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Compute a moving statistical summary incrementally.
import incrmsummary from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-msummary@deno/mod.js';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 );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 {...}- 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
Wvalues are needed to fill the window buffer, the firstW-1returned summaries are calculated from smaller sample sizes. Until the window is full, each returned summary is calculated from all provided values.
import randu from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@deno/mod.js';
import incrmsummary from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-msummary@deno/mod.js';
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() );@stdlib/stats-incr/mmean: compute a moving arithmetic mean incrementally.@stdlib/stats-incr/mstdev: compute a moving corrected sample standard deviation incrementally.@stdlib/stats-incr/msum: compute a moving sum incrementally.@stdlib/stats-incr/mvariance: compute a moving unbiased sample variance incrementally.@stdlib/stats-incr/summary: compute a statistical summary incrementally.
This package is part of stdlib, a standard library 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.
See LICENSE.
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