Package Exports

@stdlib/stats-incr-msummary

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Readme

incrmsummary

Compute a moving statistical summary incrementally.

Installation

npm install @stdlib/stats-incr-msummary

Usage

var incrmsummary = require( '@stdlib/stats-incr-msummary' );

incrmsummary( window )

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

var accumulator = incrmsummary( 3 );

accumulator( [x] )

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

var accumulator = incrmsummary( 3 );

var summary = accumulator();
// returns {}

// Fill the window...
summary = accumulator( 2.0 ); // [2.0]
/* returns
    {
        'window': 3,
        'sum': 2.0,
        'mean': 2.0,
        'variance': 0.0,
        'stdev': 0.0,
        'min': 2.0,
        'max': 2.0,
        'range': 0.0,
        'midrange': 2.0
    }
*/

summary = accumulator( 1.0 ); // [2.0, 1.0]
/* returns
    {
        'window': 3,
        'sum': 3.0,
        'mean': 1.5,
        'variance': 0.5,
        'stdev': 0.7071067811865476,
        'min': 1.0,
        'max': 2.0,
        'range': 1.0,
        'midrange': 1.5
    }
*/

summary = accumulator( -3.0 ); // [2.0, 1.0, -3.0]
/* returns
    {
        'window': 3,
        'sum': 0.0,
        'mean': 0.0,
        'variance': 7.0,
        'stdev': 2.6457513110645907,
        'min': -3.0,
        'max': 2.0,
        'range': 5.0,
        'midrange': -0.5
    }
*/

// Window begins sliding...
summary = accumulator( -7.0 ); // [1.0, -3.0, -7.0]
// returns {...}

summary = accumulator( -5.0 ); // [-3.0, -7.0, -5.0]
// returns {...}

summary = accumulator();
// returns {...}

Notes

Input values are not type checked. 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 summaries are calculated from smaller sample sizes. Until the window is full, each returned summary is calculated from all provided values.

Examples

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

var accumulator;
var v;
var i;

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

// For each simulated datum, update the moving summary...
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.

License

See LICENSE.

@stdlib/stats-incr-msummary