time-to-botec/squiggle/node_modules/@stdlib/stats/incr/mminabs/README.md

incrmminabs

Compute a moving minimum absolute value incrementally.

Usage

var incrmminabs = require( '@stdlib/stats/incr/mminabs' );

incrmminabs( window )

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

var accumulator = incrmminabs( 3 );

accumulator( [x] )

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

var accumulator = incrmminabs( 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 1.0

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

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

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

m = accumulator();
// returns 3.0

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 incrmminabs = require( '@stdlib/stats/incr/mminabs' );

var accumulator;
var v;
var i;

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

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