns accumulator function
+*
+* @example
+* var nancovariance = require( '@stdlib/stats/incr/nancovariance' );
+*
+* var acc = nancovariance();
+*
+* var cov = acc();
+* // returns null
+*
+* cov = acc( 2.0, 1.0 );
+* // returns null
+*
+* cov = acc( NaN, 5.0 );
+* // returns null
+*
+* cov = acc( 4.0, 5.0 );
+* // returns 4.0
+*
+* cov =  acc();
+* // returns 4.0
+*/
+
+declare function nancovariance( ...args: [] ): Accumulator;
+
+
+// EXPORTS //
+
+export = nancovariance;

lib/node_modules/@stdlib/stats/incr/nancovariance/docs/types/test.ts

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+/*
+* @license Apache-2.0
+*
+* Copyright (c) 2019 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 nancovariance = require( '@stdlib/stats/incr/nancovariance' );
+
+// TESTS //
+
+// The function returns an accumulator function...
+{
+	nancovariance(); // $ExpectType Accumulator
+}
+
+// The compiler throws an error if the function is provided any arguments...
+{
+	nancovariance( 3 ); // $ExpectError
+	nancovariance( 3, 0.0 ); // $ExpectError
+}
+
+// The function returns an accumulator function which returns an accumulated result...
+{
+	const acc = nancovariance();
+	acc(); // $ExpectType number | null
+	acc( 2.0, 1.0 ); // $ExpectType number | null
+}
+
+// The compiler throws an error if the returned accumulator function is provided invalid arguments...
+{
+	const acc = nancovariance();
+	acc( '5', 2.0 ); // $ExpectError
+	acc( true, 2.0 ); // $ExpectError
+	acc( 2.0 ); // $ExpectError
+	acc( null, 2.0 ); // $ExpectError
+	acc( [], {} ); // $ExpectError
+	acc( ( x: number ): number => x ); // $ExpectError
+}

lib/node_modules/@stdlib/stats/incr/nancovariance/examples/index.js

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+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2020 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';
+
+var nancovariance = require( './../lib' );
+
+var acc = nancovariance();
+
+var dataX = [ 2.0, 2.0, NaN, 3.0, 5.0 ];
+var dataY = [ 1.0, 5.0, 4.0, NaN, 5.0 ];
+
+var i;
+var cov;
+for ( i = 0; i < dataX.length; i++ ) {
+	cov = acc( dataX[ i ], dataY[ i ] );
+	console.log( 'x=%s, y=%s, cov=%s', dataX[ i ], dataY[ i ], ( cov === null ) ? 'null' : cov.toString() );
+}
+
+console.log( '\nFinal sample covariance:', acc() );