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incrmmean

Compute a moving arithmetic mean incrementally.

For a window of size W, the arithmetic mean is defined as

$$\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i$$

Installation

npm install @stdlib/stats-incr-mmean

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
• If you are using Deno, visit the deno branch (see README for usage intructions).
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

Usage

var incrmmean = require( '@stdlib/stats-incr-mmean' );

incrmmean( window )

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

var accumulator = incrmmean( 3 );

accumulator( [x] )

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

var accumulator = incrmmean( 3 );

var mu = accumulator();
// returns null

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

mu = accumulator( 1.0 ); // [2.0, 1.0]
// returns 1.5

mu = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns 2.0

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

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

mu = accumulator();
// returns -3.0

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 incrmmean = require( '@stdlib/stats-incr-mmean' );

var accumulator;
var v;
var i;

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

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

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See Also

• @stdlib/stats-incr/mean: compute an arithmetic mean incrementally.
• @stdlib/stats-incr/msum: compute a moving sum incrementally.
• @stdlib/stats-incr/mstdev: compute a moving corrected sample standard deviation incrementally.
• @stdlib/stats-incr/msummary: compute a moving statistical summary incrementally.
• @stdlib/stats-incr/mvariance: compute a moving unbiased sample variance incrementally.

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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

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.