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

incrmsum

Compute a moving sum incrementally.

For a window of size W, the moving sum is defined as

Usage

var incrmsum = require( '@stdlib/stats/incr/msum' );

incrmsum( window )

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

var accumulator = incrmsum( 3 );

accumulator( [x] )

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

var accumulator = incrmsum( 3 );

var sum = accumulator();
// returns null

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

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

sum = accumulator( 3.0 ); // [2.0, 1.0, 3.0]
// returns 6.0

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

sum = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns -9.0

sum = accumulator();
// returns -9.0

Notes

• Input values are not type checked. If provided NaN or a value which, when used in computations, results in 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 incrmsum = require( '@stdlib/stats/incr/msum' );

var accumulator;
var v;
var i;

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

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