140 lines
3.9 KiB
Markdown
140 lines
3.9 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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# incrmmeanabs2
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> Compute a moving [arithmetic mean][arithmetic-mean] of squared absolute values incrementally.
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<section class="intro">
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For a window of size `W`, the [arithmetic mean][arithmetic-mean] of squared absolute values is defined as
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<!-- <equation class="equation" label="eq:arithmetic_mean_squared_absolute_values" align="center" raw="m = \frac{1}{W} \sum_{i=0}^{W-1} x_i^2" alt="Equation for the arithmetic mean of squared absolute values."> -->
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<div class="equation" align="center" data-raw-text="m = \frac{1}{W} \sum_{i=0}^{W-1} x_i^2" data-equation="eq:arithmetic_mean_squared_absolute_values">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@320a89534d4f59b82d162f31e968222555dae2f7/lib/node_modules/@stdlib/stats/incr/mmeanabs2/docs/img/equation_arithmetic_mean_squared_absolute_values.svg" alt="Equation for the arithmetic mean of squared absolute values.">
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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 incrmmeanabs2 = require( '@stdlib/stats/incr/mmeanabs2' );
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```
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#### incrmmeanabs2( window )
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Returns an accumulator `function` which incrementally computes a moving [arithmetic mean][arithmetic-mean] of squared absolute values. The `window` parameter defines the number of values over which to compute the moving mean.
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```javascript
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var accumulator = incrmmeanabs2( 3 );
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```
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#### accumulator( \[x] )
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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.
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```javascript
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var accumulator = incrmmeanabs2( 3 );
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var m = accumulator();
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// returns null
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// Fill the window...
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m = accumulator( 2.0 ); // [2.0]
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// returns 4.0
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m = accumulator( -1.0 ); // [2.0, -1.0]
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// returns 2.5
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m = accumulator( 3.0 ); // [2.0, -1.0, 3.0]
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// returns ~4.67
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// Window begins sliding...
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m = accumulator( -7.0 ); // [-1.0, 3.0, -7.0]
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// returns ~19.67
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m = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
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// returns ~27.67
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m = accumulator();
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// returns ~27.67
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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` 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.
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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 incrmmeanabs2 = require( '@stdlib/stats/incr/mmeanabs2' );
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var accumulator;
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var v;
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var i;
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// Initialize an accumulator:
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accumulator = incrmmeanabs2( 5 );
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// For each simulated datum, update the moving mean...
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for ( i = 0; i < 100; i++ ) {
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v = ( randu()*100.0 ) - 50.0;
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accumulator( v );
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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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[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
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</section>
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<!-- /.links -->
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