time-to-botec/js/node_modules/@stdlib/stats/incr/msumprod

incrmsumprod

Compute a moving sum of products incrementally.

For a window of size W, the moving sum of products is defined as

Usage

var incrmsumprod = require( '@stdlib/stats/incr/msumprod' );

incrmsumprod( window )

Returns an accumulator function which incrementally computes a moving sum of products. The window parameter defines the number of values over which to compute the moving sum of products.

var accumulator = incrmsumprod( 3 );

accumulator( [x, y] )

If provided input values x and y, the accumulator function returns an updated sum. If not provided input values x and y, the accumulator function returns the current sum.

var accumulator = incrmsumprod( 3 );

var sum = accumulator();
// returns null

// Fill the window...
sum = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns 6.0

sum = accumulator( 1.0, -1.0 ); // [(2.0,3.0), (1.0,-1.0)]
// returns 5.0

sum = accumulator( -3.0, 5.0 ); // [(2.0,3.0), (1.0,-1.0), (-3.0,5.0)]
// returns -10.0

// Window begins sliding...
sum = accumulator( -7.0, -1.0 ); // [(1.0,-1.0), (-3.0,5.0), (-7.0,-1.0)]
// returns -9.0

sum = accumulator( 5.0, 4.0 ); // [(-3.0,5.0), (-7.0,-1.0), (5.0,4.0)]
// returns 12.0

sum = accumulator();
// returns 12.0

Notes

• Input values are not type checked. If provided NaN or a value which, when used in computations, results in NaN, the accumulated value is NaN for at least W-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 (x,y) pairs are needed to fill the window buffer, the first W-1 returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrmsumprod = require( '@stdlib/stats/incr/msumprod' );

var accumulator;
var v1;
var v2;
var i;

// Initialize an accumulator:
accumulator = incrmsumprod( 5 );

// For each simulated datum, update the moving sum-product...
for ( i = 0; i < 100; i++ ) {
    v1 = randu() * 100.0;
    v2 = randu() * 100.0;
    accumulator( v1, v2 );
}
console.log( accumulator() );