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

incrmminmaxabs

Compute moving minimum and maximum absolute values incrementally.

Usage

var incrmminmaxabs = require( '@stdlib/stats/incr/mminmaxabs' );

incrmminmaxabs( [out,] window )

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

var accumulator = incrmminmaxabs( 3 );

By default, the returned accumulator function returns the minimum and maximum as a two-element array. To avoid unnecessary memory allocation, the function supports providing an output (destination) object.

var Float64Array = require( '@stdlib/array/float64' );

var accumulator = incrmminmaxabs( new Float64Array( 2 ), 3 );

accumulator( [x] )

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

var accumulator = incrmminmaxabs( 3 );

var mm = accumulator();
// returns null

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

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

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

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

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

mm = accumulator();
// returns [ 3.0, 7.0 ]

Notes

• Input values are not type checked. If provided NaN, the accumulated minimum and maximum values are 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 minimum and maximum values are calculated from smaller sample sizes. Until the window is full, each returned minimum and maximum is calculated from all provided values.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrmminmaxabs = require( '@stdlib/stats/incr/mminmaxabs' );

var accumulator;
var v;
var i;

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

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