Feature/incrwmean

[MatthewCochrane]

Resolves #45 .

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Description

What is the purpose of this pull request?

This pull request:

• Implements an incremental weighted mean

Related Issues

Does this pull request have any related issues?

This pull request:

• resolves Implement incrwmean #45

Questions

Any questions for reviewers of this pull request?

Do you agree that the weight should default to 1.0? then incrwmean with one parameter is equivalient to incrmean (though slower).

Other

Any other information relevant to this pull request? This may include screenshots, references, and/or implementation notes.

I'm not sure that other incremental stat functions have typescript definitions. Didn't see why I shouldn't add one for this though. Let me know if there's some reason I shouldn't.

I wasn't aware of a more efficient way to implement this algorithm, I don't believe there's a shortcut like for incrmean.

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@stdlib-js/reviewers

[kgryte]

@MatthewCochrane This is awesome! For an incremental algorithm which only relies on maintaining the weighted mean and the sum of weights, see here.

Re: default weight. Personally, I would require a weight to always be provided. Meaning, we would not support a default weight. Otherwise, when reading code which uses incrwmean, one has to rely on "out-of-band" knowledge to know what the default weight is (a) and (b) if one is unfamiliar with the incrwmean API, it is not clear if the "missing" weight is intentional or not. Accordingly, my recommendation is that the API not be variadic.

Re: TypeScript files. Yes! We only recently started adding declaration files and have yet to add declaration files to the incr/* packages. WIP. :)

Thanks for working on this!

[MatthewCochrane]

Not a problem, happy to work on it!

Yep, that's fair. I'm not sure I'd call it 'out of band knowledge' since it's in the jsdoc header, and most (sane) people use editors with documentation lookup these days. Though the saving would be quite small and you're right that it's probably worth the small amount of extra verbosity to save potential misinterpretations. I removed the default, as suggested :).

Thanks, for that link. I've updated the algorithm to use the one from the paper. It benchmarks very slightly faster than the one I had implemented.

[kgryte]

@MatthewCochrane Thanks for updating! Left some comments and suggestions. Once resolved, this should be ready for merge!

[kgryte]

@MatthewCochrane Looks great! Thanks!