incrmmeanabs2

Compute a moving arithmetic mean of squared absolute values incrementally.

For a window of size W, the arithmetic mean of squared absolute values is defined as

m equals StartFraction 1 Over upper W EndFraction sigma-summation Underscript i equals 0 Overscript upper W minus 1 Endscripts x Subscript i Superscript 2

Usage

var incrmmeanabs2 = require( '@stdlib/stats/incr/mmeanabs2' );

incrmmeanabs2( window )

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

var accumulator = incrmmeanabs2( 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 accumulator = incrmmeanabs2( 3 );

var m = accumulator();
// returns null

// Fill the window...
m = accumulator( 2.0 ); // [2.0]
// returns 4.0

m = accumulator( -1.0 ); // [2.0, -1.0]
// returns 2.5

m = accumulator( 3.0 ); // [2.0, -1.0, 3.0]
// returns ~4.67

// Window begins sliding...
m = accumulator( -7.0 ); // [-1.0, 3.0, -7.0]
// returns ~19.67

m = accumulator( -5.0 ); // [3.0, -7.0, -5.0]
// returns ~27.67

m = accumulator();
// returns ~27.67

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 incrmmeanabs2 = require( '@stdlib/stats/incr/mmeanabs2' );

var accumulator;
var v;
var i;

// Initialize an accumulator:
accumulator = incrmmeanabs2( 5 );

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