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incrmprod
Compute a moving product incrementally.
For a window of size W
, the moving product is defined as
Installation
npm install @stdlib/statsincrmprod
Usage
var incrmprod = require( '@stdlib/statsincrmprod' );
incrmprod( window )
Returns an accumulator function
which incrementally computes a moving product. The window
parameter defines the number of values over which to compute the moving product.
var accumulator = incrmprod( 3 );
accumulator( [x] )
If provided an input value x
, the accumulator function returns an updated product. If not provided an input value x
, the accumulator function returns the current product.
var accumulator = incrmprod( 3 );
var p = accumulator();
// returns null
// Fill the window...
p = accumulator( 2.0 ); // [2.0]
// returns 2.0
p = accumulator( 1.0 ); // [2.0, 1.0]
// returns 2.0
p = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns 6.0
// Window begins sliding...
p = accumulator( 7.0 ); // [1.0, 3.0, 7.0]
// returns 21.0
p = accumulator( 5.0 ); // [3.0, 7.0, 5.0]
// returns 105.0
p = accumulator();
// returns 105.0
Under certain conditions, overflow may be transient.
// Large values:
var x = 5.0e+300;
var y = 1.0e+300;
// Tiny value:
var z = 2.0e302;
// Initialize an accumulator:
var accumulator = incrmprod( 3 );
var p = accumulator( x );
// returns 5.0e+300
// Transient overflow:
p = accumulator( y );
// returns Infinity
// Recover a finite result:
p = accumulator( z );
// returns 1.0e+299
Similarly, under certain conditions, underflow may be transient.
// Tiny values:
var x = 4.0e302;
var y = 9.0e303;
// Large value:
var z = 2.0e+300;
// Initialize an accumulator:
var accumulator = incrmprod( 3 );
var p = accumulator( x );
// returns 4.0e302
// Transient underflow:
p = accumulator( y );
// returns 0.0
// Recover a nonzero result:
p = accumulator( z );
// returns 7.2e304
Notes
 Input values are not type checked. If provided
NaN
or a value which, when used in computations, results inNaN
, the accumulated value isNaN
for at leastW1
future invocations. If nonnumeric 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 firstW1
returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.  For large accumulation windows or accumulations of either large or small numbers, care should be taken to prevent overflow and underflow. Note, however, that overflow/underflow may be transient, as the accumulator does not use a doubleprecision floatingpoint number to store an accumulated product. Instead, the accumulator splits an accumulated product into a normalized fraction and exponent and updates each component separately. Doing so guards against a loss in precision.
Examples
var randu = require( '@stdlib/randombaserandu' );
var incrmprod = require( '@stdlib/statsincrmprod' );
var accumulator;
var v;
var i;
// Initialize an accumulator:
accumulator = incrmprod( 5 );
// For each simulated datum, update the moving product...
for ( i = 0; i < 100; i++ ) {
v = ( randu()*10.0 )  5.0;
accumulator( v );
}
console.log( accumulator() );
See Also

@stdlib/statsincr/msum
: compute a moving sum incrementally. 
@stdlib/statsincr/prod
: compute a product incrementally.
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
License
See LICENSE.
Copyright
Copyright © 20162023. The Stdlib Authors.