incrmsummary

Compute a moving statistical summary incrementally.

Usage

var incrmsummary = require( '@stdlib/math/stats/incr/msummary' );

incrmsummary( window )

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

var accumulator = incrmsummary( 3 );

accumulator( [x] )

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

var summary = accumulator();
// returns {}

// Fill the window...
summary = accumulator( 2.0 ); // [2.0]
/* returns
    {
        'window': 3,
        'sum': 2.0,
        'mean': 2.0,
        'variance': 0.0,
        'stdev': 0.0
    }
*/

summary = accumulator( 1.0 ); // [2.0, 1.0]
/* returns
    {
        'window': 3,
        'sum': 3.0,
        'mean': 1.5,
        'variance': 0.5,
        'stdev': 0.7071067811865476
    }
*/

summary = accumulator( -3.0 ); // [2.0, 1.0, -3.0]
/* returns
    {
        'window': 3,
        'sum': 0.0,
        'mean': 0.0,
        'variance': 7,
        'stdev': 2.6457513110645907
    }
*/

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

summary = accumulator( -5.0 ); // [-3.0, -7.0, -5.0]
// returns {...}

summary = accumulator();
// returns {...}

Notes

  • Input values are not type checked. 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 summaries will have less statistical support than subsequent summaries, as W values are needed to fill the window buffer. Until the window is full, the returned summary is computed from all provided values.

Examples

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

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrmsummary();

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