154 lines
4.4 KiB
Markdown
154 lines
4.4 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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# itermmean
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> Create an [iterator][mdn-iterator-protocol] which iteratively computes a moving [arithmetic mean][arithmetic-mean].
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<section class="intro">
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For a window of size `W`, the [arithmetic mean][arithmetic-mean] is defined as
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<!-- <equation class="equation" label="eq:arithmetic_mean" align="center" raw="\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i" alt="Equation for the arithmetic mean."> -->
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<div class="equation" align="center" data-raw-text="\bar{x} = \frac{1}{W} \sum_{i=0}^{W-1} x_i" data-equation="eq:arithmetic_mean">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@e7ac225deb396ee6d2b4d5fc1a2faa645582349f/lib/node_modules/@stdlib/stats/iter/mmean/docs/img/equation_arithmetic_mean.svg" alt="Equation for the arithmetic mean.">
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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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<!-- Package usage documentation. -->
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<section class="usage">
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## Usage
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```javascript
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var itermmean = require( '@stdlib/stats/iter/mmean' );
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```
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#### itermmean( iterator, W )
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Returns an [iterator][mdn-iterator-protocol] which iteratively computes a moving [arithmetic mean][arithmetic-mean]. The `W` parameter defines the number of iterated values over which to compute the moving mean.
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```javascript
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var array2iterator = require( '@stdlib/array/to-iterator' );
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var arr = array2iterator( [ 2.0, 1.0, 3.0, -7.0, -5.0 ] );
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var it = itermmean( arr, 3 );
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// Fill the window...
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var m = it.next().value; // [2.0]
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// returns 2.0
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m = it.next().value; // [2.0, 1.0]
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// returns 1.5
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m = it.next().value; // [2.0, 1.0, 3.0]
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// returns 2.0
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// Window begins sliding...
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m = it.next().value; // [1.0, 3.0, -7.0]
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// returns -1.0
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m = it.next().value; // [3.0, -7.0, -5.0]
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// returns -3.0
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```
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</section>
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<!-- /.usage -->
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<!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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## Notes
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- If an iterated value is non-numeric (including `NaN`), the function returns `NaN` for **at least** `W-1` future invocations. If non-numeric iterated values are possible, you are advised to provide an [`iterator`][mdn-iterator-protocol] which type checks and handles non-numeric values accordingly.
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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 previously iterated values.
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</section>
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<!-- /.notes -->
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<!-- Package usage examples. -->
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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 runif = require( '@stdlib/random/iter/uniform' );
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var itermmean = require( '@stdlib/stats/iter/mmean' );
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// Create an iterator for generating uniformly distributed pseudorandom numbers:
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var rand = runif( -10.0, 10.0, {
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'seed': 1234,
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'iter': 100
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});
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// Create an iterator for iteratively computing a moving arithmetic mean:
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var it = itermmean( rand, 3 );
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// Perform manual iteration...
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var v;
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while ( true ) {
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v = it.next();
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if ( typeof v.value === 'number' ) {
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console.log( 'Mean: %d', v.value );
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}
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if ( v.done ) {
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break;
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}
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}
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```
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</section>
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<!-- /.examples -->
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<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="references">
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</section>
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<!-- /.references -->
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="links">
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[arithmetic-mean]: https://en.wikipedia.org/wiki/Arithmetic_mean
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[mdn-iterator-protocol]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Iteration_protocols#The_iterator_protocol
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</section>
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<!-- /.links -->
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