incrmrange

Compute a moving range incrementally.

The range is defined as the difference between the maximum and minimum values.

Installation

npm install @stdlib/stats-incr-mrange

Usage

var incrmrange = require( '@stdlib/stats-incr-mrange' );

incrmrange( window )

Returns an accumulator function which incrementally computes a moving range. The window parameter defines the number of values over which to compute the moving range.

var accumulator = incrmrange( 3 );

accumulator( [x] )

If provided an input value x, the accumulator function returns an updated range. If not provided an input value x, the accumulator function returns the current range.

var accumulator = incrmrange( 3 );

var r = accumulator();
// returns null

// Fill the window...
r = accumulator( 2.0 ); // [2.0]
// returns 0.0

r = accumulator( 1.0 ); // [2.0, 1.0]
// returns 1.0

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

// Window begins sliding...
r = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
// returns 10.0

r = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns 10.0

r = accumulator();
// returns 10.0

Notes

• Input values are not type checked. If provided NaN, the accumulated value is NaN for at least W-1 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.
• 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.

Examples

var randu = require( '@stdlib/random-base-randu' );
var incrmrange = require( '@stdlib/stats-incr-mrange' );

var accumulator;
var v;
var i;

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

// For each simulated datum, update the moving range...
for ( i = 0; i < 100; i++ ) {
    v = randu() * 100.0;
    accumulator( v );
}
console.log( accumulator() );

See Also

• @stdlib/stats-incr/mmax: compute a moving maximum incrementally.
• @stdlib/stats-incr/mmean: compute a moving arithmetic mean incrementally.
• @stdlib/stats-incr/mmin: compute a moving minimum incrementally.
• @stdlib/stats-incr/msummary: compute a moving statistical summary incrementally.
• @stdlib/stats-incr/range: compute a range incrementally.

Notice

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

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.