README

incrmsumprod

Compute a moving sum of products incrementally.

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

Equation for the moving sum of products.

Installation

npm install @stdlib/stats-incr-msumprod

Usage

var incrmsumprod = require( '@stdlib/stats-incr-msumprod' );

incrmsumprod( window )

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

var accumulator = incrmsumprod( 3 );

accumulator( [x, y] )

If provided input values x and y, the accumulator function returns an updated sum. If not provided input values x and y, the accumulator function returns the current sum.

var accumulator = incrmsumprod( 3 );

var sum = accumulator();
// returns null

// Fill the window...
sum = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns 6.0

sum = accumulator( 1.0, -1.0 ); // [(2.0,3.0), (1.0,-1.0)]
// returns 5.0

sum = accumulator( -3.0, 5.0 ); // [(2.0,3.0), (1.0,-1.0), (-3.0,5.0)]
// returns -10.0

// Window begins sliding...
sum = accumulator( -7.0, -1.0 ); // [(1.0,-1.0), (-3.0,5.0), (-7.0,-1.0)]
// returns -9.0

sum = accumulator( 5.0, 4.0 ); // [(-3.0,5.0), (-7.0,-1.0), (5.0,4.0)]
// returns 12.0

sum = accumulator();
// returns 12.0

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 (x,y) pairs 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 incrmsumprod = require( '@stdlib/stats-incr-msumprod' );

var accumulator;
var v1;
var v2;
var i;

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

// For each simulated datum, update the moving sum-product...
for ( i = 0; i < 100; i++ ) {
    v1 = randu() * 100.0;
    v2 = randu() * 100.0;
    accumulator( v1, v2 );
}
console.log( accumulator() );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

@stdlib/stats-incr-msumprod

Usage no npm install needed!