140 lines
3.7 KiB
Markdown
140 lines
3.7 KiB
Markdown
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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# incrmsumprod
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> Compute a moving sum of products incrementally.
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<section class="intro">
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For a window of size `W`, the moving sum of products is defined as
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<!-- <equation class="equation" label="eq:moving_sum_product" align="center" raw="s = \sum_{i=0}^{W-1} x_i y_i" alt="Equation for the moving sum of products."> -->
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<div class="equation" align="center" data-raw-text="s = \sum_{i=0}^{W-1} x_i y_i" data-equation="eq:moving_sum_product">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@49d8cabda84033d55d7b8069f19ee3dd8b8d1496/lib/node_modules/@stdlib/stats/incr/msumprod/docs/img/equation_moving_sum_product.svg" alt="Equation for the moving sum of products.">
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<br>
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</div>
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<!-- </equation> -->
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var incrmsumprod = require( '@stdlib/stats/incr/msumprod' );
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```
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#### incrmsumprod( window )
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Returns an accumulator `function` which incrementally computes a moving sum of products. The `window` parameter defines the number of values over which to compute the moving sum of products.
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```javascript
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var accumulator = incrmsumprod( 3 );
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```
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#### accumulator( \[x, y] )
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If provided input values `x` and `y`, the accumulator function returns an updated sum. If not provided input values `x` and `y`, the accumulator function returns the current sum.
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```javascript
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var accumulator = incrmsumprod( 3 );
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var sum = accumulator();
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// returns null
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// Fill the window...
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sum = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
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// returns 6.0
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sum = accumulator( 1.0, -1.0 ); // [(2.0,3.0), (1.0,-1.0)]
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// returns 5.0
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sum = accumulator( -3.0, 5.0 ); // [(2.0,3.0), (1.0,-1.0), (-3.0,5.0)]
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// returns -10.0
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// Window begins sliding...
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sum = accumulator( -7.0, -1.0 ); // [(1.0,-1.0), (-3.0,5.0), (-7.0,-1.0)]
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// returns -9.0
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sum = accumulator( 5.0, 4.0 ); // [(-3.0,5.0), (-7.0,-1.0), (5.0,4.0)]
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// returns 12.0
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sum = accumulator();
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// returns 12.0
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- 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.
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- As `W` (x,y) pairs 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.
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var incrmsumprod = require( '@stdlib/stats/incr/msumprod' );
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var accumulator;
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var v1;
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var v2;
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var i;
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// Initialize an accumulator:
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accumulator = incrmsumprod( 5 );
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// For each simulated datum, update the moving sum-product...
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for ( i = 0; i < 100; i++ ) {
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v1 = randu() * 100.0;
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v2 = randu() * 100.0;
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accumulator( v1, v2 );
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}
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console.log( accumulator() );
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```
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</section>
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<!-- /.examples -->
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<section class="links">
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</section>
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<!-- /.links -->
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