npm package: @stdlib/stats-incr-nanmstdev
Description: Compute a moving corrected sample standard deviation incrementally, ignoring NaN values.
Author: The Stdlib Authors
Latest version: 0.1.1

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# incrnanmstdev

[![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 moving [corrected sample standard deviation][standard-deviation] incrementally, ignoring NaN values.

<section class="intro">

For a window of size `W`, the [corrected sample standard deviation][standard-deviation] is defined as

<!-- <equation class="equation" label="eq:corrected_sample_standard_deviation" align="center" raw="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" alt="Equation for the corrected sample standard deviation."> -->

<div class="equation" align="center" data-raw-text="s = \sqrt{\frac{1}{W-1} \sum_{i=0}^{W-1} ( x_i - \bar{x} )^2}" data-equation="eq:corrected_sample_standard_deviation">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/mstdev/docs/img/equation_corrected_sample_standard_deviation.svg" alt="Equation for the corrected sample standard deviation.">
    <br>
</div>

<!-- </equation> -->

</section>

<!-- /.intro -->

<section class="installation">

## Installation

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

</section>

<section class="usage">

## Usage

```javascript
var incrnanmstdev = require( '@stdlib/stats-incr-nanmstdev' );
```

#### incrnanmstdev( window\[, mean] )

Returns an accumulator `function` which incrementally computes a moving [corrected sample standard deviation][standard-deviation], ignoring `NaN` values. The `window` parameter defines the number of values over which to compute the moving [corrected sample standard deviation][standard-deviation].

```javascript
var accumulator = incrnanmstdev( 3 );
```

If the mean is already known, provide a `mean` argument.

```javascript
var accumulator = incrnanmstdev( 3, 5.0 );
```

#### accumulator( \[x] )

If provided an input value `x`, the accumulator function returns an updated [corrected sample standard deviation][standard-deviation]. If not provided an input value `x`, the accumulator function returns the current [corrected sample standard deviation][standard-deviation]. If provided `NaN`, the accumulator function ignores the value and returns the current [corrected sample standard deviation][standard-deviation] without updating the window.

```javascript
var accumulator = incrnanmstdev( 3 );

var s = accumulator();
// returns null

// Fill the window with non-NaN values...
s = accumulator( 2.0 ); // [2.0]
// returns 0.0

s = accumulator( NaN ); // [2.0]
// returns 0.0

s = accumulator( 3.0 ); // [2.0, 3.0]
// returns ~0.7071

s = accumulator( 5.0 ); // [2.0, 3.0, 5.0]
// returns ~1.53

// Window begins sliding...
s = accumulator( -7.0 ); // [3.0, 5.0, -7.0]
// returns ~6.43

s = accumulator( NaN ); // [3.0, 5.0, -7.0]
// returns ~6.43

s = accumulator( -5.0 ); // [5.0, -7.0, -5.0]
// returns ~6.43

s = accumulator();
// returns ~6.43
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

-   Input values are **not** type checked. If provided `NaN`, the value is ignored and the accumulator function returns the current [corrected sample standard deviation][standard-deviation] without updating the window. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
-   As `W` values are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values (excluding NaN values).

</section>

<!-- /.notes -->

<section class="examples">

## Examples

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

```javascript
var randu = require( '@stdlib/random-base-randu' );
var incrnanmstdev = require( '@stdlib/stats-incr-nanmstdev' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrnanmstdev( 5 );

// For each simulated datum, update the moving corrected sample standard deviation...
for ( i = 0; i < 100; i++ ) {
    if ( randu() < 0.2 ) {
        v = NaN;
    } else {
        v = randu() * 100.0;
    }
    accumulator( v );
}
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 -->

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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].

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[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation

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</section>

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