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incrmminmax
Compute a moving minimum and maximum incrementally.
Usage
var incrmminmax = require( '@stdlib/stats/incr/mminmax' );
incrmminmax( [out,] window )
Returns an accumulator function
which incrementally computes a moving minimum and maximum. The window
parameter defines the number of values over which to compute the moving minimum and maximum.
var accumulator = incrmminmax( 3 );
By default, the returned accumulator function
returns the minimum and maximum as a two-element array
. To avoid unnecessary memory allocation, the function supports providing an output (destination) object.
var Float64Array = require( '@stdlib/array/float64' );
var accumulator = incrmminmax( new Float64Array( 2 ), 3 );
accumulator( [x] )
If provided an input value x
, the accumulator function returns updated minimum and maximum values. If not provided an input value x
, the accumulator function returns the current minimum and maximum values.
var accumulator = incrmminmax( 3 );
var mm = accumulator();
// returns null
// Fill the window...
mm = accumulator( 2.0 ); // [2.0]
// returns [ 2.0, 2.0 ]
mm = accumulator( 1.0 ); // [2.0, 1.0]
// returns [ 1.0, 2.0 ]
mm = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns [ 1.0, 3.0 ]
// Window begins sliding...
mm = accumulator( -7.0 ); // [1.0, 3.0, -7.0]
// returns [ -7.0, 3.0 ]
mm = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns [ -7.0, 3.0 ]
mm = accumulator();
// returns [ -7.0, 3.0 ]
Notes
- Input values are not type checked. If provided
NaN
, the accumulated minimum and maximum values areNaN
for at leastW-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. - As
W
values are needed to fill the window buffer, the firstW-1
returned minimum and maximum values are calculated from smaller sample sizes. Until the window is full, each returned minimum and maximum is calculated from all provided values.
Examples
var randu = require( '@stdlib/random/base/randu' );
var incrmminmax = require( '@stdlib/stats/incr/mminmax' );
var accumulator;
var v;
var i;
// Initialize an accumulator:
accumulator = incrmminmax( 5 );
// For each simulated datum, update the moving minimum and maximum...
for ( i = 0; i < 100; i++ ) {
v = randu() * 100.0;
accumulator( v );
}
console.log( accumulator() );