Neoanthropic Preternatural Murmurings

    @stdlib/stats-incr-msummary
    TypeScript icon, indicating that this package has built-in type declarations

    0.0.6 • Public • Published

    incrmsummary

    NPM version Build Status Coverage Status

    Compute a moving statistical summary incrementally.

    Installation

    npm install @stdlib/stats-incr-msummary

    Usage

    var incrmsummary = require( '@stdlib/stats-incr-msummary' );

    incrmsummary( window )

    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 );

    accumulator( [x] )

    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 {...}

    Notes

    • 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 W values are needed to fill the window buffer, the first W-1 returned summaries are calculated from smaller sample sizes. Until the window is full, each returned summary is calculated from all provided values.

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var incrmsummary = require( '@stdlib/stats-incr-msummary' );
    
    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() );

    See Also


    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

    Chat


    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-incr-msummary

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    60

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    44.6 kB

    Total Files

    9

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser