time-to-botec/squiggle/node_modules/@stdlib/stats/incr/mmaxabs

incrmmaxabs

Compute a moving maximum absolute value incrementally.

Usage

var incrmmaxabs = require( '@stdlib/stats/incr/mmaxabs' );

incrmmaxabs( window )

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

var accumulator = incrmmaxabs( 3 );

accumulator( [x] )

If provided an input value x, the accumulator function returns an updated maximum absolute value. If not provided an input value x, the accumulator function returns the current maximum absolute value.

var accumulator = incrmmaxabs( 3 );

var m = accumulator();
// returns null

// Fill the window...
m = accumulator( 2.0 ); // [2.0]
// returns 2.0

m = accumulator( 1.0 ); // [2.0, 1.0]
// returns 2.0

m = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns 3.0

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

m = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns 7.0

m = accumulator();
// returns 7.0

Notes

• Input values are not type checked. If provided 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 values 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 incrmmaxabs = require( '@stdlib/stats/incr/mmaxabs' );

var accumulator;
var v;
var i;

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

// For each simulated datum, update the moving maximum absolute value...
for ( i = 0; i < 100; i++ ) {
    v = ( randu()*100.0 ) - 50.0;
    accumulator( v );
}
console.log( accumulator() );