time-to-botec/squiggle/node_modules/@stdlib/stats/incr/ewstdev/lib/main.js
NunoSempere b6addc7f05 feat: add the node modules
Necessary in order to clearly see the squiggle hotwiring.
2022-12-03 12:44:49 +00:00

97 lines
2.4 KiB
JavaScript

/**
* @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 isNonNegativeNumber = require( '@stdlib/assert/is-nonnegative-number' ).isPrimitive;
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns an accumulator function which incrementally computes an exponentially weighted standard deviation.
*
* @param {NonNegativeNumber} alpha - smoothing factor
* @throws {TypeError} must provide a nonnegative number
* @throws {RangeError} must be on the interval `[0,1]`
* @returns {Function} accumulator function
*
* @example
* var accumulator = increwstdev( 0.5 );
*
* var s = accumulator();
* // returns null
*
* s = accumulator( 2.0 );
* // returns 0.0
*
* s = accumulator( -5.0 );
* // returns 3.5
*
* s = accumulator();
* // returns 3.5
*/
function increwstdev( alpha ) {
var incr;
var s2;
var s;
var r;
var m;
var c;
if ( !isNonNegativeNumber( alpha ) ) {
throw new TypeError( 'invalid argument. Must provide a nonnegative number. Value: `' + alpha + '`.' );
}
if ( alpha < 0.0 || alpha > 1.0 ) {
throw new RangeError( 'invalid argument. Must provide a nonnegative number on the interval [0,1]. Value: `' + alpha + '`.' );
}
c = 1.0 - alpha;
return accumulator;
/**
* If provided a value, the accumulator function returns an updated standard deviation. If not provided a value, the accumulator function returns the current standard deviation.
*
* @private
* @param {number} [x] - new value
* @returns {(number|null)} standard deviation or null
*/
function accumulator( x ) {
if ( arguments.length === 0 ) {
return ( s === void 0 ) ? null : s;
}
if ( s === void 0 ) {
m = x;
s2 = 0.0;
} else {
r = x - m;
incr = alpha * r;
m += incr;
s2 = c * ( s2+(r*incr) );
}
s = sqrt( s2 );
return s;
}
}
// EXPORTS //
module.exports = increwstdev;