npm package: @stdlib/stats-incr-pcorr
Description: Compute a sample Pearson product-moment correlation coefficient.
Author: The Stdlib Authors
Latest version: 0.2.3

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</details>

# incrpcorr

[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->

> Compute a [sample Pearson product-moment correlation coefficient][pearson-correlation] incrementally.

<section class="intro">

The [Pearson product-moment correlation coefficient][pearson-correlation] between random variables `X` and `Y` is defined as

<!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> -->

<div class="equation" align="center" data-raw-text="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" data-equation="eq:pearson_correlation_coefficient">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/pcorr/docs/img/equation_pearson_correlation_coefficient.svg" alt="Equation for the Pearson product-moment correlation coefficient.">
    <br>
</div> -->

<!-- </equation> -->

where the numerator is the [covariance][covariance] and the denominator is the product of the respective standard deviations.

For a sample of size `n`, the [sample Pearson product-moment correlation coefficient][pearson-correlation] is defined as

<!-- <equation class="equation" label="eq:sample_pearson_correlation_coefficient" align="center" raw="r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" alt="Equation for the sample Pearson product-moment correlation coefficient."> -->

<!-- <div class="equation" align="center" data-raw-text="r = \frac{\displaystyle\sum_{i=0}^{n-1} (x_i - \bar{x})(y_i - \bar{y})}{\displaystyle\sqrt{\sum_{i=0}^{n-1} (x_i - \bar{x})^2} \sqrt{\sum_{i=0}^{n-1} (y_i - \bar{y})^2}}" data-equation="eq:sample_pearson_correlation_coefficient">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/pcorr/docs/img/equation_sample_pearson_correlation_coefficient.svg" alt="Equation for the sample Pearson product-moment correlation coefficient.">
    <br>
</div>

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="installation">

## Installation

```bash
npm install @stdlib/stats-incr-pcorr
```

</section>

<section class="usage">

## Usage

```javascript
var incrpcorr = require( '@stdlib/stats-incr-pcorr' );
```

#### incrpcorr( \[mx, my] )

Returns an accumulator `function` which incrementally computes a [sample Pearson product-moment correlation coefficient][pearson-correlation].

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

If the means are already known, provide `mx` and `my` arguments.

```javascript
var accumulator = incrpcorr( 3.0, -5.5 );
```

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

If provided input value `x` and `y`, the accumulator function returns an updated [sample correlation coefficient][pearson-correlation]. If not provided input values `x` and `y`, the accumulator function returns the current [sample correlation coefficient][pearson-correlation].

```javascript
var accumulator = incrpcorr();

var v = accumulator( 2.0, 1.0 );
// returns 0.0

v = accumulator( 1.0, -5.0 );
// returns 1.0

v = accumulator( 3.0, 3.14 );
// returns ~0.965

v = accumulator();
// returns ~0.965
```

</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 randu = require( '@stdlib/random-base-randu' );
var incrpcorr = require( '@stdlib/stats-incr-pcorr' );

var accumulator;
var x;
var y;
var i;

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

// For each simulated datum, update the sample correlation coefficient...
for ( i = 0; i < 100; i++ ) {
    x = randu() * 100.0;
    y = 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/covariance`][@stdlib/stats/incr/covariance]</span><span class="delimiter">: </span><span class="description">compute an unbiased sample covariance incrementally.</span>
-   <span class="package-name">[`@stdlib/stats-incr/mpcorr`][@stdlib/stats/incr/mpcorr]</span><span class="delimiter">: </span><span class="description">compute a moving sample Pearson product-moment correlation coefficient 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>

</section>

<!-- /.related -->

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<section class="main-repo" >

* * *

## Notice

This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib].

#### Community

[![Chat][chat-image]][chat-url]

---

## License

See [LICENSE][stdlib-license].


## Copyright

Copyright &copy; 2016-2026. The Stdlib [Authors][stdlib-authors].

</section>

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[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-incr-pcorr/main/LICENSE

[pearson-correlation]: https://en.wikipedia.org/wiki/Pearson_correlation_coefficient

[covariance]: https://en.wikipedia.org/wiki/Covariance

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

[@stdlib/stats/incr/covariance]: https://www.npmjs.com/package/@stdlib/stats-incr-covariance

[@stdlib/stats/incr/mpcorr]: https://www.npmjs.com/package/@stdlib/stats-incr-mpcorr

[@stdlib/stats/incr/summary]: https://www.npmjs.com/package/@stdlib/stats-incr-summary

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</section>

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