/** * @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'; /** * Returns an accumulator function which incrementally computes an arithmetic mean. * * ## Method * * - This implementation uses [Welford's method][algorithms-variance] for efficient computation, which can be derived as follows * * ```tex * \begin{align*} * \mu_n &= \frac{1}{n} \sum_{i=0}^{n-1} x_i \\ * &= \frac{1}{n} \biggl(x_{n-1} + \sum_{i=0}^{n-2} x_i \biggr) \\ * &= \frac{1}{n} (x_{n-1} + (n-1)\mu_{n-1}) \\ * &= \mu_{n-1} + \frac{1}{n} (x_{n-1} - \mu_{n-1}) * \end{align*} * ``` * * [algorithms-variance]: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance * * @returns {Function} accumulator function * * @example * var accumulator = incrmean(); * * var mu = accumulator(); * // returns null * * mu = accumulator( 2.0 ); * // returns 2.0 * * mu = accumulator( -5.0 ); * // returns -1.5 * * mu = accumulator(); * // returns -1.5 */ function incrmean() { var mu; var N; mu = 0.0; N = 0; return accumulator; /** * If provided a value, the accumulator function returns an updated mean. If not provided a value, the accumulator function returns the current mean. * * @private * @param {number} [x] - new value * @returns {(number|null)} mean value or null */ function accumulator( x ) { if ( arguments.length === 0 ) { if ( N === 0 ) { return null; } return mu; } N += 1; mu += (x-mu) / N; return mu; } } // EXPORTS // module.exports = incrmean;