time-to-botec/squiggle/node_modules/@stdlib/stats/incr/sum/lib/main.js

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/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
'use strict';
// MODULES //
var abs = require( '@stdlib/math/base/special/abs' );
// MAIN //
/**
* Returns an accumulator function which incrementally computes a sum.
*
* ## Method
*
* - This implementation uses a second-order "iterative KahanBabuška algorithm", as proposed by Klein (2005).
*
* ## References
*
* - Klein, Andreas. 2005. "A Generalized Kahan-Babuška-Summation-Algorithm." _Computing_ 76 (3): 27993. doi:[10.1007/s00607-005-0139-x](https://doi.org/10.1007/s00607-005-0139-x).
*
* @returns {Function} accumulator function
*
* @example
* var accumulator = incrsum();
*
* var sum = accumulator();
* // returns null
*
* sum = accumulator( 2.0 );
* // returns 2.0
*
* sum = accumulator( -5.0 );
* // returns -3.0
*
* sum = accumulator();
* // returns -3.0
*/
function incrsum() {
var sum;
var ccs;
var FLG;
var cs;
var cc;
var t;
var c;
sum = 0.0;
ccs = 0.0; // second order correction term for lost low order bits
cs = 0.0; // first order correction term for lost low order bits
return accumulator;
/**
* If provided a value, the accumulator function returns an updated sum. If not provided a value, the accumulator function returns the current sum.
*
* @private
* @param {number} [x] - new value
* @returns {(number|null)} sum or null
*/
function accumulator( x ) {
if ( arguments.length === 0 ) {
return ( FLG ) ? sum+cs+ccs : null;
}
FLG = true;
t = sum + x;
if ( abs( sum ) >= abs( x ) ) {
c = (sum-t) + x;
} else {
c = (x-t) + sum;
}
sum = t;
t = cs + c;
if ( abs( cs ) >= abs( c ) ) {
cc = (cs-t) + c;
} else {
cc = (c-t) + cs;
}
cs = t;
ccs += cc;
return sum + cs + ccs;
}
}
// EXPORTS //
module.exports = incrsum;