@stdlib/stats-incr-msumprod
v0.2.2
Published
Compute a moving sum of products incrementally.
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incrmsumprod
Compute a moving sum of products incrementally.
For a window of size W
, the moving sum of products is defined as
Installation
npm install @stdlib/stats-incr-msumprod
Usage
var incrmsumprod = require( '@stdlib/stats-incr-msumprod' );
incrmsumprod( window )
Returns an accumulator function
which incrementally computes a moving sum of products. The window
parameter defines the number of values over which to compute the moving sum of products.
var accumulator = incrmsumprod( 3 );
accumulator( [x, y] )
If provided input values x
and y
, the accumulator function returns an updated sum. If not provided input values x
and y
, the accumulator function returns the current sum.
var accumulator = incrmsumprod( 3 );
var sum = accumulator();
// returns null
// Fill the window...
sum = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns 6.0
sum = accumulator( 1.0, -1.0 ); // [(2.0,3.0), (1.0,-1.0)]
// returns 5.0
sum = accumulator( -3.0, 5.0 ); // [(2.0,3.0), (1.0,-1.0), (-3.0,5.0)]
// returns -10.0
// Window begins sliding...
sum = accumulator( -7.0, -1.0 ); // [(1.0,-1.0), (-3.0,5.0), (-7.0,-1.0)]
// returns -9.0
sum = accumulator( 5.0, 4.0 ); // [(-3.0,5.0), (-7.0,-1.0), (5.0,4.0)]
// returns 12.0
sum = accumulator();
// returns 12.0
Notes
- Input values are not type checked. If provided
NaN
or a value which, when used in computations, results inNaN
, the accumulated value isNaN
for at leastW-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
(x,y) pairs are needed to fill the window buffer, the firstW-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 incrmsumprod = require( '@stdlib/stats-incr-msumprod' );
var accumulator;
var v1;
var v2;
var i;
// Initialize an accumulator:
accumulator = incrmsumprod( 5 );
// For each simulated datum, update the moving sum-product...
for ( i = 0; i < 100; i++ ) {
v1 = randu() * 100.0;
v2 = randu() * 100.0;
accumulator( v1, v2 );
}
console.log( accumulator() );
See Also
@stdlib/stats-incr/mprod
: compute a moving product incrementally.@stdlib/stats-incr/msum
: compute a moving sum incrementally.@stdlib/stats-incr/sumprod
: compute a sum of products 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.