140 lines
3.4 KiB
JavaScript
140 lines
3.4 KiB
JavaScript
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' ).isPrimitive;
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var isnan = require( '@stdlib/math/base/assert/is-nan' );
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var ln = require( '@stdlib/math/base/special/ln' );
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var exp = require( '@stdlib/math/base/special/exp' );
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var Float64Array = require( '@stdlib/array/float64' );
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// MAIN //
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/**
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* Returns an accumulator function which incrementally computes a moving geometric mean.
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*
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* @param {PositiveInteger} W - window size
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* @throws {TypeError} must provide a positive integer
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* @returns {Function} accumulator function
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*
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* @example
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* var accumulator = incrmgmean( 3 );
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*
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* var v = accumulator();
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* // returns null
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*
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* v = accumulator( 2.0 );
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* // returns 2.0
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*
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* v = accumulator( 5.0 );
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* // returns ~3.16
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*
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* v = accumulator( 3.0 );
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* // returns ~3.11
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*
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* v = accumulator( 5.0 );
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* // returns ~4.22
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*
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* v = accumulator();
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* // returns ~4.22
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*/
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function incrmgmean( W ) {
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var buf;
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var sum;
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var gm;
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var N;
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var i;
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if ( !isPositiveInteger( W ) ) {
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throw new TypeError( 'invalid argument. Must provide a positive integer. Value: `' + W + '`.' );
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}
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buf = new Float64Array( W );
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sum = 0.0;
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i = -1;
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N = 0;
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return accumulator;
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/**
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* If provided a value, the accumulator function returns an updated geometric mean. If not provided a value, the accumulator function returns the current geometric mean.
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*
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* @private
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* @param {number} [x] - input value
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* @returns {(number|null)} geometric mean or null
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*/
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function accumulator( x ) {
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var lnx;
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var k;
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if ( arguments.length === 0 ) {
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if ( N === 0 ) {
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return null;
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}
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return gm;
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}
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// Update the index for managing the circular buffer:
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i = (i+1) % W;
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// Compute the natural log:
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lnx = ln( x );
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// Case: incoming value is NaN, the accumulated value is automatically NaN...
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if ( isnan( x ) ) {
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N = W; // explicitly set to avoid `N < W` branch
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sum = NaN;
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}
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// Case: initial window...
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else if ( N < W ) {
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N += 1;
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sum += lnx;
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}
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// Case: outgoing value is NaN, and, thus, we need to compute the accumulated value...
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else if ( isnan( buf[ i ] ) ) {
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N = 1;
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sum = lnx;
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for ( k = 0; k < W; k++ ) {
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if ( k !== i ) {
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if ( isnan( buf[ k ] ) ) {
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N = W; // explicitly set to avoid `N < W` branch
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sum = NaN;
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break; // sum is automatically NaN, so no need to continue
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}
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N += 1;
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sum += buf[ k ];
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}
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}
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}
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// Case: neither the current accumulated value nor the incoming value are NaN, so we need to update the accumulated value...
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else if ( isnan( sum ) === false ) {
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sum += lnx - buf[ i ];
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}
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// Case: the current accumulated value is NaN, so nothing to do until the buffer no longer contains NaN values...
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buf[ i ] = lnx;
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gm = exp( sum/N );
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return gm;
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}
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}
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// EXPORTS //
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module.exports = incrmgmean;
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