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@stdlib/stats-incr-mhmean

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Readme

incrmhmean

Compute a moving harmonic mean incrementally.

The harmonic mean of positive real numbers x_0, x_1, ..., x_{n-1} is defined as

Installation

npm install @stdlib/stats-incr-mhmean

Usage

var incrmhmean = require( '@stdlib/stats-incr-mhmean' );

incrmhmean( window )

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

var accumulator = incrmhmean( 3 );

accumulator( [x] )

If provided an input value x, the accumulator function returns an updated harmonic mean. If not provided an input value x, the accumulator function returns the current harmonic-mean.

var accumulator = incrmhmean( 3 );

var v = accumulator();
// returns null

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

v = accumulator( 1.0 ); // [2.0, 1.0]
// returns ~1.33

v = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns ~1.64

// Window begins sliding...
v = accumulator( 7.0 ); // [1.0, 3.0, 7.0]
// returns ~2.03

v = accumulator( 5.0 ); // [3.0, 7.0, 5.0]
// returns ~4.44

v = accumulator();
// returns ~4.44

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 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 incrmhmean = require( '@stdlib/stats-incr-mhmean' );

var accumulator;
var v;
var i;

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

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

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.

@stdlib/stats-incr-mhmean