feat: add stats/incr/wstdev

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

@@ -0,0 +1,173 @@
+<!--
+
+@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.
+
+-->
+
+# incrwstdev
+
+> Compute a [weighted sample standard deviation][weighted-sample-stdev] incrementally.
+
+<section class="intro">
+
+The [weighted sample standard deviation][weighted-sample-stdev] is defined as
+
+<!-- <equation class="equation" label="eq:weighted_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{\displaystyle\sum_{i=0}^{n-1} w_{i} \left( x_{i} - \bar{x} \right)^2}{\displaystyle\sum_{i=0}^{n-1} w_{i}}}" alt="Equation for the weighted sample standard deviation."> -->
+
+```math
+s = \sqrt{\frac{\displaystyle\sum_{i=0}^{n-1} w_{i} \left( x_{i} - \bar{x} \right)^2}{\displaystyle\sum_{i=0}^{n-1} w_{i}}}
+```
+
+<!-- <div class="equation" align="center" data-raw-text="s = \sqrt{\frac{\displaystyle\sum_{i=0}^{n-1} w_{i} \left( x_{i} - \bar{x} \right)^2}{\displaystyle\sum_{i=0}^{n-1} w_{i}}}" data-equation="eq:weighted_sample_standard_deviation">
+    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@adbea9806383f70c982e3191475c874efba1296b/lib/node_modules/@stdlib/stats/incr/wstdev/docs/img/equation_weighted_sample_standard_deviation.svg" alt="Equation for the weighted sample standard deviation.">
+    <br>
+</div> -->
+
+<!-- </equation> -->
+
+</section>
+
+<!-- /.intro -->
+
+<section class="usage">
+
+## Usage
+
+```javascript
+var incrwstdev = require( '@stdlib/stats/incr/wstdev' );
+```
+
+#### incrwstdev()
+
+Returns an accumulator `function` which incrementally computes a [weighted sample standard deviation][weighted-sample-stdev].
+
+```javascript
+var accumulator = incrwstdev();
+```
+
+#### accumulator( \[x, w] )
+
+If provided an input value `x` and a weight `w`, the accumulator function returns an updated weighted sample standard deviation. If not provided any input values, the accumulator function returns the current weighted sample standard deviation.
+
+```javascript
+var accumulator = incrwstdev();
+
+var s = accumulator( 2.0, 1.0 );
+// returns 0.0
+
+s = accumulator( 3.0, 2.0 );
+// returns ~0.471
+
+s = accumulator( 2.0, 0.1 );
+// returns ~0.478
+
+s = accumulator();
+// returns ~0.478
+```
+
+</section>
+
+<!-- /.usage -->
+
+<section class="notes">
+
+## 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.
+
+</section>
+
+<!-- /.notes -->
+
+<section class="examples">
+
+## Examples
+
+<!-- eslint no-undef: "error" -->
+
+```javascript
+var uniform = require( '@stdlib/random/base/uniform' );
+var incrwstdev = require( '@stdlib/stats/incr/wstdev' );
+
+var accumulator;
+var v;
+var w;
+var i;
+
+// Initialize an accumulator:
+accumulator = incrwstdev();
+
+// For each simulated datum, update the weighted sample standard deviation...
+for ( i = 0; i < 100; i++ ) {
+    v = uniform( 0.0, 100.0 );
+    w = uniform( 0.0, 100.0 );
+    accumulator( v, w );
+}
+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/kurtosis`][@stdlib/stats/incr/kurtosis]</span><span class="delimiter">: </span><span class="description">compute a corrected sample excess kurtosis incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/wmean`][@stdlib/stats/incr/wmean]</span><span class="delimiter">: </span><span class="description">compute a weighted arithmetic mean incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/stdev`][@stdlib/stats/incr/stdev]</span><span class="delimiter">: </span><span class="description">compute a corrected sample standard deviation incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/mstdev`][@stdlib/stats/incr/mstdev]</span><span class="delimiter">: </span><span class="description">compute a moving corrected sample standard deviation incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/skewness`][@stdlib/stats/incr/skewness]</span><span class="delimiter">: </span><span class="description">compute a corrected sample skewness incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/summary`][@stdlib/stats/incr/summary]</span><span class="delimiter">: </span><span class="description">compute a statistical summary incrementally.</span>
+-   <span class="package-name">[`@stdlib/stats/incr/variance`][@stdlib/stats/incr/variance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample variance incrementally.</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">
+
+[weighted-sample-stdev]: https://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Weighted_sample_variance
+
+<!-- <related-links> -->
+
+[@stdlib/stats/incr/kurtosis]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/kurtosis
+
+[@stdlib/stats/incr/wmean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/wmean
+
+[@stdlib/stats/incr/stdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/stdev
+
+[@stdlib/stats/incr/mstdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mstdev
+
+[@stdlib/stats/incr/skewness]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/skewness
+
+[@stdlib/stats/incr/summary]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/summary
+
+[@stdlib/stats/incr/variance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/variance
+
+<!-- </related-links> -->
+
+</section>
+
+<!-- /.links -->

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

@@ -0,0 +1,106 @@
+/**
+* @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 Float64Array = require( '@stdlib/array/float64' );
+var uniform = require( '@stdlib/random/base/uniform' );
+var pkg = require( './../package.json' ).name;
+var incrwstdev = require( './../lib' );
+
+
+// MAIN //
+
+bench( pkg, function benchmark( b ) {
+	var f;
+	var i;
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		f = incrwstdev();
+		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 len;
+	var x;
+	var v;
+	var i;
+
+	acc = incrwstdev();
+	len = 100;
+	x = new Float64Array( len );
+	for ( i = 0; i < len; i++ ) {
+		x[ i ] = uniform( 0.0, 1.0 );
+	}
+
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		v = acc( x[ i % len ], 1.0 );
+		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();
+});
+
+bench( pkg+'::accumulator,known_mean', function benchmark( b ) {
+	var acc;
+	var len;
+	var x;
+	var v;
+	var i;
+
+	acc = incrwstdev( 3.0 );
+	len = 100;
+	x = new Float64Array( len );
+	for ( i = 0; i < len; i++ ) {
+		x[ i ] = uniform( 0.0, 1.0 );
+	}
+
+	b.tic();
+	for ( i = 0; i < b.iterations; i++ ) {
+		v = acc( x[ i % len ], 1.0 );
+		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();
+});