52 lines
1.1 KiB
JavaScript
52 lines
1.1 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';
|
|
|
|
/**
|
|
* Compute an exponentially weighted variance incrementally.
|
|
*
|
|
* @module @stdlib/stats/incr/ewvariance
|
|
*
|
|
* @example
|
|
* var increwvariance = require( '@stdlib/stats/incr/ewvariance' );
|
|
*
|
|
* var accumulator = increwvariance();
|
|
*
|
|
* var v = accumulator();
|
|
* // returns null
|
|
*
|
|
* v = accumulator( 2.0 );
|
|
* // returns 0.0
|
|
*
|
|
* v = accumulator( -5.0 );
|
|
* // returns 12.25
|
|
*
|
|
* v = accumulator();
|
|
* // returns 12.25
|
|
*/
|
|
|
|
// MODULES //
|
|
|
|
var increwvariance = require( './main.js' );
|
|
|
|
|
|
// EXPORTS //
|
|
|
|
module.exports = increwvariance;
|