157 lines
3.4 KiB
Markdown
157 lines
3.4 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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# incrmsummary
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> Compute a moving statistical summary incrementally.
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<section class="usage">
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## Usage
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```javascript
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var incrmsummary = require( '@stdlib/stats/incr/msummary' );
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```
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#### incrmsummary( window )
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Returns an accumulator `function` which incrementally computes a moving statistical summary. The `window` parameter defines the number of values over which to compute the moving summary.
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```javascript
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var accumulator = incrmsummary( 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 summary. If not provided an input value `x`, the accumulator function returns the current summary.
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```javascript
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var accumulator = incrmsummary( 3 );
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var summary = accumulator();
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// returns {}
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// Fill the window...
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summary = accumulator( 2.0 ); // [2.0]
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/* returns
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{
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'window': 3,
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'sum': 2.0,
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'mean': 2.0,
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'variance': 0.0,
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'stdev': 0.0,
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'min': 2.0,
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'max': 2.0,
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'range': 0.0,
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'midrange': 2.0
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}
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*/
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summary = accumulator( 1.0 ); // [2.0, 1.0]
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/* returns
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{
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'window': 3,
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'sum': 3.0,
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'mean': 1.5,
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'variance': 0.5,
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'stdev': 0.7071067811865476,
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'min': 1.0,
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'max': 2.0,
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'range': 1.0,
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'midrange': 1.5
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}
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*/
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summary = accumulator( -3.0 ); // [2.0, 1.0, -3.0]
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/* returns
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{
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'window': 3,
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'sum': 0.0,
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'mean': 0.0,
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'variance': 7.0,
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'stdev': 2.6457513110645907,
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'min': -3.0,
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'max': 2.0,
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'range': 5.0,
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'midrange': -0.5
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}
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*/
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// Window begins sliding...
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summary = accumulator( -7.0 ); // [1.0, -3.0, -7.0]
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// returns {...}
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summary = accumulator( -5.0 ); // [-3.0, -7.0, -5.0]
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// returns {...}
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summary = accumulator();
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// returns {...}
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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 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 summaries are calculated from smaller sample sizes. Until the window is full, each returned summary 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 incrmsummary = require( '@stdlib/stats/incr/msummary' );
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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 = incrmsummary( 5 );
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// For each simulated datum, update the moving summary...
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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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</section>
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<!-- /.links -->
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