/** * @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 isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive; var isnan = require( '@stdlib/math/base/assert/is-nan' ); var Float64Array = require( '@stdlib/array/float64' ); // MAIN // /** * Returns an accumulator function which incrementally computes a moving arithmetic mean. * * @param {PositiveInteger} W - window size * @throws {TypeError} must provide a positive integer * @returns {Function} accumulator function * * @example * var accumulator = incrmmean( 3 ); * * var mu = accumulator(); * // returns null * * mu = accumulator( 2.0 ); * // returns 2.0 * * mu = accumulator( -5.0 ); * // returns -1.5 * * mu = accumulator( 3.0 ); * // returns 0.0 * * mu = accumulator( 5.0 ); * // returns 1.0 * * mu = accumulator(); * // returns 1.0 */ function incrmmean( W ) { var delta; var buf; var mu; var N; var i; if ( !isPositiveInteger( W ) ) { throw new TypeError( 'invalid argument. Must provide a positive integer. Value: `' + W + '`.' ); } buf = new Float64Array( W ); mu = 0.0; i = -1; 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] - input value * @returns {(number|null)} mean or null */ function accumulator( x ) { var k; if ( arguments.length === 0 ) { if ( N === 0 ) { return null; } return mu; } // Update the index for managing the circular buffer: i = (i+1) % W; // Case: incoming value is NaN, the sliding mean is automatically NaN... if ( isnan( x ) ) { N = W; // explicitly set to avoid `N < W` branch mu = NaN; } // Case: initial window... else if ( N < W ) { N += 1; delta = x - mu; mu += delta / N; } // Case: outgoing value is NaN, and, thus, we need to compute the sample mean... else if ( isnan( buf[ i ] ) ) { N = 1; mu = x; for ( k = 0; k < W; k++ ) { if ( k !== i ) { if ( isnan( buf[ k ] ) ) { N = W; // explicitly set to avoid `N < W` branch mu = NaN; break; // mean is automatically NaN, so no need to continue } N += 1; delta = buf[ k ] - mu; mu += delta / N; } } } // Case: neither the current mean nor the incoming value are NaN, so we need to update the sample mean... else if ( isnan( mu ) === false ) { delta = x - buf[ i ]; mu += delta / W; } // Case: the current mean is NaN, so nothing to do until the buffer no longer contains NaN values... buf[ i ] = x; return mu; } } // EXPORTS // module.exports = incrmmean;