52 lines
1.2 KiB
Plaintext
52 lines
1.2 KiB
Plaintext
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{{alias}}( W[, mx, my] )
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Returns an accumulator function which incrementally computes a moving
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unbiased sample covariance.
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The `W` parameter defines the number of values over which to compute the
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moving unbiased sample covariance.
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If provided values, the accumulator function returns an updated moving
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unbiased sample covariance. If not provided values, the accumulator function
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returns the current moving unbiased sample covariance.
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As `W` (x,y) pairs are needed to fill the window buffer, the first `W-1`
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returned values are calculated from smaller sample sizes. Until the window
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is full, each returned value is calculated from all provided values.
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Parameters
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----------
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W: integer
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Window size.
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mx: number (optional)
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Known mean.
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my: number (optional)
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Known mean.
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Returns
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-------
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acc: Function
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Accumulator function.
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Examples
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--------
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> var accumulator = {{alias}}( 3 );
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> var v = accumulator()
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null
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> v = accumulator( 2.0, 1.0 )
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0.0
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> v = accumulator( -5.0, 3.14 )
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~-7.49
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> v = accumulator( 3.0, -1.0 )
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-8.35
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> v = accumulator( 5.0, -9.5 )
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-29.42
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> v = accumulator()
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-29.42
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See Also
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--------
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