140 lines
4.0 KiB
Markdown
140 lines
4.0 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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# incrmhmean
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> Compute a moving [harmonic mean][harmonic-mean] incrementally.
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<section class="intro">
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The [harmonic mean][harmonic-mean] of positive real numbers `x_0, x_1, ..., x_{n-1}` is defined as
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<!-- <equation class="equation" label="eq:harmonic_mean" align="center" raw="\begin{align}H &= \frac{n}{\frac{1}{x_0} + \frac{1}{x_1} + \cdots + \frac{1}{x_{n-1}}} \\ &= \frac{n}{\sum_{i=0}^{n-1} \frac{1}{x_i}} \\ &= \biggl( \frac{\sum_{i=0}^{n-1} \frac{1}{x_i}}{n} \biggr)^{-1}\end{align}" alt="Equation for the harmonic mean."> -->
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<div class="equation" align="center" data-raw-text="\begin{align}H &= \frac{n}{\frac{1}{x_0} + \frac{1}{x_1} + \cdots + \frac{1}{x_{n-1}}} \\ &= \frac{n}{\sum_{i=0}^{n-1} \frac{1}{x_i}} \\ &= \biggl( \frac{\sum_{i=0}^{n-1} \frac{1}{x_i}}{n} \biggr)^{-1}\end{align}" data-equation="eq:harmonic_mean">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@0a561712608b99b59d9243f7d478a2e2a019a130/lib/node_modules/@stdlib/stats/incr/mhmean/docs/img/equation_harmonic_mean.svg" alt="Equation for the harmonic 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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<section class="usage">
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## Usage
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```javascript
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var incrmhmean = require( '@stdlib/stats/incr/mhmean' );
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```
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#### incrmhmean( window )
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Returns an accumulator `function` which incrementally computes a moving [harmonic mean][harmonic-mean]. The `window` parameter defines the number of values over which to compute the moving [harmonic mean][harmonic-mean].
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```javascript
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var accumulator = incrmhmean( 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 [harmonic mean][harmonic-mean]. If not provided an input value `x`, the accumulator function returns the current [harmonic-mean][harmonic-mean].
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```javascript
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var accumulator = incrmhmean( 3 );
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var v = accumulator();
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// returns null
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// Fill the window...
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v = accumulator( 2.0 ); // [2.0]
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// returns 2.0
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v = accumulator( 1.0 ); // [2.0, 1.0]
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// returns ~1.33
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v = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
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// returns ~1.64
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// Window begins sliding...
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v = accumulator( 7.0 ); // [1.0, 3.0, 7.0]
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// returns ~2.03
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v = accumulator( 5.0 ); // [3.0, 7.0, 5.0]
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// returns ~4.44
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v = accumulator();
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// returns ~4.44
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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 incrmhmean = require( '@stdlib/stats/incr/mhmean' );
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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 = incrmhmean( 5 );
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// For each simulated datum, update the moving harmonic mean...
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for ( i = 0; i < 100; i++ ) {
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v = randu() * 100.0;
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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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[harmonic-mean]: https://en.wikipedia.org/wiki/Harmonic_mean
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</section>
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<!-- /.links -->
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