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Compute a moving arithmetic mean incrementally.
For a window of size W, the arithmetic mean is defined as
import incrmmean from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-mmean@esm/index.mjs';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 );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- Input values are not type checked. If provided
NaNor a value which, when used in computations, results inNaN, the accumulated value isNaNfor at leastW-1future 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
Wvalues are needed to fill the window buffer, the firstW-1returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.
<!DOCTYPE html>
<html lang="en">
<body>
<script type="module">
import randu from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@esm/index.mjs';
import incrmmean from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-incr-mmean@esm/index.mjs';
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() );
</script>
</body>
</html>@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.
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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