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@stdlib/stats-incr-msumabs2

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Readme

incrmsumabs2

Compute a moving sum of squared absolute values incrementally.

For a window of size W, the moving sum of squared absolute values is defined as

Equation for the moving sum of squared absolute values.

Installation

npm install @stdlib/stats-incr-msumabs2

Usage

var incrmsumabs2 = require( '@stdlib/stats-incr-msumabs2' );

incrmsumabs2( window )

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

var accumulator = incrmsumabs2( 3 );

accumulator( [x] )

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

var accumulator = incrmsumabs2( 3 );

var sum = accumulator();
// returns null

// Fill the window...
sum = accumulator( 2.0 ); // [2.0]
// returns 4.0

sum = accumulator( -1.0 ); // [2.0, -1.0]
// returns 5.0

sum = accumulator( 3.0 ); // [2.0, -1.0, 3.0]
// returns 14.0

// Window begins sliding...
sum = accumulator( -7.0 ); // [-1.0, 3.0, -7.0]
// returns 59.0

sum = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns 83.0

sum = accumulator();
// returns 83.0

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 incrmsumabs2 = require( '@stdlib/stats-incr-msumabs2' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrmsumabs2( 5 );

// For each simulated datum, update the moving sum...
for ( i = 0; i < 100; i++ ) {
    v = ( randu()*100.0 ) - 50.0;
    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-msumabs2