incrmmean

Compute a moving arithmetic mean incrementally.

Usage

var incrmmean = require( '@stdlib/math/stats/incr/mmean' );

incrmmean( window )

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

var accumulator = incrmmean( 3 );

accumulator( [x] )

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

var mu = accumulator();
// returns null

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

mu = accumulator( 1.0 ); // [2.0, 1.0]
// returns 1.5

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

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

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

mu = accumulator();
// returns -3.0

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 all 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.
  • The first W-1 returned mean values will have less statistical support than subsequent mean values, as W values are needed to fill the window buffer. Until the window is full, the returned mean equals the arithmetic mean of all provided values.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrmmean = require( '@stdlib/math/stats/incr/mmean' );

var accumulator;
var v;
var i;

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

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