incrwmean

Compute a weighted arithmetic mean incrementally.

The weighted arithmetic mean is defined as

x overbar equals StartFraction sigma-summation Underscript i equals 0 Overscript n minus 1 Endscripts w Subscript i Baseline x Subscript i Baseline Over sigma-summation Underscript i equals 0 Overscript n minus 1 Endscripts w Subscript i Baseline EndFraction

Usage

var incrwmean = require( '@stdlib/stats/incr/wmean' );

incrwmean()

Returns an accumulator function which incrementally computes a weighted arithmetic mean.

var accumulator = incrwmean();

accumulator( [x, w] )

If provided an input value x and a weight w, the accumulator function returns an updated weighted mean. If not provided any input values, the accumulator function returns the current mean.

var accumulator = incrwmean();

var mu = accumulator( 2.0, 1.0 );
// returns 2.0

mu = accumulator( 2.0, 0.5 );
// returns 2.0

mu = accumulator( 3.0, 1.5 );
// returns 2.5

mu = accumulator();
// returns 2.5

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.

Examples

var randu = require( '@stdlib/random/base/randu' );
var incrwmean = require( '@stdlib/stats/incr/wmean' );

var accumulator;
var v;
var w;
var i;

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

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